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Empty strategy optimization consume all available memory

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    Empty strategy optimization consume all available memory

    Hello.
    Each my optimization start to consume all available memory.
    I removed code line by line from one of my strategy until this version:

    PHP Code:
    using System;
    using System.Collections.Generic;
    using System.ComponentModel;
    using System.ComponentModel.DataAnnotations;
    using System.Linq;
    using System.Text;
    using System.Threading.Tasks;
    using System.Windows;
    using System.Windows.Input;
    using System.Windows.Media;
    using System.Xml.Serialization;
    using NinjaTrader.Cbi;
    using NinjaTrader.Gui;
    using NinjaTrader.Gui.Chart;
    using NinjaTrader.Gui.SuperDom;
    using NinjaTrader.Data;
    using NinjaTrader.NinjaScript;
    using NinjaTrader.Core.FloatingPoint;
    using NinjaTrader.NinjaScript.Indicators;
    using NinjaTrader.NinjaScript.DrawingTools;

    namespace 
    NinjaTrader.NinjaScript.Strategies.sIC
    {
        public class 
    sEmpty_MemoryLeaks Strategy
        
    {
            [
    Range(0double.MaxValue)]                 
            [
    NinjaScriptProperty
            [
    Display(GroupName "01. Size",         Order 2)] 
            public 
    double    HeigthMinSizeK        getset; }
            
        }

    Here is video of how optimization of this strategy passed: 40 iterations on 2-month history consumed all available memory (about 10 Gb).

    https://monosnap.com/file/US9frDjuZ3...CYgDluAM2xiKd4

    Win 10 Pro x64 version 1703, OS Build 15063.608
    NT8 8.0.9.0 64 bit
    fx.practic
    NinjaTrader Ecosystem Vendor - fx.practic

    #2
    Hello,

    Thank you for the post.

    I just wanted to provide a quick note to let you know I am currently reviewing this case. Once I have more details from testing I will reply back here.

    I look forward to being of further assistance
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hello,

      I just wanted to reply back on this item.

      During my testing, I had seen the memory increase but I had not seen the optimizer get stuck or otherwise affect the platform. Also, the memory was released sometime after my tests. I had run this past product management and it was determined to reduce the max kept results for your test to reduce the overall memory usage.

      Are you seeing a situation with realistic settings that is also increasing memory in a non-standard way? I see using less max results does decrease the overall memory use. In your example there is a maximum of 100 results, was there a reason you are trying to retain 10000?

      Please let me know if I may be of further assistance.
      JesseNinjaTrader Customer Service

      Comment


        #4
        When I run optimization, I always want to keep all results of all iteration.
        So, I put excess number of results to not loose anyone.
        fx.practic
        NinjaTrader Ecosystem Vendor - fx.practic

        Comment

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