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Strategy analyzer tick replay

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    Strategy analyzer tick replay

    Hello. I am backtesting a strategy on the SA. The strategy is a two legged pullback type, so I have to select "tick replay" for it to take the trades properly. It takes around 4 hours or more to run one month. Is there any way to speed it up? Are there some settings I don't know about? Do I need a better computer? Thank you

    #2
    Hello Touch-Ups,

    For a regular backtest, I would not have many suggestions for improving the backtest speed.
    Avoid drawing objects.
    If you are not using the SystemPerformance collection, set IncludeTradeHistoryInBacktest to false.
    https://ninjatrader.com/support/foru...77#post1198277

    One month of historical tick data is a very large amount ticks that have to be processed, and this could take a while depending on the computer hardware.
    Further, the more orders that are placed, this will also impact the performance and memory usage.
    That said, for accurate historical fill prices the historical tick data is necessary.

    I would recommend checking the Windows Task manager to see which resource is impacted the highest. (Note, the backtest will be performed on one logical processor)
    https://ninjatrader.com/support/foru...35#post1055235
    Last edited by NinjaTrader_ChelseaB; 10-13-2022, 09:31 AM.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Would like to submit a request for a timer on backtests similar to the timer you get for optimizations on a backtest. I an running one for a month at the moment. 17 hours so far and counting.... BUT who know what "counting" means, because you don't get a timer for a regular backtest. I am waiting here wondering if it is even working? Is it close? Who knows how much longer I have to wait? Thanks

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        #4
        Hello Touch-Ups,

        I will submit this feature request on your behalf for the development team to consider.

        Once I have a tracking ID for this request I will post in this thread for future reference.
        Chelsea B.NinjaTrader Customer Service

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          #5
          Hello Touch-Ups,

          This request is being tracked with ID# SSFT-5142.

          Please note, we receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing, so we cannot offer an ETA or promise of fulfillment.

          When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number may be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

          Release Notes - https://ninjatrader.com/support/help...ease_notes.htm
          Chelsea B.NinjaTrader Customer Service

          Comment

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