I did some performance tests and I discovered the following:
Even when I run 30 + simple crossover Strategies at the same time, memory usage is below 600MB and cpu usage almost nothing. (about 0-5% maximum load) (Intel 975i Extreme, Windows xp for now)
I changed the parameters so that I had plenty of executions - about 40-80 per Minute (only MARKET buy and sell orders for a certain crossover were submitted, no additional stop loss etc)
I watched the ExecutionsTab - sometimes there were 5-10 or more orders "pending" at the same time -
1) Every time when there were orders "pending" - Ninja trader almost got stuck
- I was unable to do anything with the program but wait for the orders to get filled !
These "Pending" MARKET orders seemed to "hang" for a long time, sometimes up to 10 seconds, although they are market orders???? (CPU or Memory usage did not change noticeably that time) Other programs etc. still behaved normal and I could work with them during that time.
What is the reason for this behavior? What is the hold up for the Application while submitting multipe orders at the same time / during the "pending" order state?
Is this showing only in simulated trading or also during live trading?
Is there any workaround for this? Or is it a bug/programming flaw of NT6.5?
Will this problem be gone in NT7?
It ultimately leads to a very instable NT - in the end it destroyed my Installation - after start comes immediatelly a messagethat NT needs to be shut down
you have a great program with great features, but unfortunatelly rather instable in this version. Placing Orders should be much much faster, instantly basically.
Its NOT the calculation for triggering the orders (=very fast) but the order handling itsself that is VERY slow somehow.
greetings
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