Memory leak?
Hello there,
I've isolated the memory consumption in my strategy to the following lines in OnStateChange, State.SetDefaults. All other lines are commented out, OnBarUpdate lines are commented out (no transactions, or plots made);
Memory is consumed but never released. When I commend them out, memory consumption looks normal (consumed, stable, then released).
I grafted the code into a completely new blank strategy and the memory leak is evident, optimizing only on the value of StartTrading:
I've isolated the memory consumption in my strategy to the following lines in OnStateChange, State.SetDefaults. All other lines are commented out, OnBarUpdate lines are commented out (no transactions, or plots made);
Memory is consumed but never released. When I commend them out, memory consumption looks normal (consumed, stable, then released).
Code:
AddPlot(new Stroke(Brushes.Lime, DashStyleHelper.Solid, 2), PlotStyle.Line, "MACDPlot");
AddPlot(Brushes.Khaki, "PriceTrend");
AddPlot(Brushes.Cyan, "SqueezeExpansion");
AddPlot(Brushes.Magenta, "Squeeze");
AddPlot(Brushes.Yellow, "MACDReversal");
AddPlot(Brushes.Orange, "MACDDiffExpansion");
AddPlot(Brushes.Green, "PositionPlot");
AddPlot(Brushes.Plum, "Trigger");
AddPlot(Brushes.MediumSpringGreen, "LinRegSlope");
Plots[0].Width = 2; // MACDPlot
Plots[1].Width = 2; // PriceTrend
Plots[2].Width = 2; // SqueezeExpansion
Plots[3].Width = 2; // Squeeze
Plots[4].Width = 3; // MACD Reversal
Plots[4].PlotStyle = PlotStyle.Dot;
Plots[5].Width = 2; // MACDiff Expansion
Plots[6].Width = 3; // PositionPlot
Plots[6].PlotStyle = PlotStyle.Dot;
Plots[7].Width = 4; // Trigger
Plots[7].PlotStyle = PlotStyle.Dot;
Plots[8].Width = 2; // LinRegSlope
Plots[8].PlotStyle = PlotStyle.Line;
Code:
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class MyCustomStrategy : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "MyCustomStrategy";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
// MEMORY LEAK
AddPlot(new Stroke(Brushes.Lime, DashStyleHelper.Solid, 2), PlotStyle.Line, "MACDPlot");
AddPlot(Brushes.Khaki, "PriceTrend");
AddPlot(Brushes.Cyan, "SqueezeExpansion");
AddPlot(Brushes.Magenta, "Squeeze");
AddPlot(Brushes.Yellow, "MACDReversal");
AddPlot(Brushes.Orange, "MACDDiffExpansion");
AddPlot(Brushes.Green, "PositionPlot");
AddPlot(Brushes.Plum, "Trigger");
AddPlot(Brushes.MediumSpringGreen, "LinRegSlope");
Plots[0].Width = 2; // MACDPlot
Plots[1].Width = 2; // PriceTrend
Plots[2].Width = 2; // SqueezeExpansion
Plots[3].Width = 2; // Squeeze
Plots[4].Width = 3; // MACD Reversal
Plots[4].PlotStyle = PlotStyle.Dot;
Plots[5].Width = 2; // MACDiff Expansion
Plots[6].Width = 3; // PositionPlot
Plots[6].PlotStyle = PlotStyle.Dot;
Plots[7].Width = 4; // Trigger
Plots[7].PlotStyle = PlotStyle.Dot;
Plots[8].Width = 2; // LinRegSlope
Plots[8].PlotStyle = PlotStyle.Line;
// END MEMORY LEAK
}
else if (State == State.Configure)
{
}
}
protected override void OnBarUpdate()
{
//Add your custom strategy logic here.
}
#region Properties
[NinjaScriptProperty]
[Display(Name="StartTrading", Description="Time to begin trading", Order=1, GroupName="Basic Configuration")]
public int StartTrading
{ get; set; }
#endregion
}
}
Comment