Strategy Analyzer Freezes when Adding Single Tick Series

[tony_28217]

Background: I normally work with single data series strategies (currently using range and renko bars) and the "Last" used for calculation. Recently I started experimenting with using the Bid and Ask. All of these work fine and have great alignment between High Resolution and live testing.

Problem: I have started to work with multiple data series (using the Bid and Ask for the same instrument). When I run this with ONLY those two, everything works fine. But clearly this is only the equivalent of Standard Resolution. The summary/chart/analysis/etc all load perfectly. But clearly there's an accuracy loss. So I add a TickData Series (not tick replay but I am using OnMarketData) which leads to the strategy analyzer window to freeze and ultimately NT desktop needs to be restarted. The summary does not load at this time. Just gives me the "this application is not responding, do you want to let it continue?" I have left it for well over an hour (for backtests lengths from about 6 weeks to 18 months) multiple times.

What's funny is when I open up NT and the Strategy Analyzer again, I can load up the summary which is helpful (so this would suggest the backtest completed) but if I select the chart or summary... freezes again.

I'm running with 96GB of DDR5 on a 7900X AMD processor so... not normally an issue even with any other NT process.

I've looked around but don't know exactly where to look for logs that would be helpful if I can send them in or if anyone else has any tips.


Edit (yes I'm using the most recent version of NT 8)

Thanks for reading.

[NinjaTrader_Jesse]

Hello tony_28217,

I would suggest to try and clear the cache and retest. Exit NinjaTrader and then open the following folder, delete all of the sub folders from this folder:

Documents\NinjaTrader 8\db\cache

[tony_28217]

Hi Jesse,

I just tried that and unfortunately the exact same thing occurred. I also have reinstalled NT8 desktop and still no luck.

[NinjaTrader_Jesse]

Hello tony_28217,

Going beyond that please try deleting the tick data and then reloading it.

1. Exit NinjaTrader
2. Open the folder Documents\NinjaTrader 8\db
3. Remove the Tick folder
4. Start NinjaTrader
5. Open a chart for a tick based series and set the days to load far enough back to include the time you wanted to test
6. Make sure the chart loads and you can see the full time period.

[tony_28217]

HI Jesse, I did one better.

I had access to a separate PC, installed NT8 on it, moved the strategy code over and the same thing happened.

As a reminder, this does not stop it from being loaded on a chart/applied to a strategy but causes the strategy analyzer to freeze completely.

[NinjaTrader_Jesse]

Hello tony_28217,

Did you test without using that strategy to confirm if the problem is related to how that strategy is coded?

[tony_28217]

Hi Jesse,

Yes I frequently run other strategies and they all perform well. I even have a version of this same strategy with the only changes being running on a single series (Last, Ask, OR, Bid) which runs perfectly fine in Strat analyzer.

Is there a log file (I can't seem to find any) that is created when strategy analyzer crashes or something else I can send to the team somewhere?

[NinjaTrader_ChelseaB]

Hello tony_28217,

Try reducing the date range and test over a 3 day date range.

Does the Strategy Analyzer freeze?

Note, freezing behavior wouldn't constitute as a crash so no errors would be written in the log.

[tony_28217]

Hi Chelsea, I think for now the problem is mostly solved. there was a single charting line that seemed to be causing problems. I'll revert back if this problem reappears later on.

Thanks for your help as always.