Memory leak?

[Skechers]

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).

                            
                            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;

​

I grafted the code into a completely new blank strategy and the memory leak is evident, optimizing only on the value of StartTrading:

#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

    }
}
​

[NinjaTrader_BrandonH]

Hello Skechers,

Thanks for your post.

So I may accurately assist, please answer all the questions below.

• What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
• Are you running a backtest or optimization on the strategy in question in the Strategy Analyzer window?
  • If so, what are the settings being used when running a backtest or optimization in the Strategy Analyzer?
• What instrument and interval is this strategy being tested on?

I look forward to assisting further.

[Skechers]

Hello Skechers,
lease answer all the questions below.

• What version of NinjaTrader are you using? Please provide the entire version number.: 8.1.1.7 64-bit
• Are you running a backtest or optimization on the strategy in question in the Strategy Analyzer window? Optimization
  • If so, what are the settings being used when running a backtest or optimization in the Strategy Analyzer? Default settings when a blank strategy is generated. The optimization parameter used is StartTrading.
• What instrument and interval is this strategy being tested on? MES 12-23

I look forward to assisting further.

It's a blank generated strategy. Thanks!

[Skechers]

Also, the range of dates makes a difference. In this case I was using 8/1/2022 through 9/13/2023

[Skechers]

Found the problem with the 3rd party add-on: NinzaRenko. The memory leak does not occur with NT's Renko data series type.