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Old 10-08-2010, 01:20 PM   #1
ChiTrader2000
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Default SampleMACrossOver Backtest slow if run after a Custom Strategy w/o first closing NT7

Hello,

When I open NT7 and backtest the "SampleMACrossOver" system that comes with NT7 over a massive amount of 1 minute bar data , it backtests very quickly.

Then, when I backtest my own (very) complex strategy over the same data, which accesses SQL Server and a proprietary time series tick database millions of times, it runs slowly, as expected.

But the weird thing is that if I re-backtest the SampleMACrossOver strategy again after running my custom strategy, without first closing NT7 it is about as slow as my slow custom strategy.

When I close and reopen NT7 and re-backtest the "SampleMACross" system it is fast again.

Why would NT7 backtesting of the SampleMACrossOver strategy slow down so much when it is backtested after my complex custom strategy?

What can I do to fix this behavior?

Thanks in advance,

ChiTrader2000
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Old 10-08-2010, 01:52 PM   #2
NinjaTrader_Brett
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Hello,

What version of NinjaTrader are you using? This is located in the Control Center->Help->About to the right of the NinjaTrader logo.


Also, if you close the Strategy Analyzer window and reopen it and start the backtest does the backtest speed up or is it slow again?


I look forward to assisting you further.
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Old 10-08-2010, 02:09 PM   #3
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Hello NinjaTrader_Brett,

Thank you for the very fast and helpful reply.

I am using NT 7 Beta 20, on a Windows XP Machine.

When I close the Strategy Analyzer window and reopen it (without closing and reopening NT7 entirely) and re-backtest the SampleMACrossOver system, the backtest is still slow. It turns out that the only way to make the backtest fast again is to completely close and reopen NT7, not just the Strategy Analyzer.

Any ideas on how I can fix this?

Thanks,

ChiTrader2000
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Old 10-08-2010, 02:22 PM   #4
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Hello,

No problem. First before I look into this further please upgrade to beta 22 and let me know if the issue persists. As there are hundreds of fixes since beta 20.

To download the latest update goto Control Center->Help->Download Site.

Be sure to follow the special instructions.
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Old 10-09-2010, 10:07 AM   #5
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Hello,

The strangest thing...

Before I upgraded today, I tried to get the backtest of the SampleMACrossOver strategy to run quickly with Beta 20, but it was permanently slow, even when I closed and reopened NT7.

Then, I upgraded to Beta 22, and it was still slow, even when I closed and reopened NT7.

One more note... my "experiment", both when the SampleMACrossOver was fast (yesterday) and when it was slow generated the same number of trades (over 50,000, on >2,500 contracts over a 14 month period), so the backtest used to be fast, and was generating the same number of trades now, so I strongly believe that I have experienced a real phenomenon of NT7 slowing down... I don't believe that the phenomenon is due to a difference in the way that my tests were run.

Any ideas?

Thank you very much in advance!

ChiTrader2000
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Old 10-11-2010, 06:12 AM   #6
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Hello,

Can you please send a screenshot of the settings your using when starting the backtest.

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and attach as an attachment to this thread.


Thank You.

I look forward to assisting you further.
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