OutOfMemoryExceptions with NT 7.0.0.15

[Harry]

With Nt 7.0.0.14 I have not had any crashes, however NT 7.0.0.15 is particular instable. Other than the high CPU usage that I noticed on a number of occasion, there are frequent Out-Of-Memory Exceptions for all types of indicators.

I really do not know what is going on here. Just opened my default workspace. TEMA is a system indicator.

2010-05-03 00:23:39:109 ERROR: Error on calling 'OnBarUpdate' method for indicator 'TEMA' on bar 0: Eine Ausnahme vom Typ "System.OutOfMemoryException" wurde ausgelöst.
2010-05-03 00:23:40:609 ERROR: Error on calling 'OnBarUpdate' method for indicator 'TEMA' on bar 210: Eine Ausnahme vom Typ "System.OutOfMemoryException" wurde ausgelöst.
2010-05-03 00:23:41:140 ERROR: Error on calling 'OnBarUpdate' method for indicator 'TEMA' on bar 211: Eine Ausnahme vom Typ "System.OutOfMemoryException" wurde ausgelöst.

Also had several OutOfMemoryExceptions today with 6J, this is a special candidate because of the 6 digits after the dot.

2010-05-02 16:42:37:968 Chart.ChartControl.OnPaint: Überlauffehler.
2010-05-02 16:42:37:968 (Interactive Brokers) Data.Bars.GetBarsNow: instrument='6J 03-10' from='2010-03-05' to='2010-03-07' period=Daily splitAdjusted=False dividendAdjusted=False bars=0 session='CME FX Futures ETH'
2010-05-02 16:42:37:984 Chart.ChartControl.OnPaint: Überlauffehler.

[NinjaTrader_JoshP]

Thank you for the note. Can you please provide the settings used on the chart, days back, etc. as well as settings for the indicator; CalculateOnBarClose?, etc. so we can try on our end. Thank you.

[Harry]

Problem occured right away after session start, when NT opened the workspace "Work in Progress". Not connected.

This workspace contains three charts, all of which have a proprietary indicator (Pullback Oscillator) which in turn calls TEMA. I have used this oscillator for years without problems. Usually the chart lookback period for all charts is 65 days, there is a 1 min, a 5min (both single DataSeries) and a 30 min (2 DataSeries) chart. Indicator is definitely set to CalcOnBarClose = true.

After the crash started NT again (same workspace, no changes) and everyrthing worked.

Thank you for the note. Can you please provide the settings used on the chart, days back, etc. as well as settings for the indicator; CalculateOnBarClose?, etc. so we can try on our end. Thank you.

[xTrader1]

With Nt 7.0.0.14 I have not had any crashes, however NT 7.0.0.15 is particular instable.

I join your opinion, except of "particular" . I even consider to go back to Beta 14, as I learned to live with its problems.

[NinjaTrader_JoshP]

Harry,

Unfortunately whatever I try with just the TEMA alone I am unable to reproduce running out of memory. We would need your exact setup with proprietary indicators to be able to proceed in testing. If you are unable to provide these at this point in time could you please try reproducing on your end without them?

[NinjaTrader_Dierk]

I join your opinion, except of "particular" . I even consider to go back to Beta 14, as I learned to live with its problems.

What would be the exact trouble you experience and what scenario would you have to reproduce? Thanks

[Harry]

NT 7.0.0.15 not acceptable

Josh, I cannot reproduce. What I want to say is that with NT 7.0.0.15 you changed something - I do not know at all what you changed - with the way charts are built up. This something causes

- high CPU usage
- out-of-memory exceptions

and all sorts of other problems. MY fan is now running all the time, with NT 7.0.0.14 it did not even start once. The workspaces are the same that I used for NT 6.5. and all prior versions of NT 7.0 including the release NT 7.0.0.14

You have changed something that increases CPU usage by at least a factor 3 to 4, and this something also causes the exceptions that I have not experienced with NT 7.0.0.14. The something is linked to custom plots, these are somehow calculated with each incoming tick. The out of memory exceptions were also linked to ChartControl, so the problem is somewhere sitting over there, not disclosed to us.

Harry,

Unfortunately whatever I try with just the TEMA alone I am unable to reproduce running out of memory. We would need your exact setup with proprietary indicators to be able to proceed in testing. If you are unable to provide these at this point in time could you please try reproducing on your end without them?

[xTrader1]

What would be the exact trouble you experience and what scenario would you have to reproduce? Thanks

Hi , Dierk ,

At first this strange export problem I wrote about here :

http://www.ninjatrader-support2.com/vb/showthread.php?t=28760

May be it existed in B14 too, but it's out of concern now. Anyway I was unable to import the data created by NT itself. My workaround was to use MBT tick data I collected by my proprietary application and converted to Ninja historical import format. In this case, import data worked.

I had a lot of struggle with my loading my workfile which was loaded smoothly in Beta14 configuration. Beta 15 crashed several times, while attempting to load. You can see footprints of this struggle in trace file, if you wish.
Eventually, B15 is stable already a few hours, I don't want to touch anything more and I admit, I cannot reproduce these problems. Trace is available on request.

I don't see higher CPU utilization than in B14.

BTW , totally harmless error of 384MB in trace file on my 3GB RAM machine was not corrected.

[NinjaTrader_JoshP]

We would be interested to see the traces. Can you please send it in to support [at] ninjatrader [dot] com and reference this thread? Thank you.

[NinjaTrader_Bertrand]

xTrader1, thanks we got your files and will review.

Harry, were you having those 'out of memoery' issues only with your custom indicators running or would it be noticable for your with the default NT ones used as well?

Thanks

[Harry]

The exception thrown by TEMA was a one-time thing, which I could not reproduce. 6J, however, will produce some exceptions from time to time, due to the number of digits after the dot.

xTrader1, thanks we got your files and will review.

Harry, were you having those 'out of memoery' issues only with your custom indicators running or would it be noticable for your with the default NT ones used as well?

Thanks

[NinjaTrader_Bertrand]

Thanks Harry, so 6J June with the TEMA applied would raise those issues on your end?

[NinjaTrader_JoshP]

Harry,

Does your custom indicator do something like TEMA(CurrentBar)[0] or something like SMA(TEMA(CurrentBar), 10)[0] or something along those lines? Where it would make many many instances of TEMA?

[Harry]

Sorry, those were two different issues. TEMA was called by a proprietary indicator on an ES chart. 6J was an individual chart with two DataSeries. None of them was reproducible.

Actually the TEMA exception happened when starting NinjaTrader, I had to shut down it immediately. Second start with the same workspace a minute later caused no problem.

The proprietary indicator uses the TEMA in excatly the same way as the Zerolagging HATEMA published for the May 2008 issue of TASC, so these indicators will show identical behaviour, when called.

But again, I have used this way of calling TEMA for many months and without any problems.

Harry,

Does your custom indicator do something like TEMA(CurrentBar)[0] or something like SMA(TEMA(CurrentBar), 10)[0] or something along those lines? Where it would make many many instances of TEMA?