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Sidhartha70,
I would love Tomasz' thoughts. But before he gets the wrong idea -
as you apparently do - the 0.4-0.5 seconds refers to NOT 1 indicator
but the SUM total of ALL indicator times in ALL open PANES. The
worst 3 PANES are 50+65+(150-200) msec. These 3 panes have prices+
6,8 or 9 individual indicators within the pane and the times also
reflect multiple plottext and plotshapes output in these 3 panes. In
5.05pro I've used chart refresh of 0,1,2,3,4,6,and 10 seconds without
any change to my problem.
I'm sure my coding could be improved, but remember everything work
PERFECTLY till bad at about 2pm...and without intervention works fine
again from 2:45 (mkt close minus 75 min) till about 3:20 (mkt close
minus 40 min) when quotes starts delaying again (but AB is otherwise
behaving normally). I'm checking into bad coding as a contributor by
running just 1 price chart with 1 simple indicator this coming week.
If coding contributing, I would like to know how I can decrease the
frequency of indicator recalculation via any parameter/code-- Im
still left wondering if indicator viewed for 1 symbol on a chart are
also being recalculated for the other symbols being updated in the
database -or- at least the last exploration run is being updated with
new data because if I run an exploration which is very similar to my
5 min chart (which is 65msec on screen) it will show results for 100
symbols in 3 seconds! When quotes are on time it takes 3 seconds
with the last bar time,prices,"indicator"values correct and = to the
charts. When quotes are delayed it still takes 3 seconds with all
the above output still true but the time and values reflect the
delayed time.
BTW, when quotes are "delayed" the quote editor window (and all
windows) have the same delayed time/price/volume as last bar on chart.
Refering to my prior comments on data/internet not being responsible,
is it possible that some aberrant data is sent in which causes the
plugin-AB connection to bog down?
Is 24 million+ page faults after AB running ~6 hours intradayRT
unusual?
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@xxx>
wrote:
>
> 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@> 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
> > > > > >
> > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
>
------------------------------------
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