I have to export from Tradestation and then import that into MultiCharts. MultiCharts has similar performance like Tradestation but it does not come with the 23 years of data. So much hype for being an 64-bit application … Comparable Performance of MultiCharts It is such a memory hog rendering it unsuitable and unstable if you are trading on the same computer while developing and testing new strategies. It also eats up like 4G RAM and hold onto them after optimization.īig disappointment with NinjaTrader as it fails to utilize multi-core technology for optimization. It took NinjaTrader more than 3 hours to run through the 10000 cases on my laptop while making the computer very sluggish during the test. Multicharts on my laptop took 35 minutes. Ninjatrader on my laptop took 3 hours plus.ĥ. My laptop took 33 minutes to complete the task.Ĥ. That means in practical terms, the optimization performance would be slower, like at least taking 50% more time. On my laptop, I usually would do something else while waiting for the optimization results. It looks like Tradestation 9.5 can only go up to 8 simultaneous test in optimization. In fact they all over estimate the time needed until like around 70% completed.ĭuring optimization, Tradestation is still responsive on its other charts and I even have a chart with live automated day trading strategies running on one of the computers.
The estimate time to completion values reported are all wrong. The amount of memory used by the optimization process is minimal. Observations of the Optimization Processįirst, Tradestation manages to push all the computers to 100% CPU usage most of the time during optimization. For MultiCharts it is the exact same strategy copied from Tradestation with one line of code modified due to compatibility issue. For NinjaTrader it is an adapted version of the same strategy converted by a professional programmer (not me)ħ. The computers have some other background task but overall CPU load is low like 2-5%Ħ. 23 years of 30-min Emini S&P data from 6:30 am to 3 pm Central Timeĥ. Preference set to allowing Tradestation to choose the best performanceģ. Dell Optiplex 7070 with Intel Core i7-9700 3GHz, 16G RAM and Windows 10 Pro Dell Optiplex 9020 with Intel Core i7-4770 3.4GHz, 8G RAM and Windows 7 Proģ. My laptop is Microsoft Surface Pro 6 with Intel Core i7-8650U 1.9GHz, 16G RAM and Windows 10 Pro.Ģ. Here are the performance results and a bonus comparison against NinjaTrader and MultiCharts doing exactly the same on one of the computers. The thought of comparing the optimization speed on these machines just popped up. In the process of reorganizing my computers for faster turnaround time, I ended up with Tradestation installed across three computers.
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