Strategy Analyzer has become slow, what's wrong?

[philmg]

Hi,
from one day to the next my strategy analyzer has become unusually slow. I am running 3600 iterations here on a 12 range chart of NQ, time frame close to 1 year. This used to be done in a few mins. Now it take multiple hours. I have worked a lot with NT in the past days, so am not really sure, if I did anything that has changed some setting or so leading to this.

My CPU and mem are not fully utilized either.

[philmg]

I tested with the sample MA crossover strategy on a 1 min chart for 1 year. This takes about 5 mins now. It would have taken less than 1 min, maybe 15 secs before. I don't know what happened that it is now so slow.

[NinjaTrader_Gaby]

Hello philmg,

Thank you for your post.

What kind of tests have you been running in the past few days, have they been backtests? Or optimizations? Has the time frame for these tests all been over a year?

From your screenshot, it looks like you are using range bars which backtested over a year would be a large amount of tick data.

What OS are you using? Are you using a VPS?

Please see this Help Guide page which discusses factors that can affect optimization performance:

https://ninjatrader.com/support/helpGuides/nt8/index.html?optimize_a_strategy.htm#UnderstandingFa ctorsThatAffectOptimizationPerformance



Computer memory is important for long resource-intensive tests that generate a large number of trades without your machine stalling. Computer processor speed is important to get optimization iterations done quickly and the number of CPU cores allows for more iterations to run simultaneously.

We should consider the following for memory consumption:

Data * Strategy resources * Number of backtest/optimization iterations * Number of trades * Keep best # of results (when optimizing).

With more complex code can come heavier calculations which may require more processing. This is further impacted by the amount of data being processed, the number of iterations in the optimization, and amount of new objects being created in each iteration.

It is important to note that the Tick Replay property implies that more PC resources are used to calculate your indicators and strategies also and as a result will lead to a performance impact. This is noted on the Tick Replay and Performance Tips help guide pages below.


Tick Replay:https://ninjatrader.com/support/help...ick_replay.htm

Performance Tips:https://ninjatrader.com/support/help...ance_tips2.htm



To improve backtests/optimization, you could reduce the amount of days being tested over to reduce the data being processed. You could also reduce the number of iterations by reducing the range of optimized parameters when running an optimization.

Further, when running an optimization use IsInstantiatedOnEachOptimizationIteration set to false and reset all objects that can be reset or instantiate all objects in State.DataLoaded. By doing so this will re-use memory locations instead of reserving new memory locations.

See the help guide documentation below for more information about running optimizations.

IsInstantiatedOnEachOptimizationIteration —https://ninjatrader.com/support/help...niteration.htm
Optimization Tips —https://ninjatrader.com/support/help...ionPerformance
Walk Forward Optimization —https://ninjatrader.com/support/help...ss_metrics.htm
Genetic Optimization —https://ninjatrader.com/support/help..._algorithm.htm