Days missing in optimization results

[rsi77]

I have been working hard to refine a strategy that seems promising to me. I am using a tick chart to generate signals, and I have been testing only 1 month back (since the CME data change on October 5th.) I try to do my optimization on stored data as it usually seems to be faster and Ninja seems not to like loading a month's worth of data on a tick chart while connected to live data feed. So I loaded a tick chart while not connected to live data feed and I checked to insure that all the days were present and the data looked good--it checked out fine.
When I ran an optimizaiton multiple times it seems that each time I lose more and more days from my historical testing. I.e. when I press the "period" tab in the strategy analyzer I see many days missing from the results, whereas in earlier testing those days were present.
Another indication that somethings wrong is that if I run the same exact optmization multiple times, it will give me different results each time, and each consecutive time will have fewer total trades.
Any ideas???
Ron

[NinjaTrader_Bertrand]

Hi Ron, on which NinjaTrader version do you this behavior? Is this a normal optimization or a walkforward one?

Any errors you notice in the log tab of the Control Center?

[rsi77]

Hello,
I'm using 6.5.1000.14 (version)
I didn't notice anything in the log tab, but didn't look either.
This was a normal optimization.

I will run some more today so I will look at the log tab.

Is there any way to prevent a chart from refilling with live data if its already filled with historical data when you connect? I'd like to verify my results on a chart, but my chart will only fill up properly if I'm disconnected. When I connect I start getting days missing (only when I'm trying to look more than a couple weeks back on a tick chart).

Ron

[NinjaTrader_Bertrand]

Ron, if your testing contains the current day NinjaTrader would always request data if connected - http://www.ninjatrader-support.com/H...ricalData.html

If you like, contact us using the Help > Mail to Support feature so we can take a look at recent logs and traces. Thanks

[rsi77]

OK, I found it worked when I set the last day of optimization to be Friday instead of today. But my log still shows an error message as follows:

Faild to cal 'Add' method for period type 'Tick': Exception of type 'System.OutOfMemoryException' was thrown.

I will open a new Workspace by itself which will have minimal charts and try running the optimizations again.

If I still have problems I will send you logs and traces.

But from my experience there's no escaping these memory issue when back testing with tick charts.

I'm hoping this is solved in 7!

Ron

[NinjaTrader_Bertrand]

Great you spotted this Ron - NinjaTrader 7 will improve this aspect strongly.

[rsi77]

I tried this again with minimal charts (1 chart with 11 days on it) and I obtained optimization results, but when I pressed the "periods" tab in strategy analyzer Ninja froze up. I saw the same error message as before on the log tab, but I couldn't send you anything cause Ninja was frozen.

I will reopen and send you log file.

[rsi77]

Log files have been sent. I just pressed the "Periods" tab and Ninja memory usage started going through the roof, but eventually I got the results (but Ninja memory usage remains quite high, close to 1G. It seems that no days are missing. I am not presently connected to data server so this seems to help.

[NinjaTrader_Bertrand]

Thanks Ron, we'll review and respond.