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Memory leak running Optimization using Range Bars

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    Memory leak running Optimization using Range Bars

    Hey guys,
    I'm having an issue running an Optimization for one of my strategies where once it starts, the memory usage for Ninjatrader.exe keeps rising until it consumes virtually all physical memory. I've narrowed down the issue to using Range Bars for the Optimized Series (i.e. 2;10;2). If I use Minute series (i.e. 1;5;1), it works fine and finishes in 2-3 minutes.
    Is this a known issue?

    #2
    Hello PN720,

    Thank you for your post.

    I was not able to get the same results while optimizing the SampleMACrossover strategy. One fact about the strategy analyzer that is pertinent is that the garbage collector does not run for strategy analyzer backtests/optimizations. This is done for performance reasons. If you are doing a long series of backtests, the memory will not be freed, and you should restart NinjaTrader if your memory is all taken up. The memory problem is likely coming from this fact as well as the code that makes up your strategy. Could you please post your script here for me to test? You may also send it into platformsupport[at]ninjatrader[dot]com, referencing this forum thread in the body of the email.

    I look forward to assisting further.
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Hi Chris,
      I can reproduce this using the SampleMACrossover with a few additions. So, I've included my simple strategy and my settings and emailed them to the platformsupport address.

      Comment

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