Crash during optimization

[heiheilau2000]

MACombine.zip
I am new to nt 8, I found I always crash during optimization of some simple strategy like macrossover.

Is it related to my pc config or my strategy?

PC config:
CPU: i5 7200U
RAM: 12GB

Thanks.

[NinjaTrader_BrandonH]

Hello heiheilau2000,

Thank you for your post.

There are several factors that need to be considered with optimizations. By nature, they are brute force operations and they will use all of the CPU and memory resources they can. When memory is fully consumed, there will be slight stalls when garbage collection decommits memory and new resources are committed to memory to continue the optimization.

Please see the video created by my colleague 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

We should consider the following for memory consumption:
Data * Strategy resources * Number of optimization iterations * Number of trades * Keep best # of results.

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.

We can easily control the number of iterations involved and we can also consider writing our 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.
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

Let us know if we may assist further.