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Hey guys, today I performed a live test with over 500 symbols, unfortunately it was a memory hog and at some point crashed my computer and NT. Any recommendations on minimum system and memory requirements for running an NT strategy on 500 symbols? I may also try to decrease it to 100-200 Monday.
Can you help answer these questions from other members on NexusFi?
If over 4GB, which is hopefully the case for any system built in the last few years, then you can run the 64-bit version of NinjaTrader. The 32-bit version is limited to about 1.6GB of memory, the x64 version has no such limit.
Load up task manager and you can monitor the process memory usage as you go.
Is it a single strategy using 500 instruments, or 500 strategies running on a single symbol each ?
What is the bar size, and do you use COBC=true ?
Whatever the amount of memory available, and the computing power available, it's a lot for a single NT instance and its "limited" multi-threaded capacities...
Hi Sir, it is 1 strategy running against 500 stock instruments. The strategy currently uses the 120 minute bar objects and also the 3 minute bar size looking back a number of weeks. I shortened the lookback period and took it out of debug mode and that seems to have cleared up my crash problem, however I am still worried about data lags or latency and other crashes or running short on memory. Other advise would be appreciated.
3 min bar on a week, that's already 650 bars (assuming RTH), so 325000 bars for the 500 stocks, so not that much, but a decent amount of data.
The main problem (assuming you're in COBC=true) is the 500 strategies running at the same time, and these 500 waking-up at the same time.
I can't be sure, I never run more than two dozens of strategies at the same time, but it's too much and quite risky, IMHO.
I currently have it loaded in the new configuration, right now taking up only several hundreds megs in Windows Task Manager, so not that big a deal, we will see during the market hours and the actual forward test in trades.
Follow up: is there a way to test latency in NinjaTrader?
The latency between what and what ? With the Resource Monitor, you can have some details about where a process is connected, but it's harder to have the interesting details.
In your case, and I'm testing this with a simple crossover strategy and 500 stocks, your main problem might be the 32 bits and the amount of memory NT can use on your Windows machine, and not the NT multi-threading capabilities.