Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Why is backtesting redownloading all my data?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    #16
    Is this a multi-instrument strategy? Please try to reproduce with SampleMACrossOver.
    Josh P.NinjaTrader Customer Service

    Comment


      #17
      Originally posted by NinjaTrader_Josh View Post
      Is this a multi-instrument strategy? Please try to reproduce with SampleMACrossOver.
      I'll try with that one.

      In the mean time, I just made a new strategy. Multi-timeframe but 1 instrument (QM). I ran it and the first time it was quick, so I run it again and it's been hanging there since 03 and it's now 10 so that's 7 minutes to recover data that I already have, data that was recovered in a few minutes just a few minutes ago.

      I don't see why Ninjatrader is asking IQFeed for the data. If IQFeed is slow it wouldn't surprise me, but it shouldn't be in the loop at this point. I'll try with the Sample strategy tomorrow...

      Code:
      2008-10-30 21:59:15:953 WARNING: Starting Strategy
      2008-10-30 21:59:18:857 (IQ Delta) Data.Bars.GetBarsNow: instrument='QM ##-##' from='2005-10-11' to='2008-10-29' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=Daily splitAdjusted=False dividendAdjusted=False bars=0
      2008-10-30 21:59:38:396 (IQ Delta) Data.Bars.GetBarsNow: instrument='QM ##-##' from='2005-10-11' to='2008-10-29' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
      2008-10-30 22:02:53:540 WARNING: Starting Strategy
      2008-10-30 22:02:53:543 WARNING: Starting Strategy
      2008-10-30 22:03:01:838 (IQ Delta) Data.Bars.GetBarsNow: instrument='QM ##-##' from='2005-10-11' to='2008-10-29' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0

      Comment


        #18
        Ok. Let us know how it goes tomorrow. Thanks.
        Josh P.NinjaTrader Customer Service

        Comment


          #19
          Originally posted by NinjaTrader_Josh View Post
          Is this a multi-instrument strategy? Please try to reproduce with SampleMACrossOver.
          Works fine.

          I'll see if I can come up with a way to reproduce it. Something is causing NT to hang and it just gets stuck there. It seem to happen on certain symbols and not others.

          Comment


            #20
            Ok. Thanks. Let us know when you can reproduce it.
            Josh P.NinjaTrader Customer Service

            Comment


              #21
              Originally posted by NinjaTrader_Josh View Post
              Ok. Thanks. Let us know when you can reproduce it.
              I was having lots of problems so I did the reset instruments and now everything works just fine. In fact, tests that were taking several minutes now take several seconds.

              Comment


                #22
                Happy it's resolved and thanks for reporting back.
                RayNinjaTrader Customer Service

                Comment


                  #23
                  Originally posted by NinjaTrader_Ray View Post
                  Happy it's resolved and thanks for reporting back.
                  Hopefully if anyone else starts experience a slow down in performance, they will stumble upon this thread and reset their instrument list.

                  Seriously, these forums are what sets Ninjatrader apart from the competition. It was *the* deciding factor for me. Who can beat free great support on saturdays!

                  Comment


                    #24
                    Similar problem

                    Hi,

                    I was having similar problems running backtests, I thought I was going to have to use a calendar to time them... Anyway, reset the instruments, restarted Ninja and retried the backtest, it finished in less than a minute. Then I changed one thing and reran the backtest. Instead of a one minute chart I changed it to a 144 tick chart. That was 15 minutes ago and it's still sitting there telling me the request cannot be aborted. In fact Ninja seems to have hung completely. I can't even Alt-Tab to any charts (currently connected to Zenfire).

                    Anything else I can try?

                    Thanks,
                    Ian

                    Comment


                      #25
                      Originally posted by Owlman View Post
                      Hi,

                      I was having similar problems running backtests, I thought I was going to have to use a calendar to time them... Anyway, reset the instruments, restarted Ninja and retried the backtest, it finished in less than a minute.
                      Resetting fixed a slowing down problem for me once but now I've added several indexes which are not in the default instrument list so I don't want to reset the list and have to re-enter all that.

                      Comment


                        #26
                        Owlman,

                        144 tick charts means for a very resource intensive data set. We recommend you either decrease the testing interval or try on a less intensive chart type. Also, please try to be on an as-strong-as-possible machine for backtesting.
                        Josh P.NinjaTrader Customer Service

                        Comment

                        Latest Posts

                        Collapse

                        Topics Statistics Last Post
                        Started by Perr0Grande, Yesterday, 08:16 PM
                        1 response
                        7 views
                        0 likes
                        Last Post NinjaTrader_Jesse  
                        Started by f.saeidi, Yesterday, 08:12 AM
                        3 responses
                        24 views
                        0 likes
                        Last Post NinjaTrader_Jesse  
                        Started by algospoke, Yesterday, 06:40 PM
                        1 response
                        14 views
                        0 likes
                        Last Post NinjaTrader_Jesse  
                        Started by quantismo, Yesterday, 05:13 PM
                        1 response
                        14 views
                        0 likes
                        Last Post NinjaTrader_Gaby  
                        Started by The_Sec, 04-16-2024, 02:29 PM
                        3 responses
                        16 views
                        0 likes
                        Last Post NinjaTrader_ChristopherS  
                        Working...
                        X