replay speed slows down exponentially

[yodaler]

I'm using Ninja 8.0.26.0.

Using replay data on CL ##-## from 2022 April 18 - 27 (so the front month then was CL 06-22), and using simple 1 minute and 1 hour charts, with only a single indicator (attached full source code, see replayrate.cs) --an indicator whose only job is the measure the replay rate versus wall clock seconds -- I see an exponential decline in replay speed as the replayed minutes and hours of replay unfold. This should be quite easy for your developers to replicate, using that code.

Pictures speak more than words. I've attached several. The peaks in the orange replayrate indicator line at the bottom are read as: this is the replay ticks processed per wall-clock second.

[yodaler]

Additional note: I was running Replay at Max speed every time.

[NinjaTrader_ChelseaB]

Hello yodaler,

I will do some testing and I will let you know what I find.

I appreciate your patience.

[yodaler]

Dis-connecting and re-connecting the Playback connection will momentarily speed things up again, right after the re-connect, but then the speed decays again.

[NinjaTrader_Kate]

Hello yodaler,

Thank you for your reply.

I've been doing some testing on this on behalf of Chelsea who's got a lot on his plate at the moment and I believe, while we can certainly point this out to the development team, that it would be expected when running playback over more than a few days, especially when running it at maximum speed. How much the speed would be affected would be related to how much RAM you have and the speed of your processor. Basically, every second it's trying it's best to process all the ticks coming in as fast as it possibly can, and in periods of high volatility that can be A LOT of ticks it's got to process. The longer a time period this occurs in (ie the greater the number of days you play back) the more pronounced I would expect the slowing to be.

The thing is that the Playback connection isn't really meant to play back a large number of days in a row. For that, there's the Strategy Analyzer, which uses historical data so it's less accurate, but doesn't have to process every single tick over a long period of time. It gets faster when you disconnect and reconnect because that clears the prior played over data out of memory so you're basically starting fresh again.

Unfortunately there's not a lot we can do from our side of things - a lot is dependent on your machine's capabilities. What I can suggest is limiting testing with market replay data to a short number of days at a time, as it will maintain a better speed when playing back shorter time frames.

Please let us know if we may be of further assistance to you.

[yodaler]

Hi Kate,

Please refer it to development.

Were you guys able to reproduce the effects?

The bug/puzzle is why the ticks *processed by NinjaTrader* per minute should vary much --if at all--over time, let alone a dramatic decrease. That should be relatively constant, independent of the number of ticks in a bar. It happens very quickly, the machine has plenty of resources, and it seems to point quite clearly to a software defect.

Thanks!