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Optimization locking

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    Optimization locking

    When I run strategy analyzer my computer freezes and I have to restart every time. Backtest will work but ultimately it will lock the computer also. If it has very few parameters then it will almost work but still ends up locking up.

    #2
    Hello Zinger357,

    Thank you 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.

    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.

    Optimization Tips —https://ninjatrader.com/support/help...ionPerformance

    ​Please let us know if you need further assistance.
    Gaby V.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by Zinger357 View Post
      When I run strategy analyzer my computer freezes and I have to restart every time. Backtest will work but ultimately it will lock the computer also. If it has very few parameters then it will almost work but still ends up locking up.
      How much RAM do you have? I found 32gb on my pro dedicated server to be the best balance of value and strategy analyzer performance

      Comment


        #4
        It's only at 16gb but not a problem to update thanks for advice. The smaller number of iterations the better it performs. The machine is 2 years old and I'll look at updating ram that's easy. I purchased a high end gaming machine for Ninja Trader but it is 2 years old like I said.

        Comment


          #5
          Originally posted by Zinger357 View Post
          It's only at 16gb but not a problem to update thanks for advice. The smaller number of iterations the better it performs. The machine is 2 years old and I'll look at updating ram that's easy. I purchased a high end gaming machine for Ninja Trader but it is 2 years old like I said.
          If you have the additional slots on your mobo, upgrade to as much RAM as possible and you should see a nice boost

          Comment


            #6
            It does have 2 slots open but I had to order the ram and it will be here tomorrow. Following the tips did wonders for reducing the iterations! Thanks for the help!!!

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