NT Crash after several Hours with several Strategies running at the same time

[azuul]

Hi,

I have done some testing with a simple crossover Strategy (having SL and PT) - Running on XP.

I used 1 Minute Data to reduce Traffic and calculation!
CalculateOnBarClose = true;

I had about 10 different Instruments, and applied the same strategy to each Instrument once. So I had 10 "Strategies" runnung at the same time.
After several hours NT 6.5 locked up and I had to open the task manager and kill the NT Process! (losing all recent Performance Data). I had the feeling NT being slow prior to the crash! Is this a NT or an XP Memory issue? Is this to be expected?

The memory usage shown in the Task-Manager was not unusual (about 350mb) - the System has 2GB available, 2,4GH Dualcore Intel.


Is there a recommendation about the number of strategies that can be run at the same time?

Is it possible to run e.g. 100 simple strategies at the same time?
(let's assume below 4000 Orderentries/updates/cancellation in total)

[NinjaTrader_JoshP]

azuul,

There is no hardcoded limit. It is just however many your computer can handle at once. I suggest you run on an as powerful machine as possible for your trading.

[azuul]

Thanks,

I was just wondering since NT was running nicely the first few hours and there was no problem at all. But suddenly comes the lockup (prior to it NT seems to slow down) - so it is not a general Performance issue?! , but something that comes after a certain time. I experienced several lockups, each on a different day! That is why I was suspecting some sort of memory issue - is this maybe XP related?

Is it possible that NT is running better on Vista ?


kind regards

[NinjaTrader_JoshP]

I do not have comparison benchmarks from XP vs Vista. NT7 will bring about performance enhancements which will help you though.

[sefstrat]

Doesn't matter how powerful your computer is or what OS you are running, there are memory leaks in NT 6.5 that will cause crashes whenever memory use goes beyond a certain point (doesn't matter how much ram you have either).

Are you doing other things while the strategies are running? I would suggest not messing with other charts or indicators and most of all stay away from the strategy analyzer while you are running strategies.

The best thing to do is load a virtual machine for testing with a demo instance of NT, then run your strategies on the main instance and don't mess with it unless you have to.

[NetTecture]

is this maybe XP related?

Is it possible that NT is running better on Vista ?

No, it is not. It is related to a couple of facts.

* First, NT is extremely memory inefficient. Anyone from NT team doubting that look at the NT7 numbers how SIGNIFICANTLY they reduced memory consumption. This implicates Nt 6.5 architecture is inefficient. Point.
* NT is a 32 bit process. No way to start it in 64 bit.
* This in turn limits memory to 2GB for the application. Regardless how much memory you have. To access more, one would need to use special API for the data, OR... have the program actually be a 64 bit process. Due to .NET effective usable memory is possibly in the area of 1.5 gb without getting problems.

So, for the time being there is nothing you can do. THere is some manipulation around in the forum you can do to force NT into a special mode where it has 3gb memory available. This alievates the problem a little. It is pretty safe as long as you run a 64 bit operating system.

For anything more, our hope lies on NT7, which brings reduced memory consumption as well as the ability to run NT in 64 bit mode - sadly as far as I hear as long as the connector allows that, which may not be the case for all. Well, hopefully Zen-Fire comes with a 64 bit connector at that time

Vista wont help - those limits are coded into 32 bit applications for compatibility reasons. Windows 7 wont help either. Not until the app itself breaks out of the 32 bit area

[zweistein]

My NinjaTrader becomes unstable when I modify / compile stategies and I have other strategies running in real time the same moment.

My fix: No compiles during real-time trading. Dev on an other laptop.

[AynRandFan]

Don't feel bad, Threadstarter. I'm running a quad-core with 8GB of RAM and Ninja crashes on me all the damn time. It is, in fact, exactly the issue which has kept me -- and will continue to keep me -- from purchasing the software.

[azuul]

I really hope the new version is internally more efficient and more stable, at this point I can really only use it for backtesting, since the performance is just too bad for doing anything "professional" with it. Maybe they should split the program up into several software packages and each is fast and efficient, maybe it is also the sum of too many parts that slows it down.

[AynRandFan]

That's exactly the whole point: anything as important as executing trade decisions needs to be handled FLAWLESSLY. The constant "feel" of hanging-up, freezing, and of being unresponsive makes it an absolute no-sale, for me. Tell you the truth, here: I was sitting here one day with a credit card in my hand, ready to buy the whole package -- when it suddenly crashed on me, for about the 3rd time that day. I put the credit card away pretty quick. I know there's patches and fixes and hacks that are out there, floating around the web, but to my mind, if you want a 4-figure price tag for a piece of software, it ought to be patch-up, fixed, and working correctly in the damn first place. If they ever get it working correctly, I WILL buy it, the whole package with the 4-figure price tag. That point in NinjaTrader's development simply isn't now, unfortunately.