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Post From: Volume By Price causes Replay to be so slow it is unusable

[2021-04-26 10:33:48] Link To Thread - Link To Post [Go To First Post]
Ernie Doo - Posts: 46
Dear SC team, I will do my best effort to explain as clearly as possible. The bottom line is, when I load the VbP study with a Volume Graph Period Type other than Visible Variables and I let the Replay run, it gets very slow eventually (usually after replaying 3 months). I noticed that if I stop the replay, modify the "From" field in Chart Settings, "Use Date Range" and test the next 3 months the speed goes back to normal slowing down again, after +/- 3 months. Setup: - I have a 1 minute Candle stick chart for S&P (ES) - In advanced settings of this chart I have Continuous Contract: Continuous Futures Contract- Date Rule Rollover, Back Adjusted - I ONLY load 1 study on this chart: VbP (Volume by Profile) - My chart window shows 120 bars (2 hours of market data) if this is at all relevant - I have Intraday Data Storage Time Unit set to 1 Second - The "Use Date Range" from the Chart Settings is set to: from 2020-01-02 to 2021-03-31 - Replay settings - Charts to Replay = Single Chart. Replay Mode: Accurate Trading Systems Back Test Mode. Speed: 30720 - I start replaying from 2020-01-02 until 2021-03-31 1st Test (Volume Graph Period Type = Visible Bars) Here there is no problem. Replay is super fast. Sierra Chart will replay the whole period (the full 15 months) in 8 minutes. 2nd Test If I change the Volume Graph Period Type = Session Start to End the replay becomes extremely slow to the point of being unusable. Just to give you an idea: after 8 minutes the replay reached barely March 2, 2020 (2 months in 8 minutes) after 26 minutes April 1, 2020 (3 months in 26 minutes) after 1hr 10min August 3, 2020 (7 months in 1hr 10 mins; I stopped the replay after this test) IMPORTANT TO MENTION: I noticed that in January, at the beginning of the test, the speed was fast, just like the 1st test; the speed dropped after a couple of weeks 3rd Test I started the replay on April 1st, 2020; the test was still slow: after 10 minutes May 1, 2020 (1 month in 10 minutes) after 20 minutes June 1, 2020 (2 months in 20 minutes) after 31 minutes July 1, 2020 (3 months in 30 minutes) *4th Test (HERE is when it starts getting interesting)* In Chart Settings, "Use Date Range" I changed the "From" field from 2020-01-02 to 2020-04-01 and replayed starting at April 1, 2020. I saw immediately how the test's speed increased considerably compared to the 3rd test with these results: After 2 minutes May 1, 2020 (1 month in 2 minutes instead of 10 mins in the previous test) After 5 minutes June 1, 2020 (2 months in 5 minutes instead of 20 mins) After 11 minutes July 1, 2020 (3 months in 11 minutes instead of 31 minutes) ADDITIONAL NOTE: I also tried Volume Graph Period Types: "From Session Start Time To End", "One Period from Start Time To End Time" and "From Start Time to End" with the same slow effect. I also noted that the CPU load and Memory load was similar in all tests: CPU an average of 12% and Memory between 750-805 MB. I also deleted all data and downloaded it again. This helped improve the speed a little but not completely. Since I cannot test continuously at an acceptable speed, my solution has been to test every 3 months independently and consecutively and adding my results at the end of all tests. I mean, I test from January 2020 to March 2020. Then I modify in Chart Settings, "Use Date Range" the "From" field from 2020-01-02 to 2020-04-01 and run the next 3 months, from April to June, and so on and so forth. A very inefficient and impractical solution but it will have to work until I receive a response from you guys. What I don't understand is: 1) Why is it that the longer a Replay runs the slower it gets? I have limited the profile period to maximum 1 day so I see no reason for the Replay to slow down. 2) Why, if I move in Chart Settings, "Use Date Range" the "From" field to a later date and start the replay at this date the speed is again very fast but then drops again? 3) What can I do to be able to test continuously the whole period at an acceptable speed?