Market Replay Test Speed

[aytacasan]

Hello,

I worry about is there a way that speed up market replay tests? I mean, i'm testing my scalper strategy on 2 min chart via market replay with 2 months data. I'm testing strategy 500X speed still test take 3.5-4 hours.

Thanks,
Aytaç Aşan

[sledge]

Hello,

I worry about is there a way that speed up market replay tests? I mean, i'm testing my scalper strategy on 2 min chart via market replay with 2 months data. I'm testing strategy 500X speed still test take 3.5-4 hours.

Thanks,
Aytaç Aşan

If you have a lot of trades it will slow down even more. Don't draw chart objects either.
Less charts is better.

Interesting, I'm at 500x and only moving 1 second at a time after 1 month on my laptop in market replay. LOL

[sledge]

Hello,

I worry about is there a way that speed up market replay tests? I mean, i'm testing my scalper strategy on 2 min chart via market replay with 2 months data. I'm testing strategy 500X speed still test take 3.5-4 hours.

Thanks,
Aytaç Aşan

Also, restart NT for each long replay.

I had restarted my earlier test after testing 1 week when things gummed up. I am 3 weeks in on restart and going quicker.

There a thread here about crashing NT in market replay by making massive amounts of trades. NT starts swapping memory in windows, and keeps growing until crash.

I believe NT8 will have faster than 500x.. But if these other issues aren't solved, it will still be slow.

[aytacasan]

Hello Sledge,

Thanks for your replay,

Yes I have a lot of trades because this strategy try to scalp market. I have almoust 1K trades in two months period. I'm not only create strategy related indicators also i added this indicators in initialize method, purpose of see strategy working correctly. Ok i'll try remove add indicator commands from strategy.

Also i have to mention my strategy's long and short side working separately on the same chart.

>>Interesting, I'm at 500x and only moving 1 second at a time after 1 month on my laptop in market replay. LOL

Sory i don't understand, are you mean for one month data, my strategy tests take a time only one second on laptop? If so i have to mention plus one thing too. I'm doing tests on my pc. It have 8 core 3.6 Ghz, 8GB RAM etc And make sure that strategy only using 3-4 simple indicator, simple rules.

Thanks,
Aytaç Aşan

[aytacasan]

Thanks for your Advice i'll try restart too. I think we need 10000X speed I think NT not using all hardware resources. Though, i'm observe when working test, my all core's doing something. This mean NT compatible and runing with multi-core processers.

[NinjaTrader_PatrickH]

Hello aytacasan,

Thank you for your post.

Sledge provides some good suggestions here to assist in speeding up Market Replay.

You are correct on the matter of the multiple cores, we are looking to improve this in the next major release of NinjaTrader.

Please let me know if you have any questions.

[aytacasan]

Hello Patrick,

Actually in my post post purpose is learn that is there any option for speed up ninja's market replay tests? If ninjatrader sending ticks acording to tick's timestamp of course i don't think so there is any option for this. But if ninja sending tick's periodically that can be adjustable from options then my test can be speed up. Of couse i prefer first way because of this way tests be more realistic.

Thanks.

[NinjaTrader_PatrickH]

Hello Aytaç Aşan,

Thank you for your response.

There is no method to speed up Market Replay other than the Speed Control button on the Market Replay Control window.