Optimization and NinjaTrader performance

[szayedoud]

I recently got a new computer to use for optimization testing. It's got 8 - 3.7 Ghz cores and 16 GB of RAM. I am using the latest NT 8.0.21.1 64 bit. I am not doing anything crazy with my optimization iterations - usually testing 2 parameters, and keeping the number of iterations of tests under 200, over a 6-12 month period. The first test runs really fast, but any test after that hangs until I restart NinjaTrader. I find that I need to restart NinjaTrader after each optimization test. The memory usage spikes really high and doesn't go down.

Any ideas?

[NinjaTrader_Kate]

Hello szayedoud,

Thank you for your post.

Does the strategy that you're optimizing create any drawing objects on the chart? Drawing objects can often be problematic when backtesting or optimizing a strategy as the optimization process creates them rapidly and this can become a strain on memory. If the strategy does print drawing objects to a chart, the first thing I would do is disable those for the optimization.

I would also look at IsInstantiatiatedOnEachOptimizationIteration:

https://ninjatrader.com/support/helpGuides/nt8/isinstantiatedoneachoptimizationiteration.htm

The default behavior is to re-instantiate the strategy for each optimization backtest run. However, the process of re-instantiating a strategy requires more time and computer resources to return results, which could impact the amount of time it takes to run an optimization. When IsInstantiatedOnEachOptimizationIteration is false, the strategy is re-used to save time and computer resources. If you choose to take advantage of the performance benefits during strategy optimization by setting the IsInstantiatedOnEachOptimizationIteration property to false, any objects you create in your code MUST be reset during the appropriate State within the OnStateChange() method.

Please let us know if we may be of further assistance to you.

[szayedoud]

I did have IsInstantiatiatedOnEachOptimizationIteration set to true, and now it's set to false. It is not making a difference - my optimization tests still hang after the first run. And even though I have a few indicators, none of them are being set on the chart through the "AddChartIndicator" method. NinjaTrader still spikes the memory usage (over 90%) and often is "Not Responding" in Task Manager.

With my recent attempt, the first run is relatively quick (within a minute). Repeating the same test hangs for significantly longer (maybe 10 minutes). It does finish, but NinjaTrader remains to be slow and the memory is still very high. It's not releasing the memory. It sounds like a memory leak. I have to restart NinjaTrader for it be usable

[NinjaTrader_Kate]

Hello szayedoud,

Thank you for your reply.

I'd like to test the behavior on my end to see if it may be an installation issue or something in the strategy itself that may be causing the memory usage to increase. Would you be able to provide the strategy you are using? If you are not comfortable posting it here, you can email it to us directly at platformsupport [at] ninjatrader [dot] com. If you email the file, please include "2568136 ATTN Kate W." in the subject line.

Thanks in advance; I look forward to assisting you further.