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    NT performance

    Hi

    I'm running a multi instrument strategy. 10 symbols. Each symbol has 1 tick bid,ask and last data. Running strategy analyzer for 1 year worth of data. It's taking me an hour to go through one test. I thought maybe it was my computer so I upgraded.

    Old setup
    1 cpu 6 gb of ram

    New setup
    4 cpu and 8.1 gb of ram

    I noticed in task manager that both setups at their max utilized 2.1 gb of memory when running strategy analyzer.

    Is this my computer issue or is NT designed to max out at 2 gb ram usage. How can I make it so that these test take me minutes rather than hours and days.


    Im also getting this error in log:
    Unhandeled: specific visual is not descendent of the visual

    #2
    Hello calhawk01,

    Thanks for your post.

    Please send your log and trace files and advise when you ran the analyzer which produced the error message.

    Did you see that error message when running on your previous system?

    Please run the SampleMACrossover strategy on the same data (you may want to modify a copy of the strategy to add dataseries) and make the same observations regarding memory use and elapsed time.

    Just to clarify, you are running a simple backtest or an optimization?

    Are you using the 64 bit version of NinjaTrader8?
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Paul View Post
      Hello calhawk01,

      Thanks for your post.

      Please send your log and trace files and advise when you ran the analyzer which produced the error message.

      Did you see that error message when running on your previous system?

      Please run the SampleMACrossover strategy on the same data (you may want to modify a copy of the strategy to add dataseries) and make the same observations regarding memory use and elapsed time.

      Just to clarify, you are running a simple backtest or an optimization?

      Are you using the 64 bit version of NinjaTrader8?
      Nt 64 bit

      I've had the same error in the old setup. The error starting coming maybe 2 days ago. And I can't recall making any major changes to the code. The code is analyzing everything within NT supported code and no outside program is being within my strategy.

      I'm running a simple strategy analyzer. Optimizer would take over a day. Which sucks!

      I've set my affinity in task manager for nt8 to use all cpu and other programs I'm only allowing them to use 1 cpu. Also I set "real time" priority for nt8.

      The only "performance" difference I can notice is that in my old setup when I set priority to real time, my system would freeze until back test was done. New system is able to handle real time priority without freezing. But it still maxes at about 2.1-2.3 GB of memory usage.

      I'll need some time time to add all instruments to sample and see how it acts.

      Attached is the log, ran SA at 3pm, took 16 min to run old was taking about 20
      Last edited by NinjaTrader_PatrickH; 12-25-2017, 10:36 AM.

      Comment


        #4
        Hello calhawk01,

        Thanks for your reply.

        If you haven't already, please send your full log and trace files into PlatformSupport[at]NinjaTrader[dot]Com Mark the e-mail atten:Paul and please include a reference link to this thread.
        Paul H.NinjaTrader Customer Service

        Comment


          #5
          Hello calhawk01,

          Thank you for your patience.

          Can you send your full log and trace file to platformsuport[at]ninjatrader[dot]com with 'ATTN: Paul' in the subject line and a reference to this thread in the body of the email?

          You can do this by going to the Control Center-> Help-> Mail to Platform Support. Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

          We look forward to assisting you further.

          Comment


            #6
            Ok so I've noticed that *most of the time* when you have multiple strategy analyzer open at the same time; n8 requests "more" memory usage from the PC, I've clocked memory usage by n8 in the upward of 8GB of ram. However, it seems when you have 1 strategy analyzer open, n8 only requests a smaller memory usage... usually between 1-2GB (more near 1GB).

            I think n8 is programically set to request certain amounts of memory? Is there a way to change this? Bc sometimes I have to optimize only 1 strategy in 1 strategy analyzer..and it takes time bc n8 isn't maximizing the potential of the PC.

            Comment


              #7
              Hello calhawk01,

              Thanks for your reply.

              There are no means to change the memory usage.

              I will test on my end and see if I can replicate your observations using the SampleMACrossover strategy.
              Paul H.NinjaTrader Customer Service

              Comment


                #8
                Hello calhawk01,

                After running 3 strategy analyzers (2 backtest, 1 optimizer) using the sample crossover on Instrument ES 03-18, tick data from May 2017 to today, all with high fill resolution I observed that CPU spiked to > 96% at times and memory consumed to > 10 GB. So it appears that memory and CPU are dynamically allocated as needed.

                So that I can confirm your observations, please send your strategy, log and trace files to PlatformSupport[at]NinjaTrader[dot]Com. Mark the e-mail Atten:Paul and include a link to this thread. In addition please detail in your e-mail the instruments used, the begin/end times of the analysis and all setting of the analyzer (may be easier to send screenshot of the analyzer settings) so I can replicate on my end your results.
                Paul H.NinjaTrader Customer Service

                Comment


                  #9
                  Originally posted by NinjaTrader_Paul View Post
                  Hello calhawk01,

                  After running 3 strategy analyzers (2 backtest, 1 optimizer) using the sample crossover on Instrument ES 03-18, tick data from May 2017 to today, all with high fill resolution I observed that CPU spiked to > 96% at times and memory consumed to > 10 GB. So it appears that memory and CPU are dynamically allocated as needed.

                  So that I can confirm your observations, please send your strategy, log and trace files to PlatformSupport[at]NinjaTrader[dot]Com. Mark the e-mail Atten:Paul and include a link to this thread. In addition please detail in your e-mail the instruments used, the begin/end times of the analysis and all setting of the analyzer (may be easier to send screenshot of the analyzer settings) so I can replicate on my end your results.
                  send you an email.

                  what are your system specs that are consuming memory usage > 10 gb? The max I have seen is 6gb on mine and that was weeks ago.. something has slowed my n8 for the past few weeks.

                  Comment


                    #10
                    hi nt8 support

                    i'm curious what kind of speed is "normal" for the MAX settings for the market replay?

                    when I have it on max, it seems to be (on average) go through 30 minute with of data at time (i'm running 60 minute candles and a strategy). for some reason I feel that nt7 was much quicker? but i can't remember. is there a way to speed things up even more? how much of data is your market replay consuming at max setting? i understand it probably depends on the strategy.. for testing.. i was using sampleMAcrossover

                    thanks

                    Comment


                      #11
                      Depends on a lot of things.

                      Is your new CPU hyperthreaded? or a true 4 core CPU?

                      What does task manager show for your CPU usage? 100%? or <25%?

                      Comment


                        #12
                        Hello calhawk01,

                        Thanks for your reply.

                        We would not be able to characterize as each system (as mentioned by member sledge) is different.
                        Paul H.NinjaTrader Customer Service

                        Comment


                          #13
                          I too have noticed that NT 8 takes a lot more memory to perform the same task in NT 7. I was wondering if I needed to dispose of objects or something. I ran market replay on some custom indicators and my memory usage for NT went from 500 MB to 2 GB. I closed the charts that were running and left NT control center open and the memory usuage only returned to 1.72 GB. Is there something I need to dispose. I am sure that somewhere I read Ninja handles that for me in NT 8.

                          When or how often does NT 8 performance memory cleanup?
                          I am only using the Draw.diamond, rectangle etc in the custom plots. also reading file contents into memory but only changes. Should the memory not return when the charts or closed since dispose should be called to cleanup the objects?

                          Comment


                            #14
                            Hello richa61416,

                            Thanks for your post.

                            Please review the performance practices here: https://ninjatrader.com/support/help..._practices.htm
                            Paul H.NinjaTrader Customer Service

                            Comment

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