Optimizer performance

[guillembm]

I am experiencing with the NT8 optimizer and I am finding that it's not as performant as I expected. To do the same optimization (exactly the same) the time it takes almost the double compared with NT7.

My computer has 8 CPU cores and 16 GB RAM. I think that should be enough because I am observing that memory usage for NT8 is is much higher. Any hint on how to improve the performance?

[NinjaTrader_PatrickH]

Hello guillembm,

Thank you for your post.

This would not be a hardware related item but a software related item. In NinjaTrader 8 there are a few items to keep in mind for performance.

First, there is the IsInstantiatedOnEachOptimizationIteration bool that you can find in OnStateChange() section of your code under the State SetDefaults. Setting this to false will increase performance, however you will likely want to understand it's purpose first. Please review the detail on this bool at the following link: http://ninjatrader.com/support/helpG...niteration.htm

Then there is the items that also play a factor in NinjaTrader 7 as well. Drawing tools, Printing, Logging, and Debugging can all play factors in the performance. If you are running a strategy that has drawing objects on each bar or calls an indicator that has drawing objects on each bar you can reduce the load on memory by commenting these out in your code. If you are utilizing Logging and Printing you can reduce the load here as well by minimizing the number of calls or commenting them out all together. And if you leave Debug mode enabled it will also decrease performance.

With the items above in mind, if you still see performance issues please let us know.

[guillembm]

Thanks, How do I disable debug mode? I can't find it in the help guide.

[NinjaTrader_PatrickH]

Hello guillembm,

Thank you for your response.

Please right click in the NinjaScript Editor > ensure there is no check mark next to 'Debug Mode'. You can find details on Debug Mode at the following link: http://ninjatrader.com/support/helpG..._debugging.htm

Please let me know if you have any questions.

[guillembm]

I am experiencing several performance issues with the NT8 optimizer :

- When executing large Multi-objective optimizations, NT8 crashes.
- When executing large regular optimizations the optimizer stops before all the iterations are done.

Any way to solve this?

My computer has 8 CPU cores and 16 GB RAM

[NinjaTrader_PatrickH]

Hello guillembm,

Thank you for your response.

Your hardware should not be the cause here. The behavior you are seeing is not expected at all.

Can you send me your log and trace files? You can do this by going to the Control Center-> Help-> Email Support. Please list 'ATTN: Patrick H' in the subject line and reference this thread in the body of the email.

I look forward to your response.