Slow analyzing

[robje737]

Hello,

How quickly should a strategy analyzer work? Of course this depends on the period and amount of parameters, but when i test my automated strategy over a full year, with around 80 trades, and have 4 parameters selected to vary in a large range; this willl take 23 hours!

My compu is slow and 8 years old. Now I have a subscription to a VPS with unlimited GB memory and unlimlited amount of processors! It will though only use one processor and about 4.0 GB. It only took once all 4 for a limited time.

My IT man states that NT platform probably is only set up to use just one processor and thus limites the speed.

Can someone shine some light on this issue.

Thanks

Rob

[NinjaTrader_Lance]

Hello,

You are right, this will depend greatly on the strategy being used along with the time period being backtested.

Are you using tick or minute data?

23 hours sounds much longer than expected for a strategy not running any optimizations. Can you verify this is a single backtest and not an optimization?

Additionally if possible you will want to use the 64bit version of NinjaTrader as this will allow more than the <4Gigs of RAM cap 32bit windows systems have.

How long does it take when you run a basic strategy such as SampleMACrossOver?

I look forward to assisting you further.

[robje737]

Sorry,

this is an optimization of course. It uses tick data.I tried earlier the 64 bit but the script wouldn't load. I know there are a few thing that i need to do, in order to get this script to load on a 64 bit as well, no time yet.

A std strategy over a year ( a backtest) takes about 10 minutes

Rob

[NinjaTrader_Lance]

Hello,

When your optimization is running, open the Windows Task Manager (CTRL-ALT-DELETE -> Start Task Manager)
Click the Performance tab and Note the CPU usage over your cores. You will likely see all of them being close to maxed.

While a faster processor and using 64bit will increase the speed at which the optimization is run the best way to reduce the time will be to decrease the number of scenarios being tested.

If you have one variable with possible inputs 1 through 10 it will have to run 10 different tests. Now if you have 4 variables each with 10 different inputs it will have to run 10,000 different tests.

Consider running the Genetic Optimization to reduce the number of tests and speed up results: http://www.ninjatrader.com/support/h..._algorithm.htm

Additionally keep in mind that tickdata is much more intensive than minute data and will take much more time to backtest.

Please let me know if I can be of further assistance.

[robje737]

continued

Hi,

i'm still not happy with the performance of NT7 during
a. multiple charts open
b. backtesting
c. optimalization proces.

It often crashes ( message; doesn't respond), is extremely slow, or ( optimalisation; takes eitehr 24+ hours or crashes).

I do have 4 processors running, 8mb memory, but it's always only using one. I read in your emails that windows can only use 1 processor in NT , but that NT is set-up for multiple processor usage..which doesn't add up I think.

I'm using windows server 2008 R2.

In a email from you months ago it said; NinjaTrader is supported on the following operating systems: Windows XP, Windows Vista, Windows 7 and Windows Server 2003.

So, 2008 isn't mentioned here above.

How can we get to the stage that NT is using more than 1 processor, one is just not enough. The system could be so much faster if we can use more processors.

Kind regards,

Rob

[NinjaTrader_Lance]

Hello,

NinjaTrader 7 is a single threaded UI. This will be changed in the next major release. When backtesting only a single thread can be used but when optimizing each test will get split among your different cores.

Can you please verify that when optimizing (not backtesting) you see only one of your cores being used?
Are you using Enums or bools? Using these can limit your optimization to a single core and it's recommended to use ints instead

Server 2008 hasn't been fully tested but there are no reported errors in regards to this.

Let me know how I can further assist.

[koganam]

Hello,

NinjaTrader 7 is a single threaded UI. This will be changed in the next major release. When backtesting only a single thread can be used but when optimizing each test will get split among your different cores.

Can you please verify that when optimizing (not backtesting) you see only one of your cores being used?
Are you using Enums or bools? Using these can limit your optimization to a single core and it's recommended to use ints instead

Server 2008 hasn't been fully tested but there are no reported errors in regards to this.

Let me know how I can further assist.

Are you sure of that? My pictures show a Strategy using multiple bools and enums, and even using the Default optimizer, to me, it seems to be using all cores when running a WFO.

[NinjaTrader_Lance]

Are you sure of that? My pictures show a Strategy using multiple bools and enums, and even using the Default optimizer, to me, it seems to be using all cores when running a WFO.

Hello Koganam,

Thank you for pointing this out. We've done some further testing on the issue and it does appear that this is no longer the case. There were some rare cases in which using the GA optimization over enums caused only a single core to be utilized.

After performing extensive testing it appears this is no longer a cause for concern. That being said we still do not officially support the use of enums

[koganam]

Hello Koganam,

Thank you for pointing this out. We've done some further testing on the issue and it does appear that this is no longer the case. There were some rare cases in which using the GA optimization over enums caused only a single core to be utilized.

After performing extensive testing it appears this is no longer a cause for concern. That being said we still do not officially support the use of enums

Well, that is understood. Limited resources mean that you have to define the limits of what you will support. I was not making any comment about your support parameters: I was simply trying to verify your statement about how many processors/cores get used, as it was at variance with what I am seeing.

I understand the dangers of unsupported code. Unfortunately, sometimes the only way to make code do what I want means that it is my only choice. I am willing to live with the consequences.

[NinjaTrader_Lance]

Thank Koganam. I'm always happy to see you posting here on our forums. You're a valuable poster for sure.