Backtest optimization performance issues

[boaza]

Hello Ninja support,

I came across the a weird effect:
When I run the optimizer with just one configuration, the simulation runs much faster (twice the speed), as when I run the same configuration several times (e.g. by optimizing on a bogus parameter).
This is especially evident when I'm running more configurations than cores.

I'm running of a 4-core i5 with 8GB RAM.

So:

• Any idea why this happens?
• Is there some shared resource the simulation threads are trying to use simultaneously?
• Can I limit the number of worker threads spawned by the simulator?

Thanks,
Boaz

[NinjaTrader_PatrickH]

Hello Boaz,

Thank you for your post.

NinjaTrader is multi-thread but not multi-core for processing. More parameters to optimize means you could see a longer time to complete the optimization regardless of your hardware.

There is no method to reduce the number of working threads and it is possible that with multi-threading that one thread can be shared for multiple processes.

For information on multi-threading in NinjaScript please visit the following link: http://www.ninjatrader.com/support/h..._threading.htm

Please let me know if you have any questions.

[boaza]

Thank you Patrick,

When I optimize on say, 4 parameter values, I see that all of my cores are being utilized.
Doesn't this mean NT spawned 4 threads?
In either case, how many thread does NT spawn?

Thanks,
Boaz

[NinjaTrader_PatrickH]

Hello Boaz,

Thank you for your response.

NinjaTrader can use Multi-Threading to take advantage of multiple Cores, but this does not mean NinjaTrader is truly Multi-Core. We are looking to improve this in the next major release of NinjaTrader.
There is no set limit on the number of threads that NinjaTrader uses. Please review the information at the following link: http://www.ninjatrader.com/support/h..._threading.htm

[boaza]

OK, thanks Patrick.