The log file would only be a problem if its size was large, your log file is not that large so this shouldn't be a problem.
I think you have some major issue if you are seeing OnTermination() run on every tick. NinjaTrader would only call OnTermination() when the strategy is disabled. Can you please confirm this is what you are seeing via a Print().
You can dispose items manually for example ADX(12).Dispose() however it is unsupported.
Only last idea I have is that you can send me the code to support at ninjatrader dot com ATTN: Brett and I can take a couple minutes and see if I can spot the problem.
Furthermore you are not overriding Dispose() correct as this can be bad.
-Brett
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