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Does anyone esle find Ninja problematic for optimizing strategies?


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Does anyone esle find Ninja problematic for optimizing strategies?

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  #1 (permalink)
 rsi77 
Chicago
 
Experience: Intermediate
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I was a long-time user of Trade Station and became fairly proficient at coding "Easy" language. I switched to Ninja because I liked the look of their charts and I was frustrated with TradeStation's way of back testing, where a touch at a price counted as a definite fill. This is very unrealistic for a scalping strategy.

Anyway I've finally gotten fairly decent at programming strategies in Ninja, but I find that Ninja hangs up very easily if I'm back testing over more than 2 or 3 weeks. TradeStation was much more stable in this regard IMO.

Anybody have similar experience? Is there a way to improve Ninja's performance?

rsi77

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 sam028 
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2 or 3 weeks, but with which time frame, how many bars ?
I've backtested some strategies with more than 1.000k without stability issues (it's just quite long ).

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 Big Mike 
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rsi77 View Post
I was a long-time user of Trade Station and became fairly proficient at coding "Easy" language. I switched to Ninja because I liked the look of their charts and I was frustrated with TradeStation's way of back testing, where a touch at a price counted as a definite fill. This is very unrealistic for a scalping strategy.

Anyway I've finally gotten fairly decent at programming strategies in Ninja, but I find that Ninja hangs up very easily if I'm back testing over more than 2 or 3 weeks. TradeStation was much more stable in this regard IMO.

Anybody have similar experience? Is there a way to improve Ninja's performance?

rsi77

rsi77,

If you are using anything other than minute data, then almost always the issue is the .NET memory limits of Ninja 6.5. There is a hack (here) but won't work for most people due to the complexity.

You'll probably just need to wait for NT7 if this is what you're seeing. You can know for sure by checking taskmgr and seeing if it is exceeding about 1.3-1.5GB. If so, it's the memory cap issue.

You also need to keep very close eyes on the Log tab inside control panel.

Mike

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  #4 (permalink)
 rsi77 
Chicago
 
Experience: Intermediate
Platform: Ninja Trader & TradeStation
Broker: Amp Futures/Zen-Fire
Trading: ES
 
Posts: 56 since Jun 2009
Thanks: 17 given, 48 received

Yep, I use tick and volume charts for most of my testing. Josh at Ninja also said the NT 7.0 has better memory handling capability than the present version and that this should help with the choking I so often experience. I would use your hack but am not running XP64. Thanks for the info anyway. Oh well. I hope 7 is out soon.

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Last Updated on June 17, 2009


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