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RE: [amibroker] Re: When AFL just stops updating the chart now and then...



PureBytes Links

Trading Reference Links

AB calculates very little when a chart is not viewed. It
mostly collects data then.
You can see that by observing CPU usage, just minimize AB,
you'll see significant drop 

Joseph Biran
____________________________________________
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of monitorit
Sent: Friday, June 27, 2008 10:12 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: When AFL just stops updating the
chart now and then...

Dennis,
Thanks.  I hope I've not set AB up wrong - don't think so.
AB is in 1 
window.  The 5 symbol linked charts (each created from
file>new>blank 
chart are all visible simultaneously) - each with a
different time 
interval - the MDI option is off.  The charts are 1min,
2min, 5min, 
15min & daily.  If I run an explore in 5min periodicity, AB
will run 
through 100 symbols in ~ 3 seconds total... usually
generating 10-30 
hits.  The output includes most of the indicators on the 5
min 
chart.  The chart itself takes 3-4 sec to draw when I move
from 1 sym 
to another.  So... all those 100 sym MUST have been
calculated in the 
background because many/most of those symbols were not
charted that 
day.  I keep hitting my head on this - how often are these
symbols 
being recalculated... is it everytime a new price comes in?
is it 
controlled by the preference>intraday>chart refresh?  is it
just when 
a new bar appears (ie, a bar is completed).  If it is the
first 
choice, can you think of any code that would decrease the
frequency 
or limit it to just when the bar is completed?

If I want to continue w AB in RT mode, I have to solve this
problem.  
I will just run a single window of price/vol and just 1
short MovAvg 
for the coming week to see if my data problem goes away - or
not.

BTW- for clarity my db is 7400 bars/symbol (740000 total
bars=23 Meg).
I have not used setbarsrequired as each chart calls for
bar0---last 
in 3 loops of the afl (& no arrays in loops).  When I change
chart 
sym, the charts are finished drawing in 1-2 sec (it takes
another 2 
sec or so to finish writing some plottext statement - and
that might 
be d/t my refresh rate).

Dan


--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx>
wrote:
>
> Dan, my comments are embedded:
> 
> On Jun 27, 2008, at 10:23 PM, monitorit wrote:
> 
> > Hi Dennis,
> > Perhaps you can help me - you'd be the first on this
problem :(
> > The problem I described is ~daily.
> 
> I will do my best..
> 
> > MY AB workspace displays the quotes window, 1-2 t&s
windows + 5
> > symbol-linked chart windows (1 min, 2 min, 5 min, 15 min
and 
daily).
> > Each chart window has 8 sheets - but all these are empty
except 
the
> > first sheet with 1-3 panes each and 1 window has a study
on the
> > second sheet.  Total time (sum) for the 5 charts via
'display 
chart
> > timing' is ~400 msec. Running through these charts
afterhours is 
no
> > problem (local db is enabled).. I see all charts windows

completed in
> > about 4 seconds after changing symbols.
> 
> My charts are as simple as I can make them.  Just one Main
chart 
which  
> run everything.  Can run as fast as 200ms to as slow as
10s 
depending  
> on the trading parameters I am using and the amount of
history and  
> especially the number of bars I am displaying.  I might
have 
another  
> simple chart running in another tab just to keep another
symbol  
> database up to date.
> 
> > What do you think are the best settings for the
pref>data
> > tab 'default db settings' in-memory  cache size (max
symbols), 
(max
> > megabytes) and number of bars to load... for a 7400 bar,
100 
symbol
> > db (and perhaps for a longer db with more symbols).
What do these
> > fields actually mean/do?
> 
> Good questions, wish I knew all those answers.  My
settings:
> 
> I only run about a dozen symbols.
> I keep 300,000 5 second bar database
> Cache max 82 MB.
> I load up to 100,000 bars, but only about 3,000 1 minule
bars when  
> trading.
> 
> > I have 4GB (3 GB available in vista32) and
> > no other programs running... so is it best to use >1000
megabytes?
> 
> I have a 2GB virtual XP32 running only AB.  I use all
default 
settings.
> 
> > What is number of bars to load (does db setting
overwrite this?)?
> 
> I override this in my AFL with SetBarsRequired()
> 
> > DB settings has a 'flush cache' button.  Doesn't seem to
do 
anything
> > for me.  Does it work for you?
> 
> It would just reload it again if it were flushed.
> 
> > Refresh and refresh all has no
> > effect.  If I do a refresh current sym, I get new data
for that 
sym
> > but then no further updates for any symbol.
> 
> Refresh just forces AFL to run one cycle on the chart.
> 
> I use RequestTimedRefresh() to make my chart refresh all
the time 
even  
> if not quotes are coming in.
> 
> > My db is 7400 1min bars*100 sym... are you working with
a similar
> > size?
> 
> Like I said, 300,000 5 second bars for just a few symbols.
> 
> > BTW, I know what you mean about getting hypnotized so I
get 
alerted
> > to the quote delay with the following in the 1min chart
- you can
> > probably get it to work with shorter periods or make it
say 
something:
> >
> > delayedcolor=IIf(TimeNum()<Now(4)-120 OR
DateNum()<Now(3),32,16);
> > 	//for time at bar start-- 32=colorred, 16=colorblack
, red if
> > last bar start-time is earlier than 1min20 sec of system
time
> > //my bar times are at start of interval so min# could be
101
> >
> > Plot( C, "Close", delayedcolor, styleNoTitle |
ParamStyle
("Style") |
> > GetPriceStyle() );
> 
> Assuming that it is not the AFL that is stalled, I could
write  
> something that would monitor how long since the last quote
came 
in.   
> However, in my case, I suspect that the AFL may not be
running any  
> passes when my charts freeze.
> 
> OTOH, I could have another chart running in another tab
which just  
> pings messages to the main chart through a static variable
to make  
> sure it is alive, and alert me if it has stalled.  Thanks
for 
jogging  
> that Idea.
> 
> Best regards,
> Dennis
> 
> 
> > Thanks, Dan
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@>
wrote:
> >>
> >> Hello,
> >>
> >> I have something that happens once every few days with
my RT 
charts.
> >>
> >> At some point in the day, the chart stops updating.  I
also have
> >> getRTData() functions in my AFL that also stop.
> >>
> >> I don't know if it is the data feed that stops handing
the quotes
> > to
> >> AB, or if XP is not giving the data, or if the AFL loop
stops
> >> running.  Everything looks normal, but I notice that my
broker's
> >> charts have moved ahead and my AB charts have stalled
(My 
broker's
> >> charts are prone to stalling in fast markets and my AB
charts 
keep
> > on
> >> ticking).  This can be disconcerting when you are in a
fast trade
> > and
> >> you go blind without realizing it.
> >>
> >> I am using DTN IQFeed, but the same thing happened with
eSignal 
in
> >> previous years.  The data feed plug-in indicates
everything is
> > green
> >> and working.
> >>
> >> Clicking on the chart refresh button starts the chart
running 
again.
> >>
> >> I am usually in a panic when this happens, so I have
not been 
able
> > to
> >> properly go through debug steps to isolate the problem
area.
> >>
> >> So my questions are:
> >>
> >> 1.  Does anyone know the root cause of this?
> >> 2.  Is there a way to detect that the chart has stopped
updating
> >> (other than by eye)?
> >> 3.  Is there a way to automatically jump start the
updating again
> > when
> >> it happens?
> >>
> >> Thanks for any insights.
> >>
> >> If nobody can help, I will ask support.
> >>
> >> Best regards,
> >> Dennis
> > ------------------------------------


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