HelpTeam: can you tell me what this error means doing a backtest?

[pstrusi]

I'm running several backtests and this is the first time in years that I see this error. Can you point a possible cause in order to address it?

Unable to create instance of strategy 'NinjaTrader.Strategy.INFSbacktest'. Most likely the implementation no longer exists, or there is no default constructor defined, or the default constructor does not work correctly: System.OutOfMemoryException: Exception of type 'System.OutOfMemoryException' was thrown.
at NinjaTrader.Strategy.INFSbacktest..ctor()
at System.RuntimeType.CreateInstanceImpl(Boolean publicOnly, Boolean skipVisibilityChecks, Boolean fillCache)

Thanks a lot

[pstrusi]

Doing my own little user research, dealing with obvious "out of memory" , I realize that this error doesn't pop when I set a low -> "Keep best # results" in parameters. This never happened before, so I think I might need some software re-installation because of some unknown issues. What do you think?

[NinjaTrader_BrandonH]

Hello pstrusi,

Thanks for your post.

Yes, this error message "System.OutOfMemoryException: Exception of type 'System.OutOfMemoryException' was thrown." indicates that your system ran out of memory.

What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)

Are you running more than one optimization at a time in the Strategy Analyzer window?

Does your strategy have 1-Tick intrabar granularity added to the script?

We should consider the following for memory consumption:

Data * Strategy resources * Number of optimization iterations * Number of trades * Keep best # of results.

We can easily control the number of iterations involved and we can also consider writing our strategies to use IsInstantiatedOnEachOptimizationIteration = false; (Which requires that we reset class level variables in State.DataLoaded.)

Further, reducing the 'Keep best # results' will also decrease the amount of memory used when running an optimization.

IsInstantiatedOnEachOptimizationIteration — https://ninjatrader.com/support/help...niteration.htm
Optimization Tips — https://ninjatrader.com/support/help...ionPerformance
Walk Forward Optimization — https://ninjatrader.com/support/help...ss_metrics.htm
Genetic Optimization — https://ninjatrader.com/support/help..._algorithm.htm

[pstrusi]

Thanks Brandon for your comprehensive approach. Here some answers:

- NT version -> 7.0.1000.43

- Nope, just running one optimization at the time.

- I use 1 tick or tick by tick in my models from a long time ago, never pops any issue.

- This is a good tip that I didn't know !! --> "We can easily control the number of iterations involved and we can also consider writing our strategies to use IsInstantiatedOnEachOptimizationIteration = false; (Which requires that we reset class level variables in State.DataLoaded.)"

- Yes, it makes sense what you say that the number of iterations consumes memory, still I could request a lot of it, and NT7 always delivered.



Last one: I tried some of the links below that you put and it leads to "Web page not found".



Thanks for your answer, I think now I might discard the reinstallation and rather tweaking some of your suggestions

[NinjaTrader_BrandonH]

Hello pstrusi,

Thanks for your notes.

I understand now that you are using NinjaTrader 7.

The links in my previous post were for NinjaTrader 8, not NinjaTrader 7

Note that IsInstantiatedOnEachOptimization is only available to use in NinjaTrader 8, not NinjaTrader 7. If you would like to take advantage of this feature then you would need to update to using NinjaTrader 8 instead of NinjaTrader 7. NinjaTrader 8 contains many new features and updates compared to NinjaTrader 7.

Does the error message occur when running an optimization on the SampleMACrossover strategy that comes default with NinjaTrader?

You can observe the Memory Usage in the Windows Task Manager to confirm if your machine is running out of memory when this error occurs. Please right-click on your Windows Task Bar and select Task Manager. Go to the Processes tab and locate the 'ninajtrader.exe' process.

When you add a tick series you can quickly use up a lot of RAM.

To prevent the System.OutOfMemoryException error message in NinjaTrader 7, you could reduce the amount of data that you are running an optimization on, reduce the 'Keep best # results' property, and apply the performance tips linked below.

NT 7 Performance Tips: https://ninjatrader.com/support/help...ance_tips2.htm

NT 7 Running an Optimization: https://ninjatrader.com/support/help...a_strategy.htm

NT7 Walk-Forward Optimization: https://ninjatrader.com/support/help...e_a_strate.htm