NT8B8 - Playback-M.R. - Random stalls and crashes

[sledge]

I don't need a video demonstration?

Test 10 second bars, and the strategy I posted which uses 10 different stops/targets. Should happen fast, as I demonstrated.

[sledge]

Here is a video demonstration of how chart trader fails Playback-MR. If I turn off chart trader - there is not stall or crash.

Get someone on it.

This is with mycustomstrategy.cs in post #10. It enters 10 contracts each with a named target/stoploss.

http://screencast.com/t/x0xBlMw1

[sledge]

I did the text on another machine, windows 7. I started from the beginning of my replay data.
It died after 8 months on 9-17-2014.




My windows 10 machine has currently passed this day and is continuing to replay.

update: stopped 2_16_2015, system unresponsive.




update2: I restarted my Windows 7 machine at 9-12-2014 and it stopped on 05-12-2015.





XMyCustomStrategyX avoids order entry issues.

[sledge]

Can anyone anywhere reproduce this?

[sledge]

This is also still an issue in NT8B9. It stalled on 8/21/2014 at 3:55:26 while proving another issue with Adding a dataseries to the strategy.

2 for 1 I guess.

[sledge]

Hello sledge,

I have a large amount of historical data for the ES 03-16 that was imported from NinjaTrader 7. Market Replay data is extremely large. To download the amount that you would like me to test over, would take a while to download. I do have a source of data, and I am testing playback.

However, I am testing over a 6 month period and each test does take quite a while to perform.

So far, each test has performed, but I was not able to capture a video at the end of the test due to assisting clients. But I will get a few tests done with range bars and with minute bars to see if I can reproduce any behavior.

I am testing on a dual core computer with a little more than 2GB of ram and I have not yet reproduced the behavior at this time.

Video demonstrations to come.

Any progress?? It's been over 1 month...

Leave you computer to run over night?

[sledge]

I'm limited in NT8B10 because of performance issues.

http://ninjatrader.com/support/forum/showthread.php?p=453935

[NinjaTrader_ChelseaB]

Hi sledge,

I've done some very extensive testing with Market Replay and worked with our product management to understand what is happening here and what is expected.

What I am finding is that the memory will grow for every order and every object over time and can reach the maximum amount of memory allowed to NinjaTrader. The CPU will also gradually be worked harder and harder.

Our product management is letting me know that the Market Replay is not designed for playing back very large amounts of data and is more designed for doing shorts tests.

What I think may be happening is that the scripts being tested are creating objects in memory that are not being cleaned up until the script is removed.

Are you able to reproduce this behavior without any scripts such as indicator or strategies anywhere in any open workspaces?