Replay runs extremely slow

[timko]

NQ, already set to MAX or x1000, there is no network or computation power limit for me.
it took less than an hour to finish one months data last weekend but only completed 2 days in the last 20 hours. is there any suggestion to boost it up? does it relate to design of strategy, calculation complexity of indicators? or simply, is the Replay data server working properly? quite frustrated, pls help

[NinjaTrader_Marco]

Hello timko,

Thanks for posting to the forums.

Setting Calculate.OnBarClose would be the only setting that would be used to throttle performance in Playback unless the strategy offers some of its own settings to control its performance. Historical Fill Processing will not matter in this situation because the order fills are being simulated from the streamed "realtime" data that comes from the Playback Connection.

You could enable the strategy from the Control Center to test in a leaner environment which could yield faster results since the only thing that would be processed is the strategy. Anything else would depend upon how efficient the strategy code is written and how complex it is.

Strategies are also run against a single instrument thread when in realtime mode, so we cannot expect the same multi-threading benefits as seen from Historical Processing (from a thread pool.)

I've included some Best Practice tips for NinjaScripts which could help to speed up the script further.

Best Practices (Performance Tips) - https://ninjatrader.com/support/help...tm#Performance

Using the Strategy Analyzer to backtest will be significantly faster than using the Playback Connection and can better utilize multiple cores of your CPU. This will come at a cost for fill accuracy considering the differences between Realimte simulations and Historical simulations.

Discrepancies between Realtime and backtest - https://ninjatrader.com/support/help...ime_vs_bac.htm

Help guide information is publicly available.

Please let me know if I may be of any further assistance.