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if you are trading system under tradestation pro this might
be interesting for you:
as was suggested i took the newly gotten tradestation pro
from the 98 test system and put it on NT test system. same machine
just changed the operating system to see how the new pro
does on NT. the initial problem on 98 was speed was very low
with poor memory management and a major problem with atcc.
setup:
NT sp6, P2 350/256/5G/dual monitor on T1 line in Florida ( near the ticker
plant in Miami ). only tradestation pro running on this NT machine.
tests: i took several tests to find out how fast
tradestation can run charts only, charts with systems,
atcc, quotes and all at same time.
results:
1. loaded 10 charts 5 min / 30 days running on average volume...
-cpu usage about 15%, memory is about 25%... all looked good
all in one workspace. plenty of resources left to run other things
or more charts.
2. same as above plus added 1 system and 1 indicator of medium
complexity ( about 500 lines of code total ) per chart
-cpu usage 50%, memory usage about 30% still looking good
some 50% or cpu load is left for fast market :-)
3. same as above plus added atcc and a quote screen in separate one
workspace ( atcc showed about 5 open positions on 10 systems running )
atcc was on "open positions" tab. alerts for canceled and active orders were
turned off. quote page had some basic quotes on it
for about 20 stocks.
- cpu usage immediately pegged at 100%, memory at about 40%
so just by opening atcc and quote page cpu was pegged at 100% but
memory was ok, less than 50% was used.
4. switched back to chart workspace kept atcc/quote workspace running
in background
- cpu usage dropped to 50% on average with at about 15% as the low
range, memory usage dropped back to about 30%
*** at this point i figured that atcc/quote workspace was pegging the cpu
to 100% as was the problem with win 98. NT runs those charts faster
compared to '98 but the atcc problem is still there. tells me right there
that atcc has
huge problem in the way it was coded. so i decided to investigate further
whether it is atcc or the quote page that was causing the cpu to peg at
100%.
basically moving to NT did not solve the problem with atcc pegging the cpu.
5. deleted quote page from the atcc/quote workspace to isolate the
atcc only. atcc had "open positions" tab running
- cpu usage started to fluctuate from 20-100% usage staying most of the time
at 100%. if an alert came up the cpu would immediately pegged at
100% continuously for up to 20 seconds. looked like atcc was the problem. it
6. deleted atcc but kept the quote page running, trying to isolate the quote
page to see how much it loads the cpu.
- cpu usage dropped below 50%, memory dropped below 40%
* at this point i figured that atcc is definitely a big problem and that
having one quote page!!! takes as much cpu resources as running 10 charts
with ten systems and 10 indicators loaded doing calcs on every tick...
basically tells me that quote pages are also coded inefficiently.
so i decided to isolate the atcc and play with it.
also figured that system memory is not the problem in all cases, memory
usage never went up more than about 50%... ( 256M system ram )
7. closed quote page and opened atcc.
note:
"open positions" tab had "last" and "profit" columns updating
"active orders" tab only had "last" updating
"filled orders" tab had nothing updating ( static page )
"alerts" tab was empty ( static page )
" canceled orders" tab had nothing updating ( static page )
"open position" tab open:
- cpu usage immediately went 100% and pegged. machine slows down.
switched from "open position" tab to "active orders" tab.
- cpu usage stayed at about 100% and was pegged most of the time.
switched to "filled orders" tab
- cpu usage went down to about 15%
switched to "alerts" tab
- cpu at about 15%
switched to "canceled orders" tab
- cpu at about 15%
switched back to "open positions" tab
- cpu pegged at 100%
*at this point it was clear that any pages under atcc that require
simple updates with field such as "last" and "profit" took 75%
or the cpu usage!!!!!!!!!!!!!!!!!!!!! with only about 5 rows of data!
and two columns updating!
i decided to isolate the columns to see which one is pegging the cpu...
8. deleted "last" column from "open position" tab.
- cpu usage went down a bit but mostly stayed pegged at 100%
deleted "profit" column ( there were no updating columns left )
- cpu usage went down to 15-20%
* bingo. at this point it was clear that if you have atcc open
and it's on "open positions" or "active order" tab and
any of those have dynamically updating columns such as "last"
or "profit" it would peg the cpu to the max...
***obviously there is a major design flaw in the atcc.
it should not take 75% of the cpu load to update last price
and profit or loss per position on 5 DAMN STOCKS...
SO OMEGA PLEASE CHECK YOUR CODE FOR THE
ATCC UPDATES AND HOW YOU POLL YOUR
LAST AND P$L FIELDS IN THERE...
*** with this bug with those 10 charts running and atcc running
i had alerts on those 5 min charts come up 1 bar LATE ( up to 5 min late )
for new positions or filled orders. also noticed that when cpu is pegged
at 100% with atcc open the "last" and "profit" field number are far
behind the actual last prices and p$l, looking at the chart... incorrect
information...
also if fast market with atcc workspace running in the background
charts were not responding and not updating or updating slow and
behind the market
( under NT!!! ) and i could not format indicators or systems.
i tried opening other applications and everything slowed down.
as lunch time approached the cpu was able to catch up with it
and i got a few late alters pop up... tells me that in fast market
this 350/256/NT can only handle about 10 charts/systems at most
( or more if you load less data i guess )
OBVIOUSLY ATCC BACK LOGS THE CPU to where it
can not handle the load in real time anymore.
*** and trading without the atcc is no good since i can see
my open positions, my p$l my new filled orders, etc...
ALSO QUOTE PAGES are not really efficient. remember i
had one quote 20 stock page open and it was taking substantial cpu %
load up to about 20%. i can't even imaging doing 5 quote pages or 100
stocks...
now i wanted to run 100 charts/systems/atcc and a quote page
on my brand new 1G/256/win2000
and now i know it will not run even on 1G processor with win 2000
and i just spent 1000 + bucks to get this thing of the ground...
because either a major bug or a major design flaw in that atcc center.
i think if Omega fixes this bug it will be fine.
frustrating, but i am patient... and willing to wait a bit. nothing is
perfect
and tradestation is a good product and i still recommend it...
next i am going to try it out on 1G/256/win2000 machine in fast
market, 100 charts 5 min 10 day + systems with atcc and a quote page :-)
if it does the job that's it... i am a happy camper but if not, you'll here
me bitching about it for sure...
for now you can do 10 stocks and even that is good...
and if there is some simple solution to that or some setting or some
pointer in the knowledge base to solve the atcc problem
would you please embarrass me and
point me in the right direction...
took the whole day to test this and half hour to type this.
bilo.
ps. basically switching to NT from '98-trial helped with speed and
the charts run better and the mouse response is good :-) but
it did not solve the problem with atcc pegging the cpu to the max.
i think it's a major problem... that's needs to be addressed as a
priority...
i don't think win2000 is the solution either for obvious reasons but
might improve memory and cpu management a bit.
OMEGA, please fix the ATCC problem as soon as you can... the rest
can wait... just need that ATCC and... put cumulative p$l back
into the atcc title bar would you? like in 4.0 and 2000i so i don't have
to sit there and eyeball my total tradestation p$l by adding up all those
numbers in my mind... ( those little things here and there just annoy the
crap out of me... )
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