First of all, I think Ninjatrader (NT) provides the most complete trading package. That’s the reason why I want to give NT a real chance without giving up after a few problems.
From my point of view there are two serious obstacles to use NT.
1. Memory Usage (RAM). The memory usage is constantly growing as soon NT is started and a data feed connected. After hours it reaches several GB. I mean memory is cheap, that’s not the problem. The problem is when you run out of memory within one trading day. NT itself and the rest of the running applications on the pc become unstable and also useless. The consequences for the trading account could be very bad.
2. Data management. The data of an symbol is stored in a directory and consists of one file for each minute/day . I downloaded data for 3000 symbols for the last 10 years. Unfortunately the backfill stopped after the NT memory usage reached the limit of the pc (5 GB). Although the backfill stopped before all the data were downloaded, there were 1’600’000 !!! files on the directory structure of the symbols. Why are you not storing the data of one symbol in ONE file? One file with minute data and one file with day data. So when you need to read the symbol data NT has to open only one or two files per symbol and not several thousand. I’m sure this will increase the performance of NT for factors. NT spends more time on opening and closing files then doing for what it was designed --> trading.
The features in NT are great, but the basement is not solid enough.
I use NT 7.0.0.14 64-bit and Windows 7 64-bit and will upgrade now to NT 7.0.015.
luckytrader
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