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well,
i finally got tradestaion pro installed on '98, NT and Win2000.
here are some observations about win2000 ( i describe my
exploits in '98 and NT earlier ).
i decided to stress test Pro on win2000 brand new machine
with purpose of finding out if it's capable of trading a portfolio
consisting of about 50-100 symbols...
set-up:
1G Athlon / 200Mhz bus / 256 ram / 20G HD / 2x8Meg Videos/ T1 line Florida /
win2000 SP1.
nothing is running except tradestation pro:
i tracked memory usage and cpu usage off of the task manager performance
tab.
test 1: max stress load
- loaded 80 charts, 5 min 30 days back, 10 workspaces, 8 charts per
workspace.
- loaded 80 indicators of medium complexity ( about 100 lines of EL code, no
dll calls )
- loaded 80 systems of low complexity ( about 300 lines of code, no dll
calls )
- loaded a separate workspace with one quote screen and ATCC.
result:
- when chart workspace is in the foreground cpu usage was mostly at 100%,
memory is about 60%
- when atcc workspace is in the foreground cpu was pegged at 100%, memory is
about 60%
- after switching back to one of the chart workspaces and leaving the
machine running for approximately
3 minutes cpu usage gradually increased, system became very slow, charts
would not update and
eventually they went blank ( not black but wallpaper ) AND
shortly after that win2000 GAVE UP THE GHOST... ( first time i saw that in
win2000 or NT )
win2000 froze and long beep came on from
the motherboard and the cpu LOCKED UP... i had to reset the machine...
- i figured that this cpu can not handle 80-100+ charts . ok... whatever.
test2: normal load, i decided to get real :-) and try out 50 symbols instead
of 80, so i went through
the same set up as above except i loaded 48 charts ( 6 workspaces, 8 charts
per workspace )
results:
- when chart workspace is in the foreground cpu usage was mostly under 100%,
memory is about 60%
- when atcc workspace is in the foreground cpu was pegged at 100%, memory is
about 60%
- after switching back to one of chart workspaces and leaving the machine to
run for approximately
3 minutes cpu usage gradually settled from 40% to 100%,
however the moment i tried formatting one of indicators or systems in one of
the charts
the system became very slow, charts would not update and cpu immediately
pegged at 100%
- THE FUNNY THING: i exited tradestation altogether and for about 3 minutes
i was observing
all of the tradestation processes running in the task manager!!!!! even
after i closed tradestation
the alerts kept coming up... and only after about 3 minutes win2000 released
the memory and the
cpu caught up and its usage went down to under 5%. the above observation
indicates
that the cpu is severely backlogged while tradestation is running those 50
charts...
- basically i figured that you can barely run 50 charts/indicators/systems
and you better not
touch anything or try to interfere with tradestation if you want those
alerts to come on time...
forget about fast market on high volume...
- same set up but on today's market close pegged the cpu and the alerts kept
coming a couple of
minutes after the close.. this makes me VERY UNEASY about those alerts for
new positions
and charts updating on time...
***I ALSO FIGURED THAT IF THEY WOULD FIX "ATCC PEGGING CPU" PROBLEM
the performance would probably improve by 1/3...!!!!!!!!!!!!!!!!!!
test3: low load, 20 charts
results:
- when chart workspace is in the foreground cpu usage was mostly under 80%,
memory is about 50%
- when atcc workspace is in the foreground cpu was pegged at 100%, memory is
about 50%
- after switching back to one of chart workspaces and leaving the machine to
run for approximately
3 minutes the cpu usage settled somewhere between 60 and 40%
- however any time i tried to format an indicator the system slowed down and
the mouse click
response time was up to 3-5 seconds!!! ( 1G, win2000, 256M ram, 8 meg video
cards mind ya...)
test4. i opened a sample L2 box...
cpu immediately pegged at 100%...
TO SUMMARIZE IT ALL:
- i am a bit disappointed with tradestation pro speed. obviously it's not
coded efficiently...
THE BIGGEST PROBLEM IS STILL ATCC BOTTLE NECK...
switching from 350Mhz/NT to 1G machine/win2000 did not solve problem with
ATCC...
- quote pages, L2 boxes are not coded very efficiently, probably running on
ocx controls or com
bottle necks... not straight C++ coding
- if you have approximately a 1G machine ( a standard ) the max you can
squeeze out of
tradestaion pro is about 20 charts, 1-5 L2 boxes a quote screen and that's
about it...
and even this set up is questionable in fast market...
- memory is not the issue... 256M is plenty and even 128 will probably do
fine...
- if you planning on running 10 charts or more on it with some indicators or
systems, new, L2 box
don't even think about running anything else besides tradestation pro on
that machine... and
i would not recommend doing optimization runs during market hours...
- max Pro can handle is about 50 charts/symbols and YOU DON'T WANT TO have
atcc window open in any give moment for more than a few seconds ( just to
quickly look
at the pl of your portfolio ) because of the "bug"
- you have to have system monitor running and during fast markets or high
volume you might
want to track cpu usage and beware that once cpu gets pegged an 100% more
more than
a few seconds the CHANCES ARE that the cpu is getting backlogged and the
alerts will
come up LATE...
*** i think pro can be used as a trading platform if you do the following:
- don't load more than 50 charts
- don't load more than 1000 data points ( equal to about 10 days on 5 min
chart )
- whatever indicators you use if you don't need "update on every tick" then
disable it
- don't open more than 2-3 quote pages or L2 boxes...
- never ever have ATCC running in foreground, it will peg your cpu even if
you
have 1 chart/system running...
- optimize you code or better yet transfer it to dlls.
- get a fast machine, at least 1G or faster...
- CROSS YOUR FINGERS... and pray that those alerts will come on time...
- track cpu resources every few minutes to make sure cpu is not pegged and
if it is pegged than there is nothing you can do...
SUGGESTIONS FOR TRAD:
- please, at least take care of the ATCC speed problem as the first
priority...
it's pegging the cpu to the point that the even win2000 system becomes
unstable...
ATCC IS the screen that most of us system traders want to stare at during
trading and NOT
CHARTS... and it's not working...
- the charts are running fine but the quotes screens and L2 boxes
pegs the cpu like there is no tomorrow!!! you might want to recode
those more efficiently later on...
best regards. i now rest my case... i love tradestation pro and i recommend
it
to anyone... if TRAD speeds it up by recoding it more efficiently it will be
a gem for heavy system traders and even portfolio managers. for now the
major
problem is SPEED ( feels like it's gonna die any second ) due to
probably coding inefficiencies...
i still recommend it 110%... there is nothing better out there or even close
to it...
bilo.
ps. no other bugs since the last update, have been running it for two months
now...
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