Ninja Automatic Trading on small tick periods

[Gargoyle]

Hello everybody!

Have you ever found any platform malfunctions in autotrading mode, while trading small tick datas? I am refering in particular for 24h trading startegies.

Please share your experience!

Thank you in advance!

[NinjaTrader_PatrickH]

Hello Gargoyle,

Thank you for your post.

Are you experiencing such a case?

[Gargoyle]

No, I am evaluating NinjaTrader for automatic Trading.

So I am looking for customer's bad experiences with the platform.. I hope to not find any similar cases.

[androiduser14916]

Automated trading on tick data

Hi,

I'm experiencing enormous memory usage when ninjatrader runs on a base period of 1 tick. Memory use will keep increasing and it's only a matter of time before the system runs out of memory. The faster the tick data comes in, the faster memory is used.

To recreate issue

Connect to fxcm demo account
Run a strategy that only does a single thing on base period of 1 tick

protected override void OnBarUpdate()
{
myInput0 = CurrentBar;
}

Please share some insight on whether Ninjatrader actually frees up memory for its primary bar series at all.

[androiduser14916]

To see the effects fast, run the strategy on 20 currency pairs or a faster tick data source and it will be super obvious.

[androiduser14916]

Not sure if this has an effect, but I have
save chart data as historical enabled

[androiduser14916]

Hope this is helpful
When I run PerfView, it indicates that the objects that keep increasing are

1) ArrayList
2) NinjaTrader.Data.Chunk

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your post.

The option 'Save Chart Data as Historical' will have an effect on a memory. Using several instruments with tick data at once can show an increase in memory usage. If you are using FXCM, may I ask why you are enabling the option to save the chart as historical? FXCM provides options to download data from FXCM or NinjaTrader, this data would automatically be saved.

[androiduser14916]

Hi,

even with option 'Save Chart Data as Historical', memory use still keeps going up. I suspect it is something else.

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your response.

Please shut down NinjaTrader > then go to the following directory on your PC: (My) Documents\NinjaTrader 7\workspaces > then delete the '_Workspaces' file that is a .XML file type (this will not delete your workspaces) > then restart NinjaTrader and runt he strategy without any other windows open in NinjaTrader. Do you still see the same performance issue?

[androiduser14916]

Doesn't help even after deleting the file. Memory still keeps increasing.

[NinjaTrader_PatrickH]

Hello androiduser14916,

Thank you for your response.

Are any other windows or workspaces open in NinjaTrader?

[androiduser14916]

No other windows. The workspace is the default one that is loaded on start.

[sledge]

No other windows. The workspace is the default one that is loaded on start.

You claim serious memory issues, but you don't say how much?

Please quantify with actuals...

Are you talking 300 mb? 500mb? 1gb? 5gb?

What are your machine specs?

Are you swapping so much memory that it is crashing? *there is a post here that does that, but there are actual trades involved..

[androiduser14916]

4 strategies running on 7 instruments each.
40MB gained a day. Even with a 8 GB machine, it is only a matter of time before having to restart Ninjatrader.