replay grows sluggush with autotrader strategy

[roland_nt]

When testing a auto trader strategy using Market Replay at 500x, NT slows down and will ultimately become unresponsive after about 4 hours of market data. It starts out running at about 1 sec per 5 minutes of market data gradually going to 5 minutes for a few seconds of market data, at which point NT becomes generally unresponsive.
The CPU usage show 99% utilization of 1 of 4 cores by NT, but nothing is happening.
Memory usage shows about 130k, Windows XP, 3 gig RAM, no other programs running

The strategy uses ATMStrategyCreate and the DOM.
Running replay in the same exact workspace but without the strategy runs OK
Running the strategy with the order handling commented out runs OK.
I am uncertain where to look to solve this issue.
Any Ideas?

[NinjaTrader_Bertrand]

Hi Robert, is this being run on latest NT7 R11?

Does it matter which ATM Strategy template is called in the AtmStrategyCreate() call?

Do you run a lot of custom logging / printing in the script?

Same for any instrument / timeframe / barstype you tried on?

Would you notice any errors in NT's log tab or trace file as the slow down is witnessed?

Thanks,

[roland_nt]

replay strategy sluggish

Bertrand:
Loading the new NT 7 .11 announced Tuesday made the difference,
although I didn't see anything in the release notes to account for the difference.
None of the other ideas you asked me to try affected the gradual replay slowdown.
One thing I did notice under (the old sluggish ) nt7.1000.10 was that minimizing the chart that had the strategy loaded made the slowdown go entirely away as long as the chart stayed minimized.
Perhaps that bit of feedback will be useful to the developers.

I'll keep watching and let you know if the fix seems stable.

[Ragingbull]

Can't get Replay to work properly

Hi,

I get the green replay connection, I get the replay control box and I can activate my strategies in the charts.

Since yesterday evening, when I start the replay, nothing happens. No time evolution on the chart, no transactions visible in the orders or the strategies folders (even on 500x speed). Only the time counter on the replay control box is going forward.

It was working fine before yesterday using the same strategies and using the data from the same time span. Eventhough I get this error message about YM and historical data corrupted.

I have unchecked the box for historical recording as requested.

Best regards,

[NinjaTrader_Bertrand]

Ragingbull, in the future please open a new thread for your issues if they are not closely related to the TO's initial report. Thanks.

Did you reload your historical chart data as recommended in the Historical Data Manager?

I would also suggest upgrading your version, we released R11 this week and thus you would be 3 version behind latest changes - the upgrade is available here for you - http://www.ninjatrader.com/download-registration.php

Finally I see a custom indicator issue noted in your diagnostic files provided, please run a clean replay chart on the R11 version and then see if you would still face a blank display.

[NinjaTrader_Bertrand]

Bertrand:
Loading the new NT 7 .11 announced Tuesday made the difference,
although I didn't see anything in the release notes to account for the difference.
None of the other ideas you asked me to try affected the gradual replay slowdown.
One thing I did notice under (the old sluggish ) nt7.1000.10 was that minimizing the chart that had the strategy loaded made the slowdown go entirely away as long as the chart stayed minimized.
Perhaps that bit of feedback will be useful to the developers.

I'll keep watching and let you know if the fix seems stable.

Thanks for sharing Roland, we'll keep this in mind - please let us know if you would still run into any issues with the latest R11.

[Ragingbull]

Hi Bertrand,

Sorry for the mistake related to the post. I though it was creating a new one.

Should I upgrade eventhough I am running IB? I see in in the upgrade message that it is suggested not to do it for the moment.

Concerning the reload of YM historical data, I have done it but still get the error message.

Best regards

[NinjaTrader_Matthew]

Hello,

If you're using IB, please wait to upgrade until we have announced support for this version.

[marcow]

so that I understand correctly, upgrading to R11 solved the replay-slowdown issue you described in the first post of this thread ?

[sledge]

so that I understand correctly, upgrading to R11 solved the replay-slowdown issue you described in the first post of this thread ?

May not be directly related. i have no problems in market replay.


Are you having slow downs?

[roland_nt]

sluggish replay v 11

Bertrand:
here is the latest feed back v11
1)v.11 has less of a problem slowing down over time, it takes about 4 hours (approx 7 trading days data will have passed) to get really slow whereas v10 took about an hour and 1 day data on the same instrument and chart. When working at speed a "day" v11 takes about 2 minutes. Slow could be an hour plus.
2) the slowdownn will reset if I pause Market Replay, disable, then enable the strategy.. It will then run for awhile again at good speed before slowing down. Clearly some kind of internal structure is being built up which grows and NT is scurrying around using cycles trying to deal with it. I notice that other things will get affected, for example, buttons on the task manager will be sluggish even though the system (XP) is not using all resources or cores
3)Minimizing the chart window will show an immediate improvement, but even when minimized completely, the slow down will still eventually happen, it just takes longer to manifest.
4) I have not tried many combinations of bar type or length. I can say that i notice the problem on 5 minute bars and a 3rd party bar type with ES and CL 24/7 time templates

Here are some of the salient characteristic that might give a clue:
1)The strategy does write messages to the screen on every tick using the same tag.
2)It does access GetAtmStrategyEntryOrderStatus on every tick as it is in a trade most of the time.
3)It does use ATMStrategyCreate.
4)The strategy does draw a lot of screen objects. maybe 40 per trading session. I'll get an object count if you need that.
5)It does generally adjust targets and stops once a trade is in play.
6)The strategy does use multiple time frames to get access to external close values of other minute bar charts
7)If order processing and DOM control is commented out but all other screen ornamentation, objects,messages etc are left in, there is no slowdown.


Let me know if I can help with any other data.

[NinjaTrader_Bertrand]

Thanks for the details roland.

Would you see a slowdown as well with our SampleAtmStrategy running that also only would call AtmStrategy order methods in its workings?

Could you please contact me via Help >> Mail to Support and point also out a time period where the slowdown was experienced? This way I can correlate to your trace / logs submitted automatically with this support request.

Would it be possible testing a version of your strategy with any proprietary trading logic replaced by 'dummy' signals from an MA or Osc perhaps? If the issue is to be found in the core order logic as you feel, then it should become evident in this setup as well and we could hopefully further look into by reproducing here then.

Thanks much,

[roland_nt]

replay grows sluggush with autotrader strategy

Bertarnd:
The slowdown appears to be intermittent, seemingly dependent on what has been going on in NT prior to running the strategy.
Generally, just after a restart of v11, the problem doesn't happen. I am trying to find the reliable way to induce the slowdown.
When i do, I will send you the environment data.
Thanks for your ideas so far.
Roland.

[marcow]

some additional info on the the replay slowdowns from my experience (I replay all my strategies on Renko charts)

1) the time it takes for the replay to become sluggish is directly related to the amount of trades a strategy makes.

2) the time it takes for the replay to become sluggish is directly related to replay speed setting. Meaning 500X is the fastest way to trigger the slowdowns.

3) replaying multiple strategies on separate charts will trigger the slowdowns much faster



the slowdowns occur with the following symptoms:

- CPU% useage in the task manager increases from 2% at replay start to about 20%
- memory usage increases from around 80 Mb (after restart NT) to 600+ Mb after 3 month of replay.
- a lot of disk caching at regular intervals, although 3 GB free RAM. (disk caching is audible as 1 to 2 second bursts, the same sound as doing a harddrive random-seek test)
- replay stops at regular intervals, pauses for a few seconds and then advances again.
- if in a pause, NT control center and replay window do not respond.
- once the slowdowns start to occur, replay runs much slower then the speed indicated in the replay control panel.

If you like, I can try to create a test strategy and describe the steps to reproduce these slowdowns.

Or did you guys already found a solution ?

Marco

[sledge]

I think this is a known , "directly related to the amount of trades a strategy makes".

even if you replay the same segment over and over, that will still slow down.

I've read previous posts about this.

Also - on a weekend day when I had to work, I replayed an entire day @ 1x. I did lose 15 minutes at 4:15 pm eastern ( ie, it was really 4:15pm when MR said it was 4:00pm). I'm sure I started M.R. at the same time to be in sync. I haven't tried that test since.

But yeah, I've seen where the MR slows to a crawl after a few trades a day over a couple months of a contract, with multiple restarts (to test strategy code changes).

Exiting clears things up, until it gets clogged up again.

some additional info on the the replay slowdowns from my experience (I replay all my strategies on Renko charts)

1) the time it takes for the replay to become sluggish is directly related to the amount of trades a strategy makes.

2) the time it takes for the replay to become sluggish is directly related to replay speed setting. Meaning 500X is the fastest way to trigger the slowdowns.

3) replaying multiple strategies on separate charts will trigger the slowdowns much faster



the slowdowns occur with the following symptoms:

- CPU% useage in the task manager increases from 2% at replay start to about 20%
- memory usage increases from around 80 Mb (after restart NT) to 600+ Mb after 3 month of replay.
- a lot of disk caching at regular intervals, although 3 GB free RAM. (disk caching is audible as 1 to 2 second bursts, the same sound as doing a harddrive random-seek test)
- replay stops at regular intervals, pauses for a few seconds and then advances again.
- if in a pause, NT control center and replay window do not respond.
- once the slowdowns start to occur, replay runs much slower then the speed indicated in the replay control panel.

If you like, I can try to create a test strategy and describe the steps to reproduce these slowdowns.

Or did you guys already found a solution ?

Marco