Exit StrategyAnalyzer?

[Skifree]

I've noticed that sometimes, especially using TickReplay, the analyzer will get stuck or hang, never finishing but never crashing. I've attempted to use closeStrategy after X minutes, but it doesn't work. How can I set a timer for this to end the analysis instead of rebooting the app?

[NinjaTrader_Gaby]

Hello Skifree,

Thank you for your post.

Unfortunately, there is not supported to way stop the Strategy Analyzer from running in code.

Computer memory is important for long resource-intensive tests that generate a large number of trades without your machine stalling. Computer processor speed is important to get optimization iterations done quickly and the number of CPU cores allows for more iterations to run simultaneously.

We should consider the following for memory consumption:

Data * Strategy resources * Number of backtest/optimization iterations * Number of trades * Keep best # of results (when optimizing).

With more complex code can come heavier calculations which may require more processing. This is further impacted by the amount of data being processed, the number of iterations in the optimization, and amount of new objects being created in each iteration.

It is important to note that the Tick Replay property implies that more PC resources are used to calculate your indicators and strategies also and as a result will lead to a performance impact. This is noted on the Tick Replay and Performance Tips help guide pages below.

Tick Replay:https://ninjatrader.com/support/help...ick_replay.htm
Performance Tips:https://ninjatrader.com/support/help...ance_tips2.htm

To improve backtests/optimization, you could reduce the amount of days being tested over to reduce the data being processed. You could also reduce the number of iterations by reducing the range of optimized parameters when running an optimization.

Further, when running an optimization use IsInstantiatedOnEachOptimizationIteration set to false and reset all objects that can be reset or instantiate all objects in State.DataLoaded. By doing so this will re-use memory locations instead of reserving new memory locations.

See the help guide documentation below for more information about running optimizations.

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

Please let me know if you have any further questions.

[Skifree]

How about a feature request to permit abort on backtests, just like optimizer, or added code functionality to exit?

[NinjaTrader_Gaby]

Hello,

Thank you for your suggestion.

I have submitted this as a feature request to the Development Team and will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[NinjaTrader_Gaby]

Hello,

We are tracking interest for this feature in an existing internal feature request ticket and I have added your vote. This request is being tracked under the number SFT-1359.

As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted on the Release Notes page of the Help Guide.

Release Notes —https://ninjatrader.com/support/help...ease_notes.htm