Market Playback slows down significantly over time. Is there a fix?

[Tartagliagroup]

So i've been running tests on a new strategy and I noticed that Market replay seems to lag, and slow down significantly over time. At first, I thought it was due to the Log (My strategy enters many trades very quickly)... but I found that the log was not causing the issue after I used a Add-on that temporarily disables order info being sent to the Log. I tried the same strategy on multiple systems.. but still the same result.

Here is what is happening:
1. Testing strategy on 1 week worth of data. (MNQ 12-20_11/02 - 11/06)
2. Playback runs fast & smooth until about 11/04. (Or about half way through the week)
3. Once the test is finished, I have to usually force close NT8, reset the DB, and start again.
4. Running playback at max speed.

Here is what I've tried so far:
1. Closing the chart and running the strategy in Control Center only.
2. If I'm using a chart, I removed all indicators from chart.
3. Used add-on to temporarily disable order logging.
4. Tried strategy on 3 different systems. (All 3 systems are more than capable of handling this strategy)


From what I gathered, It seems like the issue is being caused by the high frequency of orders that my strategy is executing... But I'm hoping there is some sort of workaround.

Does anyone know how I can speed up this process or fix this issue all together? Replay works perfectly fine for the first half of the test... but then becomes unbearably slow.

Thanks in advance.



Also- I understand that it's not recommended to disable the Log. I only did that temporarily to diagnose the issue.

[NinjaTrader_Zachary]

Hello Tartagliagroup,

Thank you for your inquiry.

Do you experience the same behavior with any strategy or just this one specifically? (If you are not sure, you can test by running the Sample MA Crossover strategy)

Is this a strategy that you created or one that was acquired from a third party?

I look forward to your reply.

[Tartagliagroup]

Hello Tartagliagroup,

Thank you for your inquiry.

Do you experience the same behavior with any strategy or just this one specifically? (If you are not sure, you can test by running the Sample MA Crossover strategy)

Is this a strategy that you created or one that was acquired from a third party?

I look forward to your reply.

Thanks for your reply.

I had this strategy developed for me and I notice similar behavior with any of my "High Frequency" strategies.

[NinjaTrader_Zachary]

Hello Tartagaliagroup,

Thank you for your reply.

In this case, I would recommend contacting the programmer that designed this for you and reporting this issue to see if they can make any improvements to the code or do any debugging. It would seem that it has less to do with Market Replay specifically, and more so the way that the strategy is programmed and frequency of the executions. Feel free to let the developer know that they can reach out to ScriptingSupport(at)ninjatrader(dot)com if they'd like any suggestions as they work on debugging the strategy.

Please let us know if we may assist you any further.

[buildorbust]

Calculate = Calculate.OnPriceChange;

this cause slow down?

[geekodude]

I deleted the DOM, deleted all non-essential indicators and market replay runs a lot faster. It's the DOM that slows it down and takes forever through time.