Running Playback Causes DB to grow in size

[ntbone]

I have been testing trading strategies using playback and have found that it seems to increase the size of the database after doing so. My understanding is that the playback orders/executions are discarded when you restart playback since they disappear from the orders and executions window, and can no longer be found in the trading performance reports. It can grow quite large if I run playback over a long enough period of time.

Why is the database growing?

[NinjaTrader_ChelseaB]

Hello ntbone,

I'll have a member of our support do some testing and look into this for you.

We appreciate your patience.

[NinjaTrader_Kate]

Hello ntbone,

Thank you for your note.

To clarify for testing, are you using Historical or Market replay data? If you are using Historical data, are you playing back time frames for which you already had data?

Thanks in advance; I look forward to further assisting you.

[NinjaTrader_Kate]

Hello ntbone,

I wanted to follow up with you.

I haven't received answers to my previous questions - have you resolved your inquiry?

Thanks for your patience; I look forward to resolving this item.

[ntbone]

I am playing back data for which I have collected using Market replay data. I run the playback on minute charts from June 17th through September 10, so its a sizeable amount of time. I run different tests, and the more orders it takes, the larger the database seems to get.

[NinjaTrader_Kate]

Hello ntbone,

Thank you for your reply.

Would you be able to provide an example script that reproduces this when used in playback? How many days of data are your charts used in Playback set to load?

Thanks in advance; I look forward to assisting you further.

[ntbone]

I have playback data for every day that the market was open between June 17th and September 10th, which is why I picked those dates. I cannot provide a script at this time that reproduces the issue.

Is this information from from NinjaScript.Log stored in the database?

[NinjaTrader_Kate]

Hello ntbone,

Thank you for your reply.

I've just done a test running the SampleMACrossOver strategy that comes built into NinjaTrader. I ran it on this past week's worth of data and set the fast to 10 and the slow to 15 so it would take plenty of trades. I also shut down NinjaTrader and renamed my database temporarily as NinjaTrader will generate a new, empty database if it does not find one with the exact name NinjaTrader.sdf.

So, starting with a fresh database, the size started at 7232 kb. I then ran the strategy in the Playback connection over this whole week on minute data. I then checked the size of the database and found it the same as before, 7232kb. I disconnected from the Playback connection and checked again — still nothing. Finally, I shut down the platform and checked a final time, and the database size was still 7232kb.

If you try doing the same as I did, do you see the database size grow?

Thanks in advance; I look forward to assisting you further.

[ntbone]

I will give it a test. Can you confirm whether NinjaScript.Log is stored in the database? My scripts make liberal use of the logging for debugging purposes. If that information is stored in the database that would explain why it is increasing in size.

[NinjaTrader_Kate]

Hello ntbone,

Thank you for your reply.

No, the only place log information is stored is in the log files in the folder of the same name.

Don't forget to delete your database that you used for testing and rename your original database back to NinjaTrader.sdf when you are done testing it out.

Thanks in advance; I look forward to assisting you further.

[ntbone]

I tested it over one week with the parameters above and it did not change the database file.

I am using the Account APIs to create my orders and manage them and my trade management is being done without a strategy. Could this be making a difference?

[NinjaTrader_Kate]

Hello ntbone,

Thank you for your reply.

Do you mean you're using an addon to place the orders, or are you using the Automated Trading Interface:

https://ninjatrader.com/support/helpGuides/nt8/automated_trading.htm

I'd like to try to reproduce what you're experiencing as closely as possible - an example of your workflow would be helpful.

Thanks in advance; I look forward to assisting you further.

[ntbone]

I am using Account.CreateOrder, CancelOrder, Flatten, Change, Submit to do all my order management.

[NinjaTrader_Kate]

Hello ntbone,

Thank you for your reply.

It sounds like you're using the unmanaged approach; would you be able to provide a copy of one of the strategies you've seen this with so I may test on my end? If so, please email platformsupport[at]ninjatrader[dot]com. Please include 2276799 ATTN Kate W. in the subject line and a link to this post in the body. Attach the strategy to your email.

Thanks in advance; I look forward to assisting you further.