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    Memory usage

    Hi,

    I've raised the discussion before, NT is using toooo much memory. This might be a typical Microsoft problem, but I ended up with a proces taking 1.6 Gigabyte of memory? Will the solution to that be on NT release 7 also?

    If not: a solution to restart all strategies with 1 button would be very effective way to overcome the fact that you have to restart NT in order to get your memory back.

    Or maybe its got something to do with another question I raised about datastorage.

    If I compare Ninjatrader to Metatrader: Ninja uses 1.6 Gb, ok 316 Mb after the restart and Metatrader only 4 Mb both with the same charts on.

    There must be a memory leak somewhere. I sure hope the next version will help out. In the meantime any suggestions on how to release memory without restarting are welcome.

    #2
    Hello clint2008,

    Do you make use of any custom created indicators in your charts? How much windows do you have opened in NinjaTrader? After what steps do you experience the 1.6 GB memory usage?

    NinjaTrader 6.5 supports multi-core/multi-processor hardware. NinjaTrader internally supports multiple threads of executions which would be run by the Windows OS on different cores/processor. However, NinjaTrader 6.5 is not optimized to make full usage of a multi-core/ multi-processor hardware.

    NinjaTrader 7 will come with optimized multi core/multi-processor support. This e.g. would allow you to make full usage of a multi-core/ multi-processor hardware on backtesting multiple instruments or running multiple iterations of a strategy optimization at the same time.

    However, due to the nature of the Window OS, NinjaTrader 7 would not be able to fully use all available multi-cores/multi-processors at any given time.
    JasonNinjaTrader Customer Service

    Comment


      #3
      Memory usage

      I record market replay data on about 20 instruments. And store the chartdata, thats why I have the big database.
      I run 8 teststrategies on Forex instruments.
      I have about 4 charts open.

      I have 4 cores and 4GB. But the software will only give memory back when restarting. I do not mind restarting, but starting the strategies is a precise job and can't be automated or saved to be opened with the same parameters the next time.

      And it concerns me that it can not run for 6 days is a row as that are the boundaries for Forex market. Also when NT reconnects it is not picking up the open positions that the strategies left, some unfinished business in the market, at least that is what I see of it, so my orders are unattended?!

      I wouldn't mind if out of all the trainingssession NT organizes there would be a special session on how to optimize the data and database for both replay, backtesting and storage if the dataprovider / broker only gives a limited history.

      Comment


        #4
        You will be able to save Strategy Parameters in NinjaTrader 7.

        Once NinjaTrader reconnects, it should pick any open positions you have in your account. However, you will need to restart your strategies.

        I will forward your suggestion to provide such a training session to my superiors.

        Thank you for your feedback.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Originally posted by clint2008 View Post
          Hi,

          I've raised the discussion before, NT is using toooo much memory. This might be a typical Microsoft problem, but I ended up with a proces taking 1.6 Gigabyte of memory? Will the solution to that be on NT release 7 also?

          If not: a solution to restart all strategies with 1 button would be very effective way to overcome the fact that you have to restart NT in order to get your memory back.

          Or maybe its got something to do with another question I raised about datastorage.

          If I compare Ninjatrader to Metatrader: Ninja uses 1.6 Gb, ok 316 Mb after the restart and Metatrader only 4 Mb both with the same charts on.

          There must be a memory leak somewhere. I sure hope the next version will help out. In the meantime any suggestions on how to release memory without restarting are welcome.

          I join Clint objections regarding NT 6.5 memory usage.

          I'm not sure about a memory leak, because eventually, after restart, memory usage is stable, but it seems, memory usage is far from being optimized.
          I'm using MB Trading as FX data provider, only one instrument with a lot of indicators and 6 charts. I have 3 pairs of charts, every pair uses the same template , the same indicators. Every pair consists of 2 charts with the same interval, the same instrument. The charts are displayed differently (minimal bar width and recent bars, much wider). I'm doing it for visualization purposes.
          I'm working with rainbow discretional system, which means I have ~30 VMA's with different parameters for every chart. It means I have 90 pairs of VMA's active. I noticed that the memory usage grows , when more data is stored. For 10 working days my memory usage is ~800MB in this configuration. When resetting a database it begins with ~200MB when no real time data stored.

          I think that:
          1) You are creating internally a separate DataSeries object for EVERY CHART , EVERY INDICATOR instance. In my case it means I have ~180 dataseries for VMA computation , when in fact there are effectively only ~90 different PAIRS of DataSeries for all my computations. 90 DataSeries are completely redundant, even if I'm right regarding NT architecture.

          2) You are storing ALL real time data in memory.

          If I'm right, this approach provides a fast computation, however memory penalty is unacceptable.
          Ninja Trader is a big software and possibly I'm pushing it to its limits. However memory usage MUST and CAN be optimized in future versions. I would not raise these issues here, if I would know they are going to be solved in NT7.

          Please transfer my remarks to developers.
          Thanks in advance.

          Comment


            #6
            Thanks for your input. You probably are aware of that thread: http://www.ninjatrader-support2.com/...ad.php?t=17699

            Please go to my initial post: if you would be able to provide all the info requested by that post, then we would be more than happy to test how your setup would perform on NT7. Thanks in advance

            Comment

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