Strategy Analyser eating memory

[starcd]

Using the strat analyser (NT8 32bit) with 60min Data over a period of 13Years the memory usage is increasing around 50MB each Backtest run. After 20 runs I end up with over 1GB memory usage. Even closing the strat analyser doesn't help....

Frank

[NinjaTrader_DaveI]

Hello,

Are you running these tests at the same time, by chance? Can you please tell me as much detail as possible about the settings in your backtest (including instrument, expiry, etc.), so that I can try to replicate the issue on my end?

[starcd]

Run attached strat in strat analyser (Backtest) with EURUSD 60min 2002-2015.
Start the win task manager and see what happens concerning NT8 memory usage. It increases every time you run the strat between 30-50MB. NT8 crashes on my system at around 1200 MB.

Frank

[NinjaTrader_DaveI]

Thank you for that -- I'll give it a test. Is there any way you can give me the GansSwing indicator too, so that I test this code as-is? Feel free to send it in a private message if you do not wish to post it publicly.

If not, I could just use our pre-built Swing indicator, but then the scenario would not be exactly the same.

[starcd]

The indicator has nothing to do with that. Please find the strat with the original swing indicator.

Frank

[NinjaTrader_DaveI]

Thank you for modifying the code. When I run this in a backtest using the settings you specified, I'm really not seeing any impact on performance or memory usage on my end. The test runs pretty quickly, as well, even going all the way back to 2002. Could there be something else coming into play in your case? Do you have several large workspaces open, for example, or are you running multiple strategies live while you backtest?

[starcd]

No other workspaces. See Pics.
1.jpg shows you memory usage after starting nt8 with the last workspace.
2.jpg shows you the stat after running once
3. after twice
4. after third run
5. after fourth
6. after closing the strat analyser
7. after restarting the strat analyser
8. My config. Maybe the processor is the issue...

I send you 6,7 and 8 in onother reply because it alows me only 5 at a time

Frank

[starcd]

the rest of the screenshots...

[NJA_MC]

The indicator has nothing to do with that. Please find the strat with the original swing indicator.

Frank

Frank,

I would think there is a possibility of your custom indicator having a memory leak. I would recommend sending it in for testing.

[starcd]

As you quoted, I send in that replay the strat as new attachement without a custom indicator...

...Please find the strat with the original swing indicator.

Maybe you can try that on your system.

Frank

[NinjaTrader_DaveI]

Hello,

Did you mean to attach the GansSwing indicator to your last post? I will need that one in order to use the original version of your code to test further on my end.

[starcd]

No, I mean that there is no need for this indicator because in the attached strat I changed my custom to the original NT8 Swing Indicator and it has the same problem on my system.
All of the screen shots are belonging to the attached modified DaveIII.cs

Frank

[NinjaTrader_DaveI]

Thank you -- I am seeing the same thing on my end now with the new script, so I will submit a report to our team so that we can look further into the issue.

[starcd]

RC3 has still memory backtest issues with multiple instruments

NT8 32 bit crashes on my system in this Backtest setup with multiple instruments:

Sample Crossover Strat, 1 Min Bars, Timeframe 1 Year, <S&P500> (All instruments)
See pics: x_min_32.jpg (x=1 means first run, x=2 means second run....)

Running the same thing with NT8 64 bit it has strange memory issues.
x_min_64.jpg

When I use more complex strats it even comes worse and I have to restart NT8 because of crashes or of to much memory usage.

Is that a known issue?

[starcd]

Rest of the pics...