Market Replay speed and crashes

[ds1111]

Is there a relationship between Market Replay speed (e.g. 500x) and crashes?

It seems that when I run my strategy at a lower speed (e.g. 100x) I can run an entire week without problems, but when I run at maximum speed, NT crashes...

I tried to see if there was something in my code causing the problem, but the code seems to be ok. So, it may be just a common behavior of NT (and maybe that's why we don't have 1000x, 2000x, etc...).

Can someone confirm this, or should I continue to research my code?

Thanks!

[sledge]

What are your systems specs?

There is a post here, with a massive buy/sell on every crossover, that consumes mega Windows memory, and proves the case, that it is not viable....

If I remember, I lasted a few days on ES with win XP 3 megs 32 bit...and someone on win7 64 bit managed 32 days before crash....

I've seen slowups in 500x that look like I am at 1x....but never crashed.

What is windows task manager showing with Ninja? Are you paging or swapping big chunks of memory?

Is there a relationship between Market Replay speed (e.g. 500x) and crashes?

It seems that when I run my strategy at a lower speed (e.g. 100x) I can run an entire week without problems, but when I run at maximum speed, NT crashes...

I tried to see if there was something in my code causing the problem, but the code seems to be ok. So, it may be just a common behavior of NT (and maybe that's why we don't have 1000x, 2000x, etc...).

Can someone confirm this, or should I continue to research my code?

Thanks!

[marcow]

(Hello sledge)

ds1111,
I can confirm that on 500x speed multi-week market replay sessions, Ninjatrader will consume excessive amounts of memory to a point where the replay speed slows down to 1x or lower...
As Sledge mentioned track the NT memory usage in the windows task manager and you'll find out if the crash is memory related.

Are you by any chance using Renko charts ? In my experience these are the most problematic in market replay.

The thread Sledge was referring to is this one
see http://www.ninjatrader.com/support/f...t=52458&page=2
In post#18 there is the demo replay-crash strategy.

Please do a test with this strategy and report back...;

Marco

[ds1111]

I don't see post #18 in the link.

But to answer your question... yes, I'm running a type of Renko hybrid bars that I coded myself...

My development/test notebook is a Sony Vaio Z with Intel I5-M540 (2.53GHz) with 4GB RAM and a 256GB SSD drive running Windows 7 Pro. To be honest I don't think this is the source of the problem as NT is using just around 25% CPU, and there is no increase in memory usage by the NT process (it keeps constant around 110,000 K).

Just to clarify, I'm running a week of test data in Market Replay (not running it for a week), or to be specific I'm running replay data on ES from June 17 to June 21 of 2013.

My strategy is unmanaged by the way and I have code running under OnBarUpdate, OnExecution, OnMarketData, etc....

Thanks!

[marcow]

Just to clarify, I'm running a week of test data in Market Replay (not running it for a week), or to be specific I'm running replay data on ES from June 17 to June 21 of 2013.

running only a week of replay data won't cause any crashes as described in in link I posted. The slowdowns/crashes appear after running a few months of replay data.

I suspect that your problem of crashes at 500 replay speed are caused by the fact that in sudden market movements Renko will draw several bars at once. On higher replay speeds this scenary will occur more often then on the lower speeds.
For some reasons NT doesn't cope to well with simultaneous drawn Renko bars.

I don't see post #18 in the link.

What do you mean I can't see post #18 ???

Marco

[ds1111]

Thanks...

ops... my mistake... I didn't know that when Display Mode in the forum is hybrid it displays only the first page...

[Leustean]

Hey guys...what is wrong with my market replay? I I download the day in question but it doesn't show up in available data when I try to replay it...Available data seems to be the same no matter what I download...Suggestions?