'System.OutOfMemoryException' was thrown

[CRCatNinja]

PLEASE ADVISE....

In an attempt to segregate (and optimize) my trading from the automated technology side, I subscribed to an external server provider. All I want on that system is NT, allowing it to run 24/7 with my trading strategies.

Quickly discovering the costs of doing that, I initially am trying a Virtual Server as opposed to a fully Dedicated Server. With a 2G memory request, I can only find 64bit Windows 2003 Server. I have had trouble staying connected. I frequently get "system unexpected shutdown...trace file created", etc.

Must I have 32 bit Win 2003 Server to run NT6.5? or any other insight / suggestions more experienced traders may have??

[NinjaTrader_Kyle]

Hello CRCatNinja,

Thank you for your post.

Unfortunately 64 bit operating systems are not supported at this time. NinjaTrader 7 which is slated for a beta release this quarter will support 64 bit operating systems.

Please let me know if you have any additional questions.

[KrisS]

Dierk/Everyone,

With a quick web search I found the needed modification files and instructions to modify the .exe as well as my Vista x86. Although the instructions were associated with a video game, it appears to have worked well.

Historically: I have observed signifcant instability whenever NT gets into the 900-1,300M range. Anything over 1.3G has been an almost certain crash. It has been heart breaking to see it crash after 10+ hours of optimization. I have learned to do a screen capture of the results table before clicking anything.

Currently: I have the mod running on two quad core x86 systems, one with 4GB and the other with 6GB (yes, I know x86 can only use ~3GB). I have yet to test it to the extreme, but I am observing memory utilization in the 1.5G range with no NT crash. Testing continues.

NT: Please consider including this switch in the next release of 6.5. If you would like any further details, or if I can further assist with testing, please let me know.

[NinjaTrader_Dierk]

The switch you mentioned will be available with NT7.

[Trader.Jon]

KrisS,

Can you post more (explicit) details?

I have some virtual machines hungry for fun like this!

Thanks,
TJ

[NetTecture]

RJStein,

In fairness it is not a PC limit, it is a Ninja limit (1.3GB). I have 12GB of memory and hit this limit all the time.

Mike

Actually it is not. Ninja right now is a 32 bit process, those are limited to 2gb ram. Point. With a switch one can move that to 3gb, but it has side effects.

This is part of the windows platform design and the 32 bit address space (which gives 4gb ram, out of which 2gb are reserved for kernel use normally).

That said, on top of that, the question is whether a specific memory request can still be fullfilled. Memory Fragmentation comes as possible problem, as well as - in .NET - large object cache pollution (i.e. large objects not cleaned up). This tends to make things a little worse, though mostly the origin in programming wise (i.e. it can be avoided).

Moving Ninja to 64 bit would most likely make the problem disappear. It would introduce other problems, mostly on the broker side (API's not available in 64 bit versions are a PAIN - one that can not be bypassed in .NET, but then a 32/464 bit shim in managed C++ could possibly help). Quite a number of API's somehow still live in 32 bit. For whatever reason

[KrisS]

TraderJon,

I applied the switch as shown here, but to ninjatrader.exe of course:
http://episteme.arstechnica.com/eve/...r=523004249831 (this is not an endorsement of the action, I am merely reporting my test)

Being Vista x86, I also had to do that mod as well.

It is no magic bullet as there are still instabilities with increased memory usage, but it no longer "hits the wall" at 1.3GB.

It is looking like I need to make a dedicated Vista 64 box. Maybe I can run my legacy apps in an x86 virtual PC.

[NetTecture]

TraderJon,

I applied the switch as shown here, but to ninjatrader.exe of course:
http://episteme.arstechnica.com/eve/...r=523004249831 (this is not an endorsement of the action, I am merely reporting my test)

Being Vista x86, I also had to do that mod as well.

It is no magic bullet as there are still instabilities with increased memory usage, but it no longer "hits the wall" at 1.3GB.

It is looking like I need to make a dedicated Vista 64 box. Maybe I can run my legacy apps in an x86 virtual PC.

Why?

A x64 box will happily also execute 32 bit programs. No need for a virtual PC. In fact, I run 64 bit only for about half a year now. Software like Office, Visual Studio just starts in 32 bit mode And - naturally - with all 32 bit limitations.

[NinjaTrader_Dierk]

Here is some clarification: Applying LARGEADDRESSAWARE on NT.exe (which we're doing for NT7) makes no different on 32bit Windows (unless you would enable your 32bit Windows, which we don't recommend since it might introduce other non NT related issues). However, it makes a big difference as the 32bit NT7.exe is run on 64bit Windows. Then up to 2.5GB RAM could be used (according our findings).

[NetTecture]

Here is some clarification: Applying LARGEADDRESSAWARE on NT.exe (which we're doing for NT7) makes no different on 32bit Windows (unless you would enable your 32bit Windows, which we don't recommend since it might introduce other non NT related issues). However, it makes a big difference as the 32bit NT7.exe is run on 64bit Windows. Then up to 2.5GB RAM could be used (according our findings).

Is there any particular reason you dont just put Ninja Trader up as a 64 bit application?

You could move the non-64-bit connectors (zen-fire) into separate programs started and communicating to the main program by remoting.

THat would allow you all the memory you will need for quite a long time

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.

[KrisS]

NetTecture,

I appreciate the encouragement on 64. My concern is that it is not a dedicated box and there are some 16-bit apps as well as driver concerns.

http://www.tech-recipes.com/rx/1426/vista_64_bit_or_32_bit_version_x64_vs_x86/

[KrisS]

OK, I made the switch to Vista64 on my main machine. WOW, I am amazed at the overall improvement in terms of memory management and stability. Much less disk caching and the hard faults (hits to disk cache rather than RAM) have dropped dramatically. You can imagine how disk acccess rather than RAM slows things down.

4GB was a drop in the bucket with Vista64. I added another 4GB, but frankly the next machine I build will be at least 12GB based on my present observations of RAM and page file utilization.

My "largeaddressaware" NT has been running an optimization for almost 4 days now. It is at almost 3GB of memory utilization and rising.

I note that I can now open a seemingly unlimited number of IE tabs and instances without crashing as it used to "hit the wall" in terms of 32 bit memory utilization limits for apps.

In terms of compatility - no driver issues so far. Some of the oldest/poorest freeware apps have to run in administrator mode, others won't run at all. No big loss.

I also installed an Intel X-25M SSD drive and it was a huge improvement over my Raptor 150GB - about 300% improvement on reads in my configuration, and almost no seek time. Though I am not looking forward to the eventual slowdown due to write levelling. It sounds like there will be a fix from Intel, but nothing yet.

[NinjaTrader_Dierk]

>> My "largeaddressaware" NT7..
Huh? NT7 is NOT available to anyone. How did you get it? Please clarify.

[Trader.Jon]

Looking forward to the reply on NT7