Application crash with several years of data & multiple instrument

[adamus]

My strategy loads 11 instruments to trade simultaneously.

I cannot run it on more that 4 years of 1 minute bars in the strategy analyzer. It crashes the app completely and it shows out-of-memory messages.

I tried increasing my timeframe from 1 minute bars to 5 minute bars and then 15 minute bars, but each time I see the crash.

The data was imported as tickdata with parallel creation of minute bars and daily bars from tick data.

I'm including the logs and traces as attachments. I'd appreciate help identifying the problem. I upgraded this machine to 4 gigs RAM last year - do I really not have enough RAM or could the data be corrupt, or do the logs and traces show you anything?

[NinjaTrader_RyanM1]

Hi Adamus,

System out of memory issues refer to the Windows memory limit per application, not your available system hardware.

The only way to prevent or minimize is:
Reduce the memory footprint.
Ensure you are cleaning up any custom resources.
Upgrade to a 64 bit system which has much less restrictive memory limits.

These performance tips below can help with reducing memory used by application:

http://www.ninjatrader.com/support/helpGuides/nt7/performance_tips2.htm

[adamus]

Hi Ryan,

thanks for the info.
I followed the link and it looks like I'm doing everything recommended already.

Can you give me any more info regarding the amount of Bars that I am trying to load and how that relates to the amount of memory used?

I can see that 3 factors should influence this:

(1) the number of instruments loaded
(2) the time frame of the instruments loaded
(3) the time period of the backtest

At this point the only thing that is making any difference to whether it crashes or not is the time period - (3). I have tried 1 min, 5 min, 15 min, 60 min time frame and it crashes on each.

I'm going to try less instruments now but I'd really appreciate your insight. I am also worried that NT7 is crashing for other reasons than pure memory resource problems, e.g. data corruption, which I experienced before in this setting but then NT7 gave info on what data was corrupt.

Thanks.

[NinjaTrader_RyanM1]

More bars will definitely take more memory.

You can monitor the amount of memory loaded in NinjaTrader using windows task manager. Please let us know if the reporting of the message is inconsistent with the memory loaded according to task manager.

[adamus]

What values should I expect to see in the task manager if a crash is imminent?

[NinjaTrader_RyanM1]

Adamus, you can check this page for memory limits depending on Windows release and hardware:

http://msdn.microsoft.com/en-us/library/aa366778(v=vs.85).aspx