Strategy gets stuck when loading large amounts of data

[guillembm]

Hello,

I need to load large amounts of data or bars that have more than 200 minutes for my strategies to work. In many cases, the strategy gets stuck and it never gets enabled.

As an example, if I use the SampleMACrossover strategy and I set the value of the data series to 200 minutes or more and I load 500 days the strategy won't be enabled. But if I reduce the data series value to 50 minutes it will work.

Is any way to solve this? Many strategies I use need 300 minutes per bar or more.

[NinjaTrader_Jason]

Hello guillembm,

When I test the SampleMACrossover strategy on my end on 300 Minute bars for 500 days of historical data, the strategy is enabled successful. Does your strategy show a yellow color after you enable it?

Does it make difference if you test it with 1 workspace opened and no charts or other windows. Then add the strategy in the Control Center-->Strategies-tab?

If you first create a chart that loads the historical data you request and then apply the strategy, does it get enabled?

[guillembm]

Experimenting I found that if I use Stock data instead of forex the strategies load with no problem.

Instead, if I use FOREX data I have this issue. Can you please try EURUSD with large minute bars?

I also followed the steps you mentioned and the behaviour is the same.

I previously opened this thread: https://ninjatrader.com/support/foru...t8#post1182490 May it be related?

[NinjaTrader_Emily]

Hello guillembm,


Thank you for your reply.


Using a Kinetick connection, I was able to load a 200-minute EURUSD chart with 500 days and enable the SampleMACrossover without issue. I am curious if this may be related to your data provider and historical data pacing limits, like was potentially mentioned in that other thread. So I may accurately assist you, please answer all of the following questions:

• What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
• Who are you connected to (especially if you are using multiple connections at once)? This is displayed in green on the lower-left corner of the Control Center window.
• Who is your broker?
• Do you receive any errors on the screen? Are there errors on the Log tab of the Control Center? If so, what do these errors report?

I look forward to your reply.

[guillembm]

Thanks,

The version is 8.0.25.0 64-bit

I have a real-time connection and a simulator connection with Interactive brokers. I don't receive any errors; it just does not enable completely.

By the way, I have enough data downloaded to enable the strategy without having to request new data from the broker. NT8 is supposed to load first this data. It only fails when setting with more than a certain number of minutes.

[NinjaTrader_Emily]

guillembmb,

Thank you for your reply.


I would like to review your platform's diagnostic information as well as run some tests using your database file and workspace to see if I am able to replicate this behavior. I plan to test with Interactive Brokers vs. Kinetick as well to see if there are different outcomes. Please send me your workspace, database, log, and trace files so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Email Support

Expand 'Other files' and enable 'Workspace files and UI settings' and 'Database file'

Please include a link to this forum post and reference the following ticket number in the body of the email:3411087 ATTN Emily


I look forward to resolving this item with you.

[guillembm]

Hello Emily,

I just sent you the items you requested.

On my end, I have been doing some tests.

First, to check if the historical data is loaded correctly. I connected with the "Simulated Data Feed" and the strategy is enabled correctly in a blink. I also opened a chart loading FOREX data and it also loads correctly. Changing the size of the bars to a larger number (e.g. 300 minutes) or the number of days loaded doesn't affect the behaviour of the strategy.

On a second test, I connected to IB. Then the behaviour changes. The strategy gets stuck loading historical data, the same as a chart. It seems that, when connected to IB, the strategy doesn't load the historical data already existing in the local PC. Instead, it seems to request data from IB servers.

This behaviour is completely different from NT7. I have been for a long time working with NT7 and, when starting a strategy, it always loads data from the local computer. When historical data is loaded. then it starts requesting real-time data. It doesn't matter how long are the bars or how many days are loaded.