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I'm looking to upgrade my computer and/or VPS solely for the purpose of running market replay- I need to test several strategies over several months without the computer bogging down to unusable speeds.
Has anybody done a speed test comparison in replay mode across multiple computers and/or VPS providers? I can't find much info online as to how computer performance affects replay/playback
I'm basically trying to decide if it's worth shelling out $2-4k for the latest and greatest badass trading computer to have at home, or just trying to find the fastest VPS spec out there.
FWIW, I have to trade live through a VPS, so this is for replay only
If this has already been discussed, feel free to direct me to that URL. I just couldn't find it.
Can you help answer these questions from other members on NexusFi?
I have not done tests on multiple computers but, I have done a lot of replay and tried a few different computers because of the issues you describe. I would not advise using a VPS for replay simply because you will have time lag while trading over the internet. It is best to do it on a standalone laptop or desktop computer. I would also suggest you disable any internet connections and close all other apps or any running services that are not needed. Close and ensure antivirus is disabled. If possible, have a computer dedicated to NinjaTrader and nothing else. You should be able to get away with any computer running the latest windows and have at least 16MB RAM. There is no need to buy the latest and greatest because the issues are with Ninja and not the computer hardware.
I use a MacBook. Others will say not to use a Mac but I do because a Mac is a better machine that any other type. I also use a Windows PC. Both machines have 64GB RAM and despite what I have said above, they do tend to bog down after some intensive strategy testing. In these cases, I stop everything and restart the computer. I don't think buying bigger is better. This is NinjaTrader and there really is no way around it.
Back on the MacBook - NinjaTrader does not run natively on a Mac. You need a windows emulator. There are several that do this and I have tried Parallels and Fusion. Parallels the better of the two but they cause serious lag with NinjaTrader. I found another emulator that I am now using and love it. It is an Open Source program called UTM. It is lightweight, very fast and stable. It is a bit of a pain to get set up but is well worth it. The best part of UTM is that it is totally free (except for Windows itself).
It uses every core available and depending on the strategy same goes for RAM, I’ve seen it use 10gb+ while using all 24 my cores after running through 6 months of full market depth tick data.
That's interesting. Were you running replay on only one instrument?
There seems to be some misinformation out there- I was told by a couple people that NT8 can only utilize one core per instrument, so if you're running replay on only one instrument, it's only using one core.