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NT 7 B17 Freezing during optimization

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    #16
    Possible problem here?

    I noticed this morning something: I had been running the optimizer. When it was finished, I made some changes to the strategy's code I was optimizing (while the optimize window was still open). I saved/recompiled the code, then re-ran the optimizer. Here, it froze up - "Saving" that wouldn't stop, followed by "Aborting" that wouldn't abort. This required a NT restart -

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      #17
      Hello cgeorgan,

      Can you please tell me if the issue is reproducible if you modify strategy code in between backtests once more.

      I tested it on my end, but so far I do not experience such behavior. If the issue persists, can you please tell me what modification you made. Please forward me the strategy, so I can test the exact same steps on my end.
      JasonNinjaTrader Customer Service

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        #18
        Originally posted by NinjaTrader_Jason View Post
        Hello cgeorgan,

        Can you please tell me if the issue is reproducible if you modify strategy code in between backtests once more.

        I tested it on my end, but so far I do not experience such behavior. If the issue persists, can you please tell me what modification you made. Please forward me the strategy, so I can test the exact same steps on my end.
        I'll try, but in the meantime I can say that I've run into another "Saving" without finishing followed by an "abort" without aborting. I'd say that the freezing of the optimizer occurs regularly, on a daily basis. I can tell you for certain that when the "saving" functionality freezes, there's no way to abort it, and no way to restart the optimizer.

        I'll keep trying to reproduce this.

        *EDIT: Usually the "saving" occurs without any progress bars being shown...this time I had a save go for 10 minutes, to completion (as indicated by the bar progress), then hang at 00:00:00.
        Last edited by cgeorgan; 07-07-2010, 07:15 AM.

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          #19
          Hello cgeorgan,

          Do you see any similarities between the occurrences so far?

          Is there a difference if you optimize the SampleMACrossOver on the same set of historical data using the same amount of optimization parameters?

          Does it only occur using your custom strategy so far?
          JasonNinjaTrader Customer Service

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            #20
            None thus far - I've had limited testing capabilities because, in addition to trying to fix the bug, I'm actually trying to optimize some strategies ;-)...so the errors I'm looking for are ones that are likely to occur in regular use.

            I've been trying to pay attention to any actions I might be performing - compiling, saving, new windows, new strategies, etc - that might trigger the optimizer to freeze up while I'm running it -

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              #21
              Originally posted by NinjaTrader_Jason View Post
              Hello cgeorgan,

              Do you see any similarities between the occurrences so far?

              Is there a difference if you optimize the SampleMACrossOver on the same set of historical data using the same amount of optimization parameters?

              Does it only occur using your custom strategy so far?
              I'm going to post a photo of the *most annoying behavior in the world*.

              It's a situation where you run an optimizer for 54 minutes and 59 seconds, and it stalls with 00.00.02 remaining. I have literally *no idea* why it chose this moment to stop.

              You can see a shot of memory usage as well, which never tipped above 500,000k.
              Attached Files

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                #22
                Sorry that I pop up like that but have you monitored the virtual memory?I had similar problems and I am running this on XP. I boosted the VM to 6G and no longer had similar issues.

                Just a thought

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                  #23
                  Could it be it stalled for a moment and then it finished. Or does the Strategy Analyzer became unresponsive?

                  I see that you have multiple charts opened as well. Do you notice a difference if you run the optimization without the charts opened?

                  Can you please forward me the strategy you optimize along with the optimization settings. That way I can test the same optimization on my end.
                  JasonNinjaTrader Customer Service

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                    #24
                    One more, same error, different instrument: Optimizer ran 29 minutes, stopped on the last minute. No difference in memory usage.

                    The optimizer ran prior to this on one optimization run - same strategy, same parameters.
                    Attached Files

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                      #25
                      Can you please forward me the strategy you optimize along with the optimization settings. That way I can test the same optimization on my end.

                      If you do not want to post it on the forum, please send it to support[at]ninjatrader[dot]com and put 'Attn Jason' in the subject header.
                      JasonNinjaTrader Customer Service

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                        #26
                        Originally posted by NinjaTrader_Jason View Post
                        Can you please forward me the strategy you optimize along with the optimization settings. That way I can test the same optimization on my end.

                        If you do not want to post it on the forum, please send it to support[at]ninjatrader[dot]com and put 'Attn Jason' in the subject header.
                        I can tell you this as an update:

                        This freezing seems to occur when you're concurrently running strategies in the background. Yesterday, I went all afternoon optimizing without issue, but I wasn't running any strategies.

                        I went home, leaving strategies to run overnight.

                        Came in this morning, and on my very first optimization run (overnight strategies still running, and in fact one strategy was running on the same instrument I was trying to optimize), I got the "Saving" freeze situation.

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                          #27
                          Hello cgeorgan,

                          I tested the same setup on my end - I enabled two automated strategies in two charts and let them run. Subsequently I optimized one of the strategies that was running. However I did not experience behavior. I tested mutliple times with different optimziation parameters and amount of historical data. Note that I never used more than 1 year of historical data or 50 parameter combinations.

                          I suspect that running your strategies in real-time in combination with an optimization is too much on CPU/RAM and causes unresponsiveness.
                          JasonNinjaTrader Customer Service

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                            #28
                            Originally posted by NinjaTrader_Jason View Post
                            Hello cgeorgan,

                            I tested the same setup on my end - I enabled two automated strategies in two charts and let them run. Subsequently I optimized one of the strategies that was running. However I did not experience behavior. I tested mutliple times with different optimziation parameters and amount of historical data. Note that I never used more than 1 year of historical data or 50 parameter combinations.

                            I suspect that running your strategies in real-time in combination with an optimization is too much on CPU/RAM and causes unresponsiveness.
                            Gotcha; I'll keep plugging away to see what I can isolate.

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                              #29
                              I'm experiencing the very same freezes the prior poster described. I frankly do not think that it's anything on our end - IMO there are serious memory management issues that lead to these crashes.

                              I run a similar system as the azuul - less RAM, 'only' 6GB. When are you guys finally going to fix these problems? They render NT7 completely useless for anyone trying to optimize anything but the most trivial strategies.

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                                #30
                                molecool, please see Dierk's post here for the most effecient isolation approach to those matters - http://www.ninjatrader.com/support/f...94&postcount=4
                                BertrandNinjaTrader Customer Service

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