Optimizations not running to the end

[benoirat]

Hi,

When I optimize this strategy (only optimization, not backtest), around 50% of my runs run into the following call to OnTermination before reaching the last day of simulation. This seems random.

All my functions are in try catch statements and I do not ge any error.

I do not get any error but I catch the stackTrace when OnTermination is called and here it is:

   at System.Environment.GetStackTrace(Exception e, Boolean needFileInfo)
   at System.Environment.get_StackTrace()
   at StrategyApplication.Skyrim.EndOfSimulation(String message) in c:\Work\Work\code\StrategyApplication\StrategyApplication\Strategies\Skyrim.cs:line 783
   at NinjaTrader.Strategy.SkyrimNTunManaged.OnTermination() in c:\Users\Gamer\Documents\NinjaTrader 7\bin\Custom\Strategy\SkyrimNTUnManaged.cs:line 475
   at NinjaTrader.Strategy.StrategyBase.EnsureLifeTimeStatus(LifeTimeStatus status)
   at NinjaTrader.Strategy.StrategyBase.RunBackTest()
   at NinjaTrader.Strategy.OptimizationMethod.RunIteration(StrategyBase strategy, ParameterCollection currentParameters)
   at NinjaTrader.Strategy.OptimizationMethod.RunIteration(ParameterCollection currentParameters)
   at NinjaTrader.Strategy.OptimizationMethod.RunIterationInThread(Object state)
   at System.Threading._ThreadPoolWaitCallback.WaitCallback_Context(Object state)
   at System.Threading.ExecutionContext.runTryCode(Object userData)
   at System.Runtime.CompilerServices.RuntimeHelpers.ExecuteCodeWithGuaranteedCleanup(TryCode code, CleanupCode backoutCode, Object userData)
   at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state)
   at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
   at System.Threading._ThreadPoolWaitCallback.PerformWaitCallbackInternal(_ThreadPoolWaitCallback tpWaitCallBack)
   at System.Threading._ThreadPoolWaitCallback.PerformWaitCallback(Object state)

Here is my log

2/1/2013 5:55:41 AM|1|4|Verifying license at primary server...
2/1/2013 5:55:44 AM|2|4|Session Break (Version 7.0.1000.11)
2/1/2013 5:55:44 AM|1|4|Current license: Type=Regular State=Verified StartDate=1/20/2013 EndDate=12/30/2099 Collective2 Dtn ESignal External Provider2 Provider3 Provider7 Replay Simulator Yahoo InteractiveBrokers AutomatedTrading AdvancedStrategyManagement BasicEntry Charting LiveTrading SystemDevelopment
2/1/2013 5:55:44 AM|1|4|Vendor assembly 'log4net' version='1.2.11.0' loaded.
2/1/2013 5:55:44 AM|1|4|Vendor assembly 'StrategyApplication' version='1.0.0.0' loaded.
2/1/2013 5:55:54 AM|1|2|Global simulation mode disabled
2/1/2013 5:55:54 AM|1|4|Order entry hot keys disabled
2/1/2013 5:55:54 AM|1|2|Optimized CPU performance enabled
2/1/2013 5:55:54 AM|1|4|Automated trading enabled (port 36973)
2/1/2013 5:56:57 AM|1|4|Verifying license at primary server...
2/1/2013 5:57:18 AM|1|4|Verifying license at secondary server...
2/1/2013 5:57:20 AM|2|4|Session Break (Version 7.0.1000.11)
2/1/2013 5:57:20 AM|1|4|Current license: Type=Regular State=Verified StartDate=1/20/2013 EndDate=12/30/2099 Collective2 Dtn ESignal External Provider2 Provider3 Provider7 Replay Simulator Yahoo InteractiveBrokers AutomatedTrading AdvancedStrategyManagement BasicEntry Charting LiveTrading SystemDevelopment
2/1/2013 5:57:21 AM|1|4|Vendor assembly 'log4net' version='1.2.11.0' loaded.
2/1/2013 5:57:21 AM|1|4|Vendor assembly 'StrategyApplication' version='1.0.0.0' loaded.
2/1/2013 5:57:51 AM|1|2|Global simulation mode disabled
2/1/2013 5:57:51 AM|1|4|Order entry hot keys disabled
2/1/2013 5:57:51 AM|1|2|Optimized CPU performance enabled
2/1/2013 5:57:51 AM|1|4|Automated trading enabled (port 36973)

[benoirat]

Hardware

I am running NT on windows 7 64 bit, 2.8GHZ dual core processor, with 4GB ram.

[NinjaTrader_Bertrand]

benoirat, welcome to our forums - would you mind sending us your logs and trace via Help >> Mail to Support, potentially alongside with a simplified example (without your IP) of the script that we could run here on our end?

Are you managing any custom resources in your strategy that would require OnTermination calls?

[benoirat]

false alarm

Sorry after deeper analysis, it ends up there is actually no problem. The multi threading in the optimizer was screwing up my (badly coded) logging, which made me beleive that the optimization was stopping early, which it in fact is not