Strategy analyzer speed

[Touch-Ups]

Have been running strats on the analyzer quite a bit over the last year or so. Some of them take forever to run... 2-6 hours or more on high iterations (50-100k, etc.). PC was 10 years old. Bought a new one (very good latest greatest) and the scans are not any quicker. I thought ninja utilized the cores/threads? Not a computer expert, but can something be done to speed up these high iteration runs?

[NinjaTrader_BrandonH]

Hello Touch-Ups,

Thanks for your post.

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.

My colleague Jim has created a video demonstrating how the SampleMACrossover strategy, a simple strategy that utilizes IsInStantiatedOnEachOptimizationIteration=false for efficiency, can still quickly utilize memory resources.

Demo — https://drive.google.com/file/d/15pz...w?usp=drivesdk

As we can see there are a number of factors that are involved and memory utilization can climb very quickly depending on a few of these factors. Once memory gets maxed out, we can experience short freezes where memory is decommitted, stored to disk, and then new resources are committed before the backtest is resumed.

You can easily control the number of iterations involved to improve optimization speed/performance and you can also consider writing your strategies to use IsInstantiatedOnEachOptimizationIteration = false; (Which requires that we reset class level variables in State.DataLoaded.)

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