|
PureBytes Links
Trading Reference Links
|
Dan,
you won't be surprised to know that I think you need Tomasz' input
here. I myself had some problems with AmiBroker speed... but mine
where not lagging data. Two questions... Who is your data provider...?
and what is your chart refresh interval set tp under
parameters>intraday...?
What I can say is this... any indicator that is taking 0.4-0.5 secs to
calc is a problem. That is a really slow. I went through this with
Tomasz before and I believe he told me that anything over 0.02secs was
a sign of potential bad coding... you may want to enquire along these
lines and confirm with Tomasz... becasue 0.4-0.5 secs doesn't sound
right to me.
I had some charts showing times of 0.2 secs... and I scrapped them and
recreated them. I don't know if it is possible for chart
layouts/templates to get corrupted... but you might also try that...
mine seemed to be much quicker after creation. Also go through your
code and select 'check' under the forumla editor to see what's taking
all the time...
--- In amibroker@xxxxxxxxxxxxxxx, "monitorit" <monitorit@xxx> wrote:
>
> Hello Sidhartha,
> My issue is that incoming quotes are normal (up to the second) until
> certain periods in the afternoon when they gradually start falling
> behind... by a few seconds every minute. This is worst in the last
> half hour of trading when they go from normal to being behind by 5-9
> MINUTES by the last minute of the session. It is not my internet
> connection (second computer on network gets up to the second quotes)
> and it is not my data vendor (if I quit AB and restart, the quotes
> are on time - or I can click the plugin icon and refresh symbol to
> get on time quotes for that one symbol but others stay behind and
> that one symbol will not continue to update unless I keep clicking
> the icon). RequestTimedRefresh did not seem to help the problem, but
> last I tried it was 1-2 months ago.
>
> I drifted off to speed of updating indicators for all symbols in the
> db because I was thinking maybe AB was being kept busy doing that and
> was falling behind when markets typically have increased numbers of
> trades therefore there could be increased recalulations going on. My
> indicators include several loops (but total time for afl calcs on all
> open windows is only 0.4-0.5 sec). At no time does AB itself seem to
> slow down - chart scrolling is brisk, changing symbols is fast [it is
> just using delayed quotes in all its displays - charts, realtime
> quote window, time&sales, AAexploration --at these times NOT during
> the rest of the day].
>
> As an initial theory one would suspect the data vendor or internet as
> the cause of the delay - BUT I think the first paragraph above
> debunks that theory. I think the problem could be in the plugin [it
> is choking on the volume of incoming data] or problem transferring
> data to AB or some internal AB problem related to the high volume of
> trades during these times - but I really don't know nor do I have the
> expertise to evaluate this. I can tell you task mngr sees no problem
> [cpu use 50%+/-, memory use 35% or so, I do wonder about the page
> faults up around 24 million by the end of market session]. Details
> of my setup are in my prior posts on this matter.
>
> Thanks for any ideas from you or anyone else,
> Dan
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@>
> wrote:
> >
> > Monitorit,
> >
> > I still trying to work out exactly what your issue is...? Is it
> speed
> > ultimately...? If so, I can tell you from my own experience 'symbol
> > linking' degrades performance of AB very significantly. I had to
> turn
> > symbol linking off...
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "monitorit" <monitorit@> wrote:
> > >
> > > 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@> 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
> > > > >>
> > > > >
> > > > >
> > > > >
> > > > > ------------------------------------
> > > > >
> > > > > Please note that this group is for discussion between users
> only.
> > > > >
> > > > > To get support from AmiBroker please send an e-mail directly
> to
> > > > > SUPPORT {at} amibroker.com
> > > > >
> > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check
> DEVLOG:
> > > > > http://www.amibroker.com/devlog/
> > > > >
> > > > > For other support material please check also:
> > > > > http://www.amibroker.com/support.html
> > > > > Yahoo! Groups Links
> > > > >
> > > > >
> > > > >
> > > >
> > >
> >
>
------------------------------------
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|