NT8 optimization using Tick Replay

[ashmanz80]

Hello,

I'm trying to run an optimization on CL using 'Tick Replay' to get the most real-like results. The issue I'm having is that its extremely slow, even though I'm running all this on a very high end PC. Below is a sample of the hours I need to endure for 120 iterations over a span of 6 months of tick data.

I downloaded all the tick data and thought this would help, but apparently its still the same.

Any suggestions?

[NinjaTrader_PatrickH]

Hello ashmanz80,

Thank you for your post.

It's very doubtful that this relates to your hardware on your PC. I would consider the fact you are running Tick Replay which can be resource intensive even over a 6 month period. We have to also consider we are running multiple iterations over that same data.

I think an understanding of how Tick Replay works would be helpful as well. Please refer to the following links:

• Understanding Tick Replay: http://ninjatrader.com/support/helpG...ick_replay.htm
• Developing for Tick Replay: http://ninjatrader.com/support/helpG...ick_replay.htm

With all that said I would try the simplest test which would be the exact same From and To Dates with Tick Replay enabled but change the strategy to SampleMaCrossover. Make sure you get 120 iterations based on the settings for Fast and Slow as well. Do you see the same length of time?

[ashmanz80]

Hello ashmanz80,

Thank you for your post.

It's very doubtful that this relates to your hardware on your PC. I would consider the fact you are running Tick Replay which can be resource intensive even over a 6 month period. We have to also consider we are running multiple iterations over that same data.

I think an understanding of how Tick Replay works would be helpful as well. Please refer to the following links:

• Understanding Tick Replay: http://ninjatrader.com/support/helpG...ick_replay.htm
• Developing for Tick Replay: http://ninjatrader.com/support/helpG...ick_replay.htm

With all that said I would try the simplest test which would be the exact same From and To Dates with Tick Replay enabled but change the strategy to SampleMaCrossover. Make sure you get 120 iterations based on the settings for Fast and Slow as well. Do you see the same length of time?

Thanks Patrick.

I'm not sure what the difference would be of using 'High Fill Resolution' on 1 tick vs. tick replay?

Thanks!

best regards,
Ashraf

[NinjaTrader_PatrickH]

Hello ashmanz80,

Thank you for your response.

Fill Resolution is only utilized for order executions, where as Tick Replay is used on every bar for intra-bar movements and calculations of the full script.

Ensure you are running with Calculate.OnPriceChange if you wish to avoid every tick processing even when there is no price change.