When I tried to restart the program to ensure my position was closed and my strategy was turned off, I was not able to get it to start. I am enclosing the error message that was displayed. I emailed platform support and they observed that the program was unable to start, but they did not provide any insight into why it froze in the first place. For reference my ticket number is: NinjaTrader Crash Issue {1818119}
So I wasn't sure if this was an issue with the data feed, the server, ninja trader, or perhaps I was running it too hard (I was running an auto-strategy had taken around 14 trades in 20 minutes, and was printing output of every 75 tick bar update, as well as every row from the market data event handler).
So today, I started playing around in SIM / Market Replay, and I observed the same issue. I think after some testing I figured out the route cause of this issue and I would like to provide the following details, so that NinjaTrader is aware if they are not already.
I believe this issue is in refreshing the Trade Performance module while running beyond a certain threshold of resources on other tasks (Printing, trading, charting, etc.) With prior versions (< 8.0.11.1 ), I have been able to run at Max Speed on replay, send anything I want to the print window, and refresh anytime I would like. It would typically still run all the other processes but the Trade Performance module would take around 5-15 seconds, then it would update my statistics. In the newest version 8.0.11.1 if I am running it heavy (For example, printing output on 50 tick bar updates, trading a scalping strategy of 2 ticks vs 4 ticks, or 1 tick vs 3 ticks for example, and I refresh, the exact same thing occurs). There isn't a hard crash, but everything stops, the ticker stops running, no further trades are taken, and the the Trade Performance never updates.
When I was live, I was updating my Trade Performance module every 5 minutes or so, and this was what caused everything to stop running. The same behavior can be observed by doing the following:
In version: 8.0.11.1
1. Build a simple scalping strategy to ensure you get 100 + trades per day.
2. Run it on a fast time frame like 25-50 ticks
3. In the strategy have a print output running that sends something to the print window on every bar update, or like in my case on every change of market data.
4. Let it run for 10 minutes at max speed to get going using a certain amount of memory
5. Hit refresh on the Trade Performance while everything is running
You should observe the same behavior I did. I would consider this a very serious bug, because of what happened to me during live trading. I can imagine a few work arounds such as just not printing anything or printing less statistics, or running on a different time frame, minutes instead of ticks, etc. But this is bad overall and shouldn't require any sort of work around.
Let me know if you can recreate this, and if so, please let me know what you recommend? My guess is that users should just rollback their version to the previous stable version where this bug was not applicable. For example 8.0.6.1 does not have this issue.
Thanks
Ian
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