Market Replay too slow

[Loki45]

I do a lot of strategy testing with market replay, using both a laptop and a Falcon trading computer. On the Falcon, market replay slows down considerably after a few months of replay, with basically the same data than on the laptop. The replay speed goes down from nominal 500x initially to effectively 50x after a few hours run time and about 3 or 4 months of data, and each individual automated trade takes several seconds additionally, while on the laptop everything stays blazing fast, as is normal for 500x.This is pretty counter-intuitive, as the Falcon runs on 4 GHz with 12GB of RAM, of which is never used more than 30% during market replay, whereas the laptop runs on 2.6 GHz with 4GB of RAM and up to 70% used. Both machines run on Windows 7. I checked the performance of the Falcon with the Resource Monitor and couldn't find anything suspicious. Considering the muscle power of the Falcon, there must be something I don't see. Does anyone have an idea?

[NinjaTrader_PatrickH]

Hello Loki45,

Thank you for your patience.

This is not related to hardware but the software. Meaning it is the NinjaTrader Platform and not the PC hardware.
We generally recommend using a separate workspace for Market Replay and ensure all other workspaces are closed under File > Workspaces.

You can improve the overall performance of NinjaTrader by implementing our performance tips from the following link: http://www.ninjatrader.com/support/h...ance_tips2.htm

Some key items to focus on when it comes to charting are the following:

• The DaysToLoad/BarsToLoad setting for your charts can be reduced to improve performance. This option is viewed when right clicking in your chart > selecting Data Series. For information on working with Price Data please visit the following link: http://www.ninjatrader.com/support/h...price_data.htm
  
• The indicators on the chart have two options that can be set to improve performance. The CalculateOnBarClose option can be set to True to improve performance, and the MaximumBarsLookBack can be set to TwoHundredFiftySix (which is the default setting).
  
• When right clicking in the chart and selecting Properties, you will find an option called Update Display Interval. This can be set to a higher value on charts you may not be viewing at all times to help improve performance. This will only delay the visual update and not the actual data or calculations of indicators or strategies.

There is no one option to improve performance, and you may only need to use one of these settings on one chart.

Please let me know if I may be of further assistance

[sledge]

Also restarting NT every time you use market replay should help.

How many trades do you have after 3 to 4 months? 100?10,000?

How many instruments are you using?

Playing back ES on 4 range chart i can get about 1 year and a quarter replay in about 16 hours if i remember correctly. Turning off the doms and woodies cci and other time consuming indicators help.

[DaFish]

Is there any fix for this? I am using the latest NT7 7.0.1000.30 - using range charts, I have about 6 charts open, all running indicators - CCI, Fisher Transform, Double Stochastics on them... and then the strategy running multiple time frame. I don't execute a lot of trades maybe 6 a day.

NT has slowed down so much it is unusable. I disconnect Market Replay and then restart it (not closing NT) and it doesn't help in 1 day, I get to about 10 am and it slows to a crawl.

It is basically unusable.

Any suggestions? I'll try what is posted here.

[NinjaTrader_PatrickH]

Hello DaFish,

Thank you for your note.

What we have listed here would be our recommendations to start with. Please let me know if you have any questions.

[DaFish]

Hi Patrick. On NT7, I tried these settings. Nothing seems to work.

I can't get through 1 full day without NT replay halting completely. I get to about noon and then I have to stop and then try to close the Market Replay connection. Sometimes I can't even do that, and I have to KILL NT7 and restart.

The only way I can get this to run is to minimize all the chart windows, wait for a voice alert that a trade happened, then pause and inspect my charts and output log.

This is really no good to debug my code. It is not really usable for me.

Has NT found the reason why this happens? As soon as I minimize, the playback starts again.

Please advise.

Mark

[Loki45]

I'd like to second that. Replay slows down after a while, depending on how much charts I'm running with a strategy (not 20, but 3 - 6), to a crawl that makes it unusable. It looks like part or all of the memory available in the beginning is slowly filling up until it's clogged up. To me it looks like this is a design flaw of the engine running the replay.

[NinjaTrader_PatrickH]

Reduce down to one chart, one indicator or one strategy and test to see if you have the same performance issue over the same From and To range.

[Loki45]

@Patrick: I did that many times, and there is a clear dependency of the number of open charts running a strategy on the slow-down effect, So, with only one chart open, you may be able to replay, say, half a year before it slows down too much, but with 5 charts and 5 different instruments, that may happen after just some weeks of replaying. The thing is, if you want to test a strategy, you don't want to do it one instrument at at time, because that's just too inefficient.

[DaFish]

Reduce down to one chart, one indicator or one strategy and test to see if you have the same performance issue over the same From and To range.

Hi Patrick, thanks. I'll try that and report back.

I'd like to the know if Ninja has found the issue for this, and if a solution has been targeted to be put in place. If so, is there a standard release window for NT7 coming that will address this?

Thanks

[NinjaTrader_PatrickH]

Loki45,

So it does in fact slow down with one strategy? And you can confirm this for the SampleMaCrossover?

[NinjaTrader_PatrickH]

DaFish,

Can you be specific here? I would like to isolate the item here to find the cause. From my analysis it appears to be a performance issue and generally these are tied to the charts, indicators, and any custom add ons added.

[Loki45]

I never tried it with the SampleMACrossover; my strategies are little more complicated, involving some more math and more variables, but I have no idea if this has bearings on the performance. I'll see if I can run a comparison, today trading's over soon anyway :-)