NT8B8 - Playback-M.R. - Random stalls and crashes

[sledge]

The attached code is a modified CrossOver sample strategy that contains print statements so we know exactly when it stalls/crashes.

It appears to be random, yet not.

You may ask why run on a 15 second chart and have a second secondary chart. Well - I was chasing down an app crash over 2 years of data, and I don't have time to wait 5 hours. This allowed me to reproduce this, or some other issue quickly. There is no memory leak or anything that I can tell as memory remains constant.

It does appear that with a full system reboot - there might be less chance?

There is nothing in the logs or trace files when a stall or crash happens.

For example, this one crashed at 3,744 trades, and I was unable to full exit. Chart trader turned on in hidden mode on 10 second chart.




After closing the control panel - these windows would not leave, and I end to officially end task.

[sledge]

My best run was 6,102 trades, but I used a 4 range chart instead. This one "Stalled". Playback was playing at 1 second on all settings.



My worst was 1,277 trades with a 1 minute, with chart trader hidden on, and a crash.

[NinjaTrader_ChelseaB]

Hi sledge,

Just to confirm, this behavior is reproducible when playing back Market Replay data but is not reproduce able backtesting with the Strategy Analyzer, or when running the strategy live in real-time data, is this correct?

Are you able to reproduce this with the original Sample MA Crossover script that is included with NinjaTrader?

What version of the Beta are you using? (Help -> About..)

I am currently attempting to reproduce the behavior on my end using the latest version of the Beta 8.0.0.8. I appreciate your patience while I attempt to reproduce.

[sledge]

Hi sledge,

Just to confirm, this behavior is reproducible when playing back Market Replay data but is not reproduce able backtesting with the Strategy Analyzer, or when running the strategy live in real-time data, is this correct?

I've run out of $100,000 in Market Replay - there is no way this is going to be near live. I don't use strategy analyzer.

Are you able to reproduce this with the original Sample MA Crossover script that is included with NinjaTrader?

Please see the very first post. I have attached the SampleMACrossover with some prints so you can see how many trades are taken.

What version of the Beta are you using? (Help -> About..)

In the subject header, I state NT8B8.

I am currently attempting to reproduce the behavior on my end using the latest version of the Beta 8.0.0.8. I appreciate your patience while I attempt to reproduce.

[/QUOTE]

ok, thanks.

[NinjaTrader_ChelseaB]

Hello sledge,

Thank you for confirming this does not affect the Strategy Analyzer.

I want to verify when you say:

"Please see the very first post. I have attached the SampleMACrossover with some prints so you can see how many trades are taken." that this means you have tested without the prints with the original strategy so that we know printing to the Output window is not causing freezing and that we can verify its the orders being placed causing the issue.

[sledge]

Hello sledge,

Thank you for confirming this does not affect the Strategy Analyzer.

I want to verify when you say:

"Please see the very first post. I have attached the SampleMACrossover with some prints so you can see how many trades are taken." that this means you have tested without the prints with the original strategy so that we know printing to the Output window is not causing freezing and that we can verify its the orders being placed causing the issue.

No, that did not mean that. It meant I had my own strategy that failed for some reason, so I reproduced what I thought was causing the fail with the SampleMACrossover. I was not aware and have not had any issues with print statements.

But to further this discussion, I ran 2 more tests. 1 with the SampleMACrossover with no prints. I ran out of margin after 7,461 trades on 10/13/2015 and the strategy self terminated. The output window is 1,021KB, with 14,926 lines from all the "NinjaScript strategy 'Sample MA crossover/59627127' submitting order".

Not to be deterred, I turned on chart trader hidden (which is what I was originally suspecting as I had started using it on my 2 years Playback-Market Replays). Playback stalled on 10/7/2015, at -$79,512.50.... so about 5 to 6 days short. It is on MAX, and it's moving along at 1 second. Changing the controls doesn't affect speed.



It might be that 2 charts are used in combination with chart trader hidden.

I had to end task NT8B8 to get control of it again.

I hope this helps.

I'll run 2 more tests.

I'll try a single chart with chart trader hidden.
Based on that results, I'll add setProfitTarget and SetStopLoss to the code and see if that makes it crash sooner (I suspect it will).

[sledge]

Stall on 10/1/2015, with 1 chart, and chart trader hidden. So a lot sooner this time.

[sledge]

And stalled 9/23/2015 with limits/targets for each trade.

[sledge]

Crashed on 9-21-2015. Duplicated chart, only 1 strategy. 3 chart traders hidden and on all 3 charts on the left.

The last line of the trace file is:

2016-01-26 20:20:55:489 (Playback Connection) Cbi.Account.PositionUpdateCallback: instrument='ES 12-15' account='Playback101' avgPrice=1953.5 quantity=1 marketPosition=Long operation=Add

There is nothing else.

This would be trade #1744.

[sledge]

Trying to create another example for my other issue and this stalled out after 4 days.




Attached is the strategy.

Going to run without chart trader hidden.

[sledge]

Going to run without chart trader hidden.

I got about 4 contracts finished before I went broke with losses.
So chart trader definitely has issues in breaking NT.

[sledge]

Any progress on confirming chart trader in relay crashed nt8b8?

I've built a pretty stacked case that out does.

[NinjaTrader_ChelseaB]

Hello Sledge,

I have downloaded ES 03-16 data going back to last september.

I have tested the SampleMACrossOver script over an 8 month period using a 1 minute chart with chart trader open and I have not been able to reproduce the behavior.

I am retesting with range bars, and then I will have a few videos to demonstrate my results.

[sledge]

I'll zip up my replay data.
How should i send that? Filemail was it?

[NinjaTrader_ChelseaB]

Hello sledge,

I have a large amount of historical data for the ES 03-16 that was imported from NinjaTrader 7. Market Replay data is extremely large. To download the amount that you would like me to test over, would take a while to download. I do have a source of data, and I am testing playback.

However, I am testing over a 6 month period and each test does take quite a while to perform.

So far, each test has performed, but I was not able to capture a video at the end of the test due to assisting clients. But I will get a few tests done with range bars and with minute bars to see if I can reproduce any behavior.

I am testing on a dual core computer with a little more than 2GB of ram and I have not yet reproduced the behavior at this time.

Video demonstrations to come.