Market replay problems

[dave1992]

Hello,

I have two serious problems with market replay in NT7B15.

1. It hangs randomly. I have a fairly complex multi time frame strategy, and if I run this, only one strategy running, the whole of NT will randomly hang at some point in the replay. None of the NT windows respond or do anything, and they use no CPU. I have to kill from the OS (win7-64) I don't think I can reproduce with the test multi timeframe strategy, so I don't expect you to reproduce it, I just wanted this listed as a bug. My strategy has been running for many months and doesn't hang under any other scenario.

Before you ask, this happens on as slow as 100x, and it is NOT related to lack of PC resources (cpu is 2% at 500x, with 40% physical memory used)

2. Apart from 1 above, I was using market replay fine, and then every strategy I start doesn't run properly. Replay is paused at 10 May, but when I start a strategy and click on enable, all I get is

**NT** Enabling NinjaScript strategy 'Scalp5/1ceece90cba04016b2f274ac5226e08c' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositions ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes
22/05/2010 14:14:28 CancelAllOrders: BarsInProgress=0
22/05/2010 14:14:28 CancelAllOrders: BarsInProgress=1
22/05/2010 14:14:28 CancelAllOrders: BarsInProgress=2

Those last three lines do not come up during normal operation, and they are today's date/time. Toggling enable/disable does absolutely nothing (this particular scenario commonly means something has gone wrong and your strategy will never stop/start properly until you remove and re enter it, although in this case, restarting NT and re entering still doesn't help- I would like this scenario to be much more robust - it's quite common in NT)

thanks
Dave

[NinjaTrader_JoshP]

1. Any errors in Control Center log tab?

2. I suggest you add some debugging output to see what may be happening. CancelAllOrders means the strategy is trying to stop itself because an error has been hit usually. I suggest turning on TraceOrders = true and add Print()s to track where the code is prior to running into this.

[dave1992]

Thanks.

1. Nothing at all. No clues anywhere.

2. I already have a fair few prints, and traceorders on. I'll try more prints. Nothing gets printed apart from what I posted. What sort of errors cause that sort of controlled shutdown, and how come it ends up in the situation I describe - which is also an error condition.

regards
Dave

[NinjaTrader_JoshP]

2. Hard to say without seeing where the code is going prior to running into it.

[dave1992]

I can ftp a dump file of the hung process to you if that helps. It's 440MB.

[NinjaTrader_JoshP]

Not sure what you mean by hung process in terms of CancelAllOrders. What will be needed is just the print outs to see where exactly the code has reached prior to hitting CancelAllOrders.

[dave1992]

The hung process? Problem 1? I can't reproduce 2.

[NinjaTrader_JoshP]

For #1, the log/trace files for the date and a timestamp of around what time it hung would suffice. You can find such files in Documents\NinjaTrader 7\log and \trace respectively.

[dave1992]

As I said already, there are no clues anywhere. Nothing in the trace or log files.

Can you not use the dump file?

[NinjaTrader_JoshP]

dave1992,

Can you please try updating to 7.0.0.16? There should be some Market Replay lock ups that have been resolved with that version. Please be sure to see the install instructions prior to installing B16. Thank you.

[dave1992]

I thought it had been fixed. It happens less but it it still happens. It seems more likely to occur at faster replay, but I'm not sure.

Perhaps there is more than one cause of this.

Are you sure you don't want a dump file?

[NinjaTrader_JoshP]

dave1992,

Development has not made any specific requests for the dump file at this point in time.

If you are able to reproduce on B16 can you please provide us the exact setup you are using so we can try reproducing on our end? We will need your exact replay files, your settings you are using on the replay, the strategy you are using. Thanks.

[dave1992]

I can't easily reproduce.

The files I am using are the ones from your server for last week, running against 6A,6B,6C,6E,6j,6S,YM,Z

The strategy is a medium complexity multi timeframe. I tried briefly with your test multi tf strat but it didn't happen.

[NinjaTrader_JoshP]

dave1992,

Thank you for your efforts. We will keep an eye out for the issue.

[dave1992]

OK, thanks.

Do I take it from this thread that dump files are useless to you? Seems a shame - if you could use them you could save your dev team and your beta testers 90% of their time.