NT performance

[staycool3_a]

Hi

I have been using NT for the past 2 years. I have the full license. I've used both paid and free version. I'm very much please with the ability of NT to program my ideas and bring them to life , in terms of, testing the strategies and going live with them.

However, I do not understand why this software is the slowest software I have ever used in my entire life. Every single time I try to connect to replay data. It freezes for 2,3,4 mins. Then when I connect to replay and try to load a strategy, again it freezes for 2-4 mins. Then if I try to modify the settings, another freeze. If I try to load a chart, takes for ever to load. It seems every single aspect is slow as hell!! It's so frustrating! Something that should take me click click click and test and go live takes me... Wait... Wait .. Wait. Why?? I have a super fast VPS. Everything else except NT is slow. And yes, I reset my data every day.. To hope that it performs better. I even deleted historical saved data!!!!!

[koganam]

Hi

I have been using NT for the past 2 years. I have the full license. I've used both paid and free version. I'm very much please with the ability of NT to program my ideas and bring them to life , in terms of, testing the strategies and going live with them.

However, I do not understand why this software is the slowest software I have ever used in my entire life. Every single time I try to connect to replay data. It freezes for 2,3,4 mins. Then when I connect to replay and try to load a strategy, again it freezes for 2-4 mins. Then if I try to modify the settings, another freeze. If I try to load a chart, takes for ever to load. It seems every single aspect is slow as hell!! It's so frustrating! Something that should take me click click click and test and go live takes me... Wait... Wait .. Wait. Why?? I have a super fast VPS. Everything else except NT is slow. And yes, I reset my data every day.. To hope that it performs better. I even deleted historical saved data!!!!!

That depends on how you are set up. NinjaTrader will load data for every instrument that is referenced in every open workspace. Yes, that includes everything in the Market Analyzer, and every open chart. NinjaTrader will also reload all the data that is available for each instrument. Just look at your hard drive light, and see how it goes haywire. Or even just watch the Control Center, and you will see it as it loads the data.

You might want to have a replay environment workspace, which has only the chart that you are testing replay on, and nothing else. You might also have to move some of the replay data (that is not in your test period) into a temporary repository.

[staycool3_a]

That depends on how you are set up. NinjaTrader will load data for every instrument that is referenced in every open workspace. Yes, that includes everything in the Market Analyzer, and every open chart. NinjaTrader will also reload all the data that is available for each instrument. Just look at your hard drive light, and see how it goes haywire. Or even just watch the Control Center, and you will see it as it loads the data.

You might want to have a replay environment workspace, which has only the chart that you are testing replay on, and nothing else. You might also have to move some of the replay data (that is not in your test period) into a temporary repository.

My setup is extremely simple. I only have 1 window open for charts. 4 indicators, all using multiple instrument data. And that's it. That's the same window I have for market replay, live trading and when I'm developing the strategy.

Are you saying that it would be better if I have a different workspace when developing strategies, different for market replay and different for trading? What difference would it make?

[sledge]

My setup is extremely simple. I only have 1 window open for charts. 4 indicators, all using multiple instrument data. And that's it. That's the same window I have for market replay, live trading and when I'm developing the strategy.

Are you saying that it would be better if I have a different workspace when developing strategies, different for market replay and different for trading? What difference would it make?

Are you using this:

Indicators have a BarsRequired property that may not be satisfied by only a few bars. You can Right click the chart > go to "Dataseries" > Set "Load Data Based on" to "Days", set "Days to load" to a higher number.

Are the indicators using infinity for Maximum Bars Look Back?

What happens with chart only?
What happens with indicator #1?
What happens with indicator #2?
What happens with indicator #3?
What happens with indicator #4?
What happens with indicator #1 & #2?

You get my drift....Which ones or combination does it hang up on?

[koganam]

My setup is extremely simple. I only have 1 window open for charts. 4 indicators, all using multiple instrument data. And that's it. That's the same window I have for market replay, live trading and when I'm developing the strategy.

Are you saying that it would be better if I have a different workspace when developing strategies, different for market replay and different for trading? What difference would it make?

Actually that is what I was implying, but there is no "one size fits all" solution. I personally, actually do have one workspace for development and Market Replay, and a different workspace for forward testing live trading. My real trading is done on a completely different instance of NinjaTrader, running in a different virtual machine.

However, you seem to be saying that you have no variations. If that is the case, we have to do load tests. First start with no indicators on the chart, and see how fast Market Replay loads, then start putting on the indicators one at a time and see how it affects load, especially as you are using multi-instrument data.

[NinjaTrader_PatrickH]

Hello calhawk01,

Thank you for your post.

Both koganam and sledge provide some great insight here. Please let us know the results of testing with the suggested actions.

[staycool3_a]

hi

In terms of performance; i'm just curious, how much lost of performance am I losing if i use the same NT for trading and same NT for creating strategies/testing. I have over 200 custom strategies, and maybe over 100 custom indicators, and obviously lost of data that is stored over the past 6 months. Are there any best practices you suggest? Should I delete unused strategies/indicators/data? Do they hinder performance even if they are not being employed of charts etc?

I just removed all of the old strategies, indicator, min data, day data, replay data, tick data etc to a different folder on my computer. Was this the best thing to do? Or is that unnecessary?

[sledge]

hi

In terms of performance; i'm just curious, how much lost of performance am I losing if i use the same NT for trading and same NT for creating strategies/testing. I have over 200 custom strategies, and maybe over 100 custom indicators, and obviously lost of data that is stored over the past 6 months. Are there any best practices you suggest? Should I delete unused strategies/indicators/data? Do they hinder performance even if they are not being employed of charts etc?

I just removed all of the old strategies, indicator, min data, day data, replay data, tick data etc to a different folder on my computer. Was this the best thing to do? Or is that unnecessary?

In my opinion - they only time you lose is scrolling is scrolling through such a list to find anything.

NT only loads stuff that is used. You're fine as long as you restart it periodically.

You should probably contact NT to get a simulation license key to do your development and testing on a different machine.

[NinjaTrader_Brandon]

Hello calhawk01,

Thanks for your post.

If these custom scripts are not applied to a chart or market analyzer in your open workspace(s) your performance should not be affected. I would suspect that when you compile indicators you may see a longer time for it to complete but that is about it.
You definitely could set up a second system with a simulation license to try to keep your main system clean as sledge has suggested.

[canuck]

Hi
I even deleted historical saved data!!!!!

I am certainly no expert on NT, but I am curious as to why one would delete stored data?

Everytime you call up that symbol, it will then have to take time and pull the data - in my experience limiting the timeline to what is required and keeping the data speeds up the process. (so if you don't require 600 days of data, reduce that setting or it will take time to load every instance you change symbols etc...)

It seems to me, as the other guys have pointed out, that your system is pulling far too much data from the past. If the system runs normally without changing symbols, that would most likely be the bottleneck slowing things down.

"Are the indicators using infinity for Maximum Bars Look Back?" - you certainly don't want to have the system looking for every data point in history!