Getting started w/optimization

[bluelou]

Hello,

Your outcome is expected however.

The definition of a genetick optimization is that it wont test all parameter values. It does random sampling as its start bases. The goal of GO is to allow the backtest to not take as long.

Heres the test for you on your system.

The GO that you ran that took 5 minutes. If you run this test over again please insure it takes about 5 minutes and the results are consistant.

Then please run a normal optimize instead of the GO. This test should take longer. Does it, or does it not?

Brett,
Perhaps you didn't read my message completely. No, this is not an expected outcome. On the first test run for one of the parameters it only tested a single parameter value. That's not an optimization of any kind. On the 2nd run NT froze and I shut it down after 20 minutes.

The GO and WFO/GO optimizers simply aren't working. When I run them, even for only 5 generations, NT hangs and eats up all of the resources. Even after I kill the process, upon restart, NT memory usage remains bloated. I have had this issue for 2 or 3 days now and have tried dozens of settings and tests.

Other than tinkering around w/the GO settings what are your suggestions? There's clearly something wrong with the GO. I'm going to try installing the latest version of NT to see if that helps. If it doesn't I'd like someone from NT to log onto my PC and see if they can figure out the problem.

-Lou

[NinjaTrader_Brett]

Hello,

I think you got some strangeness left over from previous betas then as I cannot duplicate on my side.

I expect a genetick optimization not to run as much but you are correct I dont expect it to only run once depending on the input parameters used make sure there wide enough. An optimize time of 5 minutes I'm not worried about. Even an optimize of 20 minutes is ok, as long as you continue to let it run and still show NinjaTrader running and taking CPU cycles.

In this case please do a complete uninstall and reinstall of NinjaTrader.

Follow the instructions to do a backup and then also export out your strategy your testing this on.

Please insure that you do the testing phase as a restore of a backup could restore the problem and bring us back to square one.

1.) Backup:
Please create a backup of your settings using the steps listed at the following link: http://www.ninjatrader-support.com/H...ABackupArchive

You will also need to save a copy of your license key. You will find the key listed in the Help > License Key menu.

Also, export out the sample strategy we have been testing out as an isolated test.

2.) Reinstallation:
After backing up, please follow the steps listed below to completely uninstall and reinstall NinjaTrader:
1. Close all running applications.
2. Then from the Start menu select --> Control Panel --> Add and Remove Programs.
3. From Add and Remove Programs select NinjaTrader 7 and click Remove.
4. Then manually delete the folder "NinjaTrader 7" located under Start --> My Documents.
5. Reboot your machine.
6. Once these steps are completed, download NT7 from the link below:

http://www.ninjatrader.com/download-registration.php

3.) Testing(Very Important as in some cases restoring the backup could restore the settings/corruption and cause the issue to crop up agian.)
After reinstalling NinjaTrader, please test and see if the issue persists. Please import back in the Test sample.

4.) Restoring Settings:
If the issue does not persist on the clean installation, please restore your settings using the steps listed here:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?RestoringABackupArchive

After restoring your settings, please test again and let me know if the issue pops up.

[bluelou]

Brett,
I followed the steps you've outlined exactly and this still didn't improve the performance of the GO. I followed the exact steps you recommended. However, when I installed NT7.1000.1 it was automatically populated w/my old data and files despite my uninstalling the program and restarting the PC. Did you forget to add a step to remove the database? I'm trying to follow your exact instructions.

Regardless, the performance issues are unchanged. For the test you proposed in post #24, the run-time was about 4 minutes and it on one of the three parameters it only tested a single value. For the test you proposed in post #26, I had to kill the process after 20 minutes, with CPU usage at 50% and memory usage at 3.5 GB (this was a test that took you 30 seconds).

It sounds like I may need to try this again and somehow prevent the database from restoring. What do you advise for the next step?

[NinjaTrader_Brett]

Hello,

Looks like you missed this step:

4. Then manually delete the folder "NinjaTrader 7" located under Start --> My Documents.


Or did you restore a backup already?

If not please contact me at support at ninjatrader dot com and provide your phone number as this is strange if it still occurs after the complete uninstall and reinstall.

I look forward to assisting you further.

[bluelou]

Sorry, Yes, I did miss that. I'll try it again.

Anyway, now we know that there are going to be issues if I do a full backup since I've already done that accidentally and the same problems were carried into v1000.1.

[NinjaTrader_Brett]

Hello,

No problem, sorry to have you try it again, however this is the main section I wanted to clear out .

Thanks and keep my posted so that I can inform development or hop on your computer.

Thank You.

[bluelou]

Hello,

No problem, sorry to have you try it again, however this is the main section I wanted to clear out .

Thanks and keep my posted so that I can inform development or hop on your computer.

Thank You.

Brett,
There's definitely something wrong here and I think someone from NT should take a look at what's going on on my PC.

Here's what I've done since the last posting:
1) Uninstalled NT7, removed the NT7 folder from my docs, restarted PC and downloaded latest version of NT7.
2) Loaded only the test strategy and the necessary data set int NT7. I did not restore the backup.

3a) Using the same specs in our previous test runs I set the GO = 5 generations.
3b) I ran one test. It looked correct but I wasn't sure if had stuck on one value for one of the three parameters so I tried it again. Also, it took about 3 minutes to run this optimization. I think it took you 30 seconds. Also, the memory bloated to 1.8 GB and didn't really come down after the GO finished
3c) On the 2nd attempt I ran a second identical test but memory bloated to 4.6 GB, there were no CPU cycles, and NT just hung for about 20 minutes so I shut it down.
3d) On the 3rd attempt NT never even opened. Memory bloated to 4.6 GB and NT didn't open after about 5-10 minutes so I terminated the process.
3e) On the 4th attempt NT did run but the GO results looked really suspicious. The 10 best results all had one trade each that started on the first day and ended on the last day of the test period, as opposed to the several trades I've had using the default optimizer and the earlier GO runs. Also, memory was running at almost 5 GB so that probably didn't help.
3f) I ran the last test about 45 minutes ago and memory is still bloated at 2.5 GB even though CPU usage = 0 and NT isn't being used.

At this point I think you guys are going to have to jump in if I'm going to be able to use NT's GO. Meanwhile, I need to restore the backup since there's some coding I need to do.

Send me a p.m. and let me know when you'd be available for a call tomorrow (EST). Just about anytime is fine with me.

Thanks,
Lou

[bluelou]

A new problem. NT7 won't let me restore the backup since the current version is v1000.1 and the backup came from v23. So, now I'm going to uninstall v1000.1 so I can restore v23. I think this is the 4th time I've done this today.

[bluelou]

A new problem. NT7 won't let me restore the backup since the current version is v1000.1 and the backup came from v23. So, now I'm going to uninstall v1000.1 so I can restore v23. I think this is the 4th time I've done this today.

Uh oh. Now I've installed NT7 v23 (the original version I used when I did the backup) and tried to restore my backup but it still doesn't like it. I'm not sure what to do next. The cure (uninstalling NT7) was definitely worse than the disease (GO not working). Not sure what to do next. I'm going to try uninstalling and reinstalling one more time.

[NinjaTrader_JoshP]

bluelou,

Please send in a note to support [at] ninjatrader [dot] com with a phone number we can reach you at and a time so we can try a remote login session to get you up and running. Thank you.

[bluelou]

Josh, I just sent it to the support email address. I have 2 problems now. I can't restore my backup and I can't get the GO to run properly.

[bluelou]

Brett,
What's the status of the review of the log/trace files, etc? I'd like to use the GO w/o the memory permanently exploding.

FWIW, after 2 days of not using NT for testing and a few restarts later memory at startup is back down to 140,000k at rest. I'm not going to use the GO until I hear back from you b/c the memory bloat is so bad that the platform performance is unbearably slow and backtests become inaccurate.

Keep me in the loop.

Thx,
Lou