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Direct MessagesDate/Time: Sun, 28 Apr 2024 06:26:45 +0000
Moving Average - Rolling High Accuracy causes problems with 1 min bar period.
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| [2016-07-24 23:47:25] |
| Sporken - Posts: 82 |
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Hi, I'm a new user and so far I've been EXTREMELY pleased with the software. I'm very very very glad I chose Sierra charts. However, last night I noticed some strange behaviour with one of my charts which I cannot understand. The software became extremely unresponsive when I tried to add a 60 day "Moving Average - Rolling High Accuracy" to my 3 charts - intraday 1 day, intraday 60 mins and intraday 1min. After nearly 15 hours of investigation I've been able to replicate it quite easily with a minimal set of steps. I uploaded a video to show you the steps. https://drive.google.com/open?id=0B5vtQKJ_n4SZbEtuaklvSllnbFk Basically it looks like the 60 day "Moving Average - Rolling High Accuracy" has a problem if you load continuous futures data, specify a day and night session and then change the bar period to 1 minute. It's fine with other bar periods and it's fine without the evening session (I think) My machine is top spec i7 (2600k) with 32GB RAM and SSDs and 6 screens etc etc It might not be obvious in the video but the progress bar gets to 99% of the data - freezes, 20 seconds later ***the screens flash white briefly*** as if it's encountered an exception. This caused lots of bad behaviour on my other charts where they would go into recursive loops of updates because of the dependencies between them. It appeared to cause the total repeated reload of 4 years of tick data for entirely unrelated contracts as well. I5t could take upwards of 10 minutes to recover from each update/change so it was frustrating to debug! Kind Regards, -Jason |
| [2016-07-25 00:15:54] |
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We will briefly look at this but not likely we can do anything about this. Based upon the Study Settings and the Chart Settings you could just have a very high CPU usage configuration. The general solution is to reduce the number of days loaded in the chart through Chart >> Chart Settings. There are numerous high CPU usage conditions that users can create for themselves and the user needs to understand that and resolve them themselves. Generally there is nothing we can do. Also look at our policy regarding videos here: Support Board Posting Information: Do Not Post Videos Unless Requested! We do not need a video. If we need further information we will ask for a Chartbook. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-07-25 00:18:35
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| [2016-07-25 00:24:45] |
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We looked into this and there is nothing we can do. A 60 day time period is extreme especially when there are a lot of bars in the chart for those 60 days. That is going to be the root of the problem. Reduce it or have this kind of consequence. Please just understand that. You cannot do whatever you want with Sierra Chart and expect the operations to complete always quickly. This caused lots of bad behaviour on my other charts where they would go into recursive loops of updates because of the dependencies between them. It appeared to cause the total repeated reload of 4 years of tick data for entirely unrelated contracts as well.
This does not make any sense that this would happen. We would need to have 100 percent super clear details on exactly what is happening.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-07-25 06:02:06
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| [2016-07-25 01:25:04] |
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We can try and make the study more efficient, but the problem is we really do not have time for that now. And it is also possible that further work on the study could make it less efficient. You also need to understand the study is designed to be accurate and high accuracy is inefficient. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-07-25 06:00:20] |
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If you are using a study configuration which requires a lot of CPU time and freezes the Sierra Chart interface for an extended time, then you will need to use another instance of Sierra Chart that is not connected to the data feed and does not require any real-time updating charts. Refer to this section for instructions: http://www.sierrachart.com/index.php?page=doc/DTCServer.php#UsingDTCServerForDataAndTradingInAnotherSCInstance Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-07-25 06:00:39
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| [2016-07-25 06:16:23] |
| Sporken - Posts: 82 |
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thanks, I've been doing more investigating and it looks like it is related to the number of days. 60 or 70 is bad but 10, 20, 30 is ok. Even 50 is ok. Which made me think it was related to contract roll over. But maybe not. It looks in the log as if there is a timeout on a connection. And the screen flash made me think there was a caught exception within the study processing. I'm going to ignore it and just copy the hourly chart with a "Study/Price Overlay". It's a long term average so there's no need to have the value any more accurate anyway. I just want it to be consistent across my charts. I'm not even convinced that it's such a worthwhile thing to plot anyway! Thanks again for taking a look, Kind Regards, -Jason |
| [2016-07-25 17:09:43] |
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It looks in the log as if there is a timeout on a connection. This is why any study configuration you are using which freezes Sierra Chart for an extended time, should not be used in an instance of Sierra Chart connected to a real-time feed and instead needs to be done in a separate instance. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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