backtesting memory issue

[peace&love]

Hey I have been backtesting and I have noticed that a lot of my computers memory gets used up. So far I have tested about 3000 stocks starting from may 1 2007 to present (using 1 min bars) and I have noticed that about 50 gb on my C drive has been taken up.

Is this expected? or is there a fault with the algorithm (its my own Ninjascript). If it is normal then is it possible to move the memory usage to my E drive. The E drive has over a terabit of space available while the C drive (which is a solid state drive) only has 120 gigabits. I downloaded Ninjatrader to the E drive but it is still using the C drive.

Finally about the backtesting itself, i have noticed that the largest losing trade that is stated fro any given stock is always larger than the stated stop loss, (by a significant amount). I have checked the charts and the stop losses and profit targets are all in order on the chart but given that the charts are 7 year charts, I cant scroll though all of it and find this (or these) rouge losing trades. Any thoughts?

Any input is greatly appreciated

[NinjaTrader_PatrickH]

Hello peace&love,

Thank you for your post.

The historical data is stored in the (My) Documents\NinjaTrader 7\db folder and then the respective base period type folder (minute, tick, or day). The reason it is using the C drive is that the (My) Documents folder is on the C drive.

The 50 GB seems pretty large, can you determine that in fact it is the NinjaTrader 7 folder in the (My) Documents folder that is 50 GB?

Can you provide an example of where the Stop Loss should have been and yet the trade was closed at a higher loss? You can check these on the Trades tab of the Strategy Analayzer.

I look forward to your response.

[peace&love]

Thanks for the quick response.

I looked at the trades tab for one of the equities (ticker: DECK). The stop loss is set to a percentage with a value of 0.0002 and most of the losing trades would be -0.02% as stated in the trades tab. One example is:
entry: 93.69
exit: 93.71
2008-10-20
sell short

There are a few that are much higher, the largest on being:
entry: 101.5
exit: 102.74
2008-09-20
sell short
This is a loss of 1.2%

after looking at that loss I went to the chart and found the trade, on the chart (1 min bars) it showed the stock gap up soon after the entry.

As for the memory usage, when I open up the property window for Ninjatrader in my documents, it states that its size is 6.75GB and 21.5GB size on disk. I should say that I started with 60GB of free space 2 days ago and now I have 9GB of free space. Nothing else has been done on the computer in that time other than backtesting. Can I move the Ninjatrader file from my documents to the E drive?

Thanks for any further assistance

[NinjaTrader_Matthew]

Hi,

Does that storage usage stay the same after reboot of the computer?

I can't imagine where 50GB of information would be stored and would say that this is not expected a bit unusual. Are you able to check the individual folders to let us know which one is using this much computer storage?

For example is it in the NinjaTrader 7\db folder? Or the NinjaTrader 7\tmp? etc

You may consider using the a 3rd party tool to analyze your directories: http://windirstat.info/

You can move NinjaTrader to another physical disk, however it does require that you relocate your My Documents folder too as NinjaTrader will default to the computer profile's active My Documents directory.

Instructions on doing so can be found from the following Microsoft article

http://windows.microsoft.com/en-us/windows7/redirect-a-folder-to-a-new-location