Backtest stalls on ES ##-## memory at 98%

[Aussiemike]

Hi,

I'm backtesting a strategy against a few instruments and against the ES it is stalling. It appears that the RAM is fully loaded to 98% then it just stalls. The CPU drops down to below 10%, but RAM stays at 95-98 continuously. I left it run for 15hrs and no progress.

The amount of data is not huge 64mb of tick data some minute data as well. I have it working on instruments with half as much tick data (minutes is obviously the same). The time to complete for them is an hour so 15 is excessive.

Doing it on a day works, but does take considerably longer than the others.

Does NT7 try to load all the data before it starts testing? Is it known it will stall at this point? (in other words any point in leaving it run for 2 days?

Cheers

[NinjaTrader_Joydeep]

Hello Aussiemike,
It may be the case that your strategy is resource intensive and thus you are witnessing the scenario.

To assist you further may I know, if you try backtesting the SampleMACrossover strategy which comes with NinjaTrader on the same tick data set then are you witnessing the same scenario.

I look forward to assisting you further.

[Aussiemike]

The sample strategy finishes in no time. I'm not surprised that my strategy is memory intensive.

I'm kind of looking for a technical explanation of how it works. It would aid me in my decisions. I want to streamline some queries a bit to run faster, but also i'm considering a second pc dedicated to backtesting so i can keep coding and doing unit testing of new strategies while my others are optimising. Having a better idea of how the backtesting uses the memory and cpu will help me to decide how much time to apply to rewriting, and how much moeny to apply to 2nd machine.

Cheers

[NinjaTrader_Joydeep]

Hello Aussiemike,
Thanks for the information.

NinjaTrader is basically C# and it will apply all the rules of the C# language.

During backtesting/optimization NinjaTrader will use all the cores except for if your strategy has some enum values. Please refer to this post which discusses the subject in more details

http://www.ninjatrader.com/support/forum/showthread.php?t=31816