Backtesting Range Bars

[RandyT]

I am finding that if I backtest using Range bars, NT will grow to over 1GB memory and die.

Something I am doing?

I've tried with as little as 2 weeks of data.

[NinjaTrader_Jason]

This can be as expected. Tick data is used to create range bars. Due to the recent volatility of the markets, NinjaTrader will need to process much more ticks than usual.

I tested it on my end and it used the same amount of RAM, but it just finished before it reached 1 GB RAM. I suggest to try a week instead of two weeks and check if your backtest will finish.

[RandyT]

I've tried using just one week back in June and January of this year. I have also confirmed this behavior running the backtest using the SampleMACrossover.

[NinjaTrader_Jason]

Does the error occur if you would use 3 days of historical data or upon using a different interval type?

How much RAM do you have available?

If the error recurred, the request was still using too much RAM.

[RandyT]

The computer has 8GB of RAM and is a Quad Core 2.4ghz.

I can backtest over 2 years of data if I choose Minute intervals. I'll have to get back to you on testing a shorter timeframe of Range bars. I would consider not being able to backtest a year of Range bars to be a bug.

Does the error occur if you would use 3 days of historical data or upon using a different interval type?

How much RAM do you have available?

If the error recurred, the request was still using too much RAM.

[NinjaTrader_Jason]

Let me know if the behavior persists on using a shorter timeframe. If so, please send me your log and trace files for the day you ran the backtest.

If possible please provide me the times for the different backtests you performed. You can find the log and trace files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20081024 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20081024 for today. (trace.yyyymmdd for any other date)