Strategy Analyser efficiency notes

[maxima]

I'd like to thank the team for bringing the real product for strategy testing. Now I believe you have made the breakthrough.

I cant comment on memory leaks or else but I am testing on different tick/volume/range charts for 2 hrs by now and it actually works without any pain !!!

It is also much faster than the old one.

I am sure there will be more improvement once you cache the used timeframes (it seems now that there is still a significant delay while NT is building TF everytime I start backtest - roughly 40% time it builds/reads data and then only it starts to calculate the strategy [I noted that by watching Output window - when the strategy starts to print from OnBarUpdate]).

I also would like to note that CPU utilization is only 25%. I have i7 and it is loaded very lightly. It seems is that the Analyser is using only 4 cores max. This also has a deep potential for another siginificant improvement. 8 core CPU is now affordable for retail users.

I wish you guys to keep up the way you turned the table around this year and that you deliver NT8 next year with even better potential !

P.S. I run x64 version
P.P.S. Everything above is true for Backtesting. It seems the Optimisation is a bit trickier. Will comment on it later

[NinjaTrader_Dierk]

NT uses all available cores on:
- optimization
- backtesting a set of instruments

This would require that the e.g. actual optimization runs would outmatch the number of available cores or the number of backtested instruments would outmatch the number of available cores.

Samples:
- backtesting just the ES makes no different on a 4 core machine
- optimizing "Fast" parameter from 10 though 12 on SampleMaCrossOver would not use more than 3 cores even if 8 were available

There is no limitation on the number of cores used.

That being said: there are critical sections in the NT code which prevent 100% parallel processing. As a result you may observe what you have observed.

[maxima]

Cool. thank you for the clarification

[nailz420]

That being said: there are critical sections in the NT code which prevent 100% parallel processing. As a result you may observe what you have observed.

Hi,

Why is there a limit to prevent >25% cpu usage? What if I want to allow NT to use more than 25% of my cpu cores for calculations? Could it be possible to enable via an option?

Thanks,
Tim

[NinjaTrader_Dierk]

There is no such limitation built in. Please re-read my post below to understand when NT would use all available cores.

[nailz420]

There is no such limitation built in. Please re-read my post below to understand when NT would use all available cores.

The reason I asked the question is because what I see on my 4 core system is that NT7B6 uses all 4 cores, but CPU usage for the NT7 process does not go above 25%. As I understood from your reply "there are critical sections in the NT code which prevent 100% parallel processing", NT will use all available cores but will limit combined CPU utilization. It appears the limit is 25%. Please correct me if I'm wrong.

Thanks,
Tim

[NinjaTrader_Dierk]

This is due to the fact the backtest of your strategy is so fast, that the critical sections of NT (see my post below) way take way more time than the actual backtest.