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[User Discussion] - How to get workable multi-chart replay performance?

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[2019-11-24 04:26:34] #1 [Go To First Post]
j4ytr4der_ - Posts: 918
I can't figure out if there's a problem on my system, or if this is somehow expected behavior/performance. I have 2 charts, linked together. One is a Flex Renko 60-45-45 and the other is a Flex Renko 12-9-9 (symbol RTYZ19) Even with NO studies at all on either chart, and setting the Processing Step to 1 second, replay performance is completely unusable. Bars play back incredibly slowly, with huge jumps in time. This is not a case of where price action moved so quickly that many bars were created in less than 1 second. I'm talking about 6 bars appearing instantly, when the actual time span between them was nearly 30 seconds. Any auto-trading system I attempt to backtest with such a multi-chart replay, will fail and either miss trades entirely, or execute them far too late. A single chart replay of course, performs perfectly. But since on my real system I am replying on a study from the slower chart, being overlaid on the faster chart, I have no choice but to use a multi-chart replay. My computer is not exactly new but seems like it should be more than enough to handle this (Core i7 950 @ 4GHz, 6 GB of RAM, all diagnostic tools are telling me there is no load on the machine to speak of and RAM is nowhere near to maxed out. Windows 7 SP1). Even a brand new chartbook with two clean charts configured as described above, still has the same problem Am I missing some setting or other factor that would be causing this? I've been fighting with this for days and can't seem to do anything to improve it even the slightest amount, so I've given up and am posting here for help.

[2019-11-24 14:13:09] #2 [Go To First Post]
bradh - Posts: 854
What speed are you replaying at? Do you have the same problem with other symbols? Have you tried Edit>>Delete All Data and Download? The attached file works for me. Date Time Of Last Edit: 2019-11-24 14:13:37


Two Chart Back Test.Cht - Attached On 2019-11-24 14:07:37 UTC - Size: 42.47 KB - 224 views

[2019-11-24 15:51:02] #3 [Go To First Post]
j4ytr4der_ - Posts: 918
Any speed, even 1.0, causes the same issue. Higher speeds everything just goes by even faster. I have deleted and re-downloaded all data, I have not tried other symbols as I've been focused on this one. I'll try another symbol today and see if I get any difference in performance. When you say the attached chartbook "works", what exactly do you mean? Because multi-chart replay "works" for me too, the performance is just awful. But I wouldn't say it doesn't work, just that it's not useful in its current state. I even tried with candlesticks thinking maybe it was a Renko issue, but performance was terrible there too (1min and 15min).

[2019-11-24 16:05:34] #4 [Go To First Post]
bradh - Posts: 854
When you say the attached chartbook "works", what exactly do you mean? I mean I don't see any performance issue. There was a problem with earlier versions where the Processing Step in Seconds would return to 60 seconds after hitting pause. This has been fixed. What version are you running?

[2019-11-24 16:51:04] #5 [Go To First Post]
j4ytr4der_ - Posts: 918
I'm running 2005. Could that be what's happening? I'm downloading the latest version now... if I'm reading this right it looks like there is something newer. Will report back.

[2019-11-24 16:57:44] #6 [Go To First Post]
bradh - Posts: 854
2005 Should be OK. It was back about 1-2 months ago.

[2019-11-24 17:01:23] #7 [Go To First Post]
j4ytr4der_ - Posts: 918
OK no change running 2015. Tried your chartbook as well... also no change. Try a replay on your chartbook starting on 2019-10-30 at 07:05:00 and see what happens. For me, it gets a couple of bars in (showing almost no price movement to get there) and then hangs for a good long while... and suddenly gives a burst of bars in an instant (on the smaller timeframe). I'm going to keep digging... something has got to be wrong on my side if this isn't happening for you.

[2019-11-24 17:24:03] #8 [Go To First Post]
bradh - Posts: 854
Yeah, not seeing anything odd with SC Data Feed nor with CQG. If it only occurs on certain bars, then there may be a bad trade in the data file.

[2019-11-24 17:39:54] #9 [Go To First Post]
j4ytr4der_ - Posts: 918
Yeah it happens everywhere, just very easy to see in that spot (and I had a trade signaling there that multi-chart replay can never take correctly because of this). I'll keep at it and report back if I make progress.

[2019-11-24 18:06:38] #10 [Go To First Post]
j4ytr4der_ - Posts: 918
Holy crap it's the symbol. No matter what time period I replay, RTY is always bad as described. But switching to ES... everything is perfect. WTF could be going on here? I've already deleted and re-downloaded data, I've updated SC, I've made sure my data is stored in tick intervals, set my Processing Step to 1... For the heck of it I just deleted and downloaded the data again. No change. I also tried NQ (NQZ19) and it's just as bad as RTY. Then I tried YM... and it's FINE! Just like ES. I'm totally bewildered here.

[2019-11-24 18:06:54] #11 [Go To First Post]
j4ytr4der_ - Posts: 918
Oh I'm using SC Data, btw. Tried also on the TransAct feed, no change. Date Time Of Last Edit: 2019-11-24 18:18:29

[2019-11-26 08:15:39] #12 [Go To First Post]
samual sprat - Posts: 343
FYI I have similar time syncing issues when using multi chart replay. However i saw some patch notes recently where there was mention of a new replay server function. I’m assuming this would mean that you would use a primary instance to act as a normal data provider to sub instances but it actually provides historical data. I guess this means that all charts in sub instances would behave as if the data was live, and would fix this syncing issue we’re seeing maybe SC can chime in if this is true or not this was from the version 2003 patch notes “Developed a new replay server in the DTC server in Sierra Chart to replay Intraday chart data. Documentation on this will come later.” Date Time Of Last Edit: 2019-11-26 08:17:13

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