NT8 Strategy Resources and Performance...

[fxRichard]

...we are using NT8 for both live trading futures but also for developing strategies for the equities market. In doing so we plan to run proprietary standalone code for our final product but use NT8 as a temporary solution for connecting to our equities platform or broker (see the other thread I'll be posting after this if necessary).

In doing this we may be running against 100's of stocks. Right now everything we have done has been on up to ~10 instruments at a time. My question is basically whether or not NT8 is capable of running against 100's of instruments at a time. Does your team know the basic minimum memory/processing requirements per strategy that will be run etc so we can determine our server specs to run this on.

I'm very aware this will be highly dependent on the strategy so what I am after is the overhead in simply adding/running a strategy with the basic 256 bar lookback parameters. Thanks!

[NinjaTrader_ChelseaB]

Hello fxRichard,

NinjaTrader does not impose a limit on the number of simultaneous connected instruments or number of NinjaScript Strategies that can be run.

You may find your broker or data provider has a limit to the number of simultaneous connections. I recommend that you contact your broker or data provider for more information.

There is no way to know on our end how much resources will be taken by the script. As an example, a computer with limit resources may be able to run several hundred instances of the SampleMACrossOver script. However, the same computer may not handle running a single instance strategy that has heavy calculations and uses a large amount of objects that need a large amount of memory.

The amount of resources needed depends on what code is being run.

Knowing the code and the amount of calculations performed and amount of objects created may give an idea of a ball park of how much resources it may take to run an instance of the script, however, I am not aware of a way to predict how the script will perform on a given computer.

Below I am providing a link to bare minimum system requirements to run NinjaTrader.
These minimum requirements are for the platform only, and do not cover resources needed by any 3rd party or custom scripts.

http://ninjatrader.com/NinjaTrader-8-InstallationGuide

The Maximum bars look back is only used for added series. This is not used for the primary series.

http://ninjatrader.com/support/helpGuides/nt8/en-us/maximumbarslookback.htm