NexusFi: Find Your Edge


Home Menu

 





The Truth: NinjaTrader


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one Fat Tails with 120 posts (165 thanks)
    2. looks_two Big Mike with 54 posts (93 thanks)
    3. looks_3 MetalTrade with 43 posts (10 thanks)
    4. looks_4 ZTR with 41 posts (25 thanks)
      Best Posters
    1. looks_one AynRandFan with 34 thanks per post
    2. looks_two Big Mike with 1.7 thanks per post
    3. looks_3 Fat Tails with 1.4 thanks per post
    4. looks_4 NinjaTrader with 0.9 thanks per post
    1. trending_up 361,123 views
    2. thumb_up 802 thanks given
    3. group 145 followers
    1. forum 1,059 posts
    2. attach_file 65 attachments




 
Search this Thread

The Truth: NinjaTrader

  #621 (permalink)
 gomi 
Paris
Market Wizard
 
Experience: None
Platform: NinjaTrader
Posts: 1,270 since Oct 2009
Thanks Given: 282
Thanks Received: 4,505


webart View Post
Latest NT7 still crashes when backtesting just 1 year of tick data, this just happened on my second test for today see attached. People can post all they like about how much they love NT, but unfortunately that dosn't help solve these issues.

Don't you think you're hitting a memory limit ? Why don't you use a x64 version with a lot of RAM do your memory-consuming backtests ? That's also what's useful with NT7 as compared to NT6.5

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Better Renko Gaps
The Elite Circle
Trade idea based off three indicators.
Traders Hideout
Exit Strategy
NinjaTrader
MC PL editor upgrade
MultiCharts
ZombieSqueeze
Platforms and Indicators
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
30 thanks
Spoo-nalysis ES e-mini futures S&P 500
28 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
20 thanks
GFIs1 1 DAX trade per day journal
16 thanks
  #622 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686


webart View Post
Latest NT7 still crashes when backtesting just 1 year of tick data, this just happened on my second test for today see attached. People can post all they like about how much they love NT, but unfortunately that dosn't help solve these issues.

I know you said before you had 4 GB RAM however, this really does not matter. 32 bit OS imposed application memory limitations around 1.5 GB thus having 6 GB or 8GB makes no difference. 1 tick resolution backtest will eat a lot more memory than a 100 tick backtest so it could be that you run out of memory. However, the trace files should contain some idea on what is happening and I would love to get my hands on them. I know you have rebuffed my assistance but I offer it again. You can try and send me the logs/traces via Help > Mail To Support, in subject including "For Ray" and just say "From webart".

Follow me on Twitter Reply With Quote
  #623 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686



MetalTrade View Post
I just crashed ninjatrader again a moment ago by simply double clicking on an indicator on a chart to change it's settings.

It's probably linked to my specific computer specifications right ?

Oh boy...

Custom indicator? You can send logs/traces so I can see what happened (usually custom scripts that cause these types of exceptions) so I can see for sure, if there is a problem here I sure would love to fix it. You can send via Help > Mail To Support, attention "RayD from MetatTrade".

Follow me on Twitter Reply With Quote
  #624 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686


dnof View Post

I understand from what you say above that when I open the detail of a given optimization result I am effectively re-running that individual backtest again. Is there any way to say "save all details" etc or any other way/plans to address that??

Legitimate question.

During an optimization run, we save the summary details so as you click through each individual backtest (Summary Tab) the results will populate instantly. The problem is that executions and trades will eat up a large amount of memory. Executions and trades are what's needed to populate most of the other tabs in the Strategy Analyzer such as graphs and Chart tab. Its just not possible to retain in memory backtest iterations of an optimization run, it's too expensive and in some cases just not possible. Thus, if you opt to select a tab in the Strategy Analyzer that requires the trades/executions, we have to execute a backtest on that parameter set. At this time, we have not discussed ways to improve that.

Follow me on Twitter Reply With Quote
  #625 (permalink)
 webart 
Australia
 
Experience: Intermediate
Platform: NT
Posts: 106 since Apr 2010
Thanks Given: 48
Thanks Received: 84


Quoting 
Custom indicator? You can send logs/traces so I can see what happened (usually custom scripts that cause these types of exceptions) so I can see for sure, if there is a problem here I sure would love to fix it. You can send via Help > Mail To Support, attention "RayD from MetatTrade".

Nope, 100% clean install, nothing at all added, was using Nbars up with an EMA filter, using 30 second bars (tick data), I don't recall mentioning anything about 1 tick resolution.

I'll send it in ok.

AS for the memory. This machine has 3.2 Gig of usable RAM next time I run a backtest I will check the physical usage of NT and report back. Wouldn't it just start using the swap space if it was running low ?

As for my Xeon machines, we always have a spare one which I like to make do some work, our current spare has 64Gig of RAM in it and of course it is 64bit ... we have had the same kind issues with the servers also, although I havn't installed the lattest NT on it, I think I gave up around Rev15.

Reply With Quote
  #626 (permalink)
 rcabri 
Switzerland
 
Experience: Advanced
Platform: ninja trader CQG Trader
Broker: Kinetick, IB
Trading: NQ DAX CL
Posts: 153 since Nov 2010
Thanks Given: 967
Thanks Received: 122

From 1989 I used many professional system Computrac real time,CQG, Aspen, Bridge, Reuters, Robert-Slade for Mac
etc, etc.
From October I use NT7 and I am very happy I have always open 3 workspaces consuming betwen 500.000K and
650.000K on 6 by 24' screens I have win7 32 bit with the max ram of 4GB my system never crash I do not pass the order trough NT but with IB directly but I paid $995 for life license why I think they deserve now I pay also $50 for kinetick monthly before I paid around $1000 monthly for the same think.
So I just think that Njnia is fantastic
Roberto

Reply With Quote
Thanked by:
  #627 (permalink)
 webart 
Australia
 
Experience: Intermediate
Platform: NT
Posts: 106 since Apr 2010
Thanks Given: 48
Thanks Received: 84

On the Ninja server speed issue what kind of speeds shoud I expect to see ?

I never get more than 26kbit, take a look at the attached, you can see I ran a download in IE at 439kbit, while Ninja was doing 13kbit, although it was doing 26kbit before I started the download, so the pipe is full at that point.

What port does the data come in on, I want to check and see if either us, or our upstream have anything throttling or any Qos on that port .. perhaps its seen as P2P, I don't know.

If any of these issues are on my side, then fine, I'll deal with it and appologise, but I am not convinced it's 'my fault', not in the context of all the past issues.

Attached Thumbnails
Click image for larger version

Name:	Capture3.JPG
Views:	146
Size:	23.1 KB
ID:	34799  
Reply With Quote
  #628 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,440 since Jun 2009
Thanks Given: 33,215
Thanks Received: 101,599

@webart can you give me a link to download that app?

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #629 (permalink)
 webart 
Australia
 
Experience: Intermediate
Platform: NT
Posts: 106 since Apr 2010
Thanks Given: 48
Thanks Received: 84

Sure, its called Netlimiter 2 Pro, gem of an app.

NetLimiter - The Ultimate Bandwidth Shaper

Note it can throttle bandwidth based interface or indivdual application, however I am not of course throttling NT infact I am not using it to throttle at all, I just loaded it up to see what was going on with this data loading.

Reply With Quote
Thanked by:
  #630 (permalink)
 
NinjaTrader's Avatar
 NinjaTrader  NinjaTrader is an official Site Sponsor
Site Sponsor

Web: NinjaTrader
AMA: Ask Me Anything
Webinars: NinjaTrader Webinars
Elite offer: Click here
 
Posts: 1,713 since May 2010
Thanks Given: 203
Thanks Received: 2,686



webart View Post
On the Ninja server speed issue what kind of speeds shoud I expect to see ?

I never get more than 26kbit, take a look at the attached, you can see I ran a download in IE at 439kbit, while Ninja was doing 13kbit, although it was doing 26kbit before I started the download, so the pipe is full at that point.

What port does the data come in on, I want to check and see if either us, or our upstream have anything throttling or any Qos on that port .. perhaps its seen as P2P, I don't know.

If any of these issues are on my side, then fine, I'll deal with it and appologise, but I am not convinced it's 'my fault', not in the context of all the past issues.

Hi Webart,

For real time, the speed of the data flow is based to the number of instruments you have loaded, what kind of data you’re requesting and the movement of the markets.

I had my IT manager run some tests.

If only watching live data within NinjaTrader a test ran with 10 "Level II" windows while connected to Zen-Fire, he was receiving 55kpbs. While another test with 4 minute charts didn't go over 2kbps and only made it there when there was a large movement in the market. To figure out the port NinjaTrader is using for live data for your provider, you can with contact your Broker and request that information or use "TCPview" application from system internals.

For historical data, I would expect that you would go well over 25kbps. Since there are variables in route from AUS (I assume you are located there) I can’t tell you exactly what to expect. Attached is an image of the rates we are getting here from Denver to Chicago, where the servers are located. NinjaTrader historical data servers use port 31654.

On another note, I have not received anything in our support queue from you.


Follow me on Twitter Reply With Quote
Thanked by:




Last Updated on April 22, 2017


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts