Memory Leak

[Tonkingrf1551]

Good morning,

I run a lot of backtests over a 400 symbol list on the 1min timeframe over a couple year period. I find that running a backtest takes about 30min but uses about 20% of my 128gb of memory, after 2 or 3 backtests NT normally closes during the next backtest. If I close NT before this, it keeps running in the windows task manager after it closes, then I will end task in the task manager and memory will drop a little but will still be at ~30% then on system reboot it is normally about 8%.

I think I have a memory leak in my code. I have looked into adding State.Terminated in my scripts but that hasn't helped. My custom indicator that my strategy is based off of consists of a couple SMA's and ATR's added along with some custom bools and a 2min and daily timeframe is added to the 1min timeframe

Is there a direction that someone would recommend me looking into? Or something that I should look up in the help guides? It seems like data is being stored that is no longer needed but I am not sure how to find out which part or what data is being held on to.

I am somewhat new to this so any help would be greatly appreciated.

Thanks Ryan

[NinjaTrader_BrandonH]

Hello Ryan,

Thanks for your post.

Please write in to support[at]ninjatrader[dot]com with a brief description of your inquiry, answers to the questions below, and attach your log and trace files using the steps below so I may investigate this further. In the subject of your email include Attn: BrandonH and in the body of your email include a link to this forum thread.

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
• Are you running backtests or optimizations?
• Can you reproduce the behavior when testing the SampleMACrossover strategy that comes default with NinjaTrader?
  • If so, what are the exact steps and settings you are using to reproduce the behavior?
• Do you close NinjaTrader while it is in the middle of a backtest or optimization when this occurs?

Follow the steps below to manually attach your log and trace files to your response so I may investigate this matter further.

• Open your NinjaTrader folder under, "Documents" (sometimes called, "My Documents")
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

I look forward to assisting further.

[QuantKey_Bruce]

You could compile your code in debug mode, then attach a debugger and see what it's doing during that time. Do you use any locks? Or any invokes? Those are the places I would look first if you think your code is hanging. If you do not use unmanaged resources, then you can't really cause a memory leak unless you're keeping references somewhere e.g. a static list or the like. You could experiment with calling GC.Collect() every X iterations e.g. every 100 iterations. Strategy Analyzer doesn't do this so it runs as fast as possible, but it does also use basically all of the resources.