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Direct MessagesDate/Time: Fri, 19 Apr 2024 06:59:44 +0000
Back Testing Performance Issue
View Count: 1053
| [2020-03-22 06:20:17] |
| User38606 - Posts: 80 |
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Hi, what is the problem with new Sierra version? I did updates to get latest version and it is always crashing when I am trying to replay the chart with a spreadsheet study attached. It just hangs and stops working. Can anyone address pls? My work is stopped due to this. Please, assist asap.
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| [2020-03-22 07:35:45] |
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Provide the Chartbook you are using, and the Spreadsheet file and we will test. This is important for us to resolve this. Here are instructions to attach files: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile If we do not get the files we cannot help you. The sooner you provide them, the sooner we can determine the problem. 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: 2020-03-22 07:36:03
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| [2020-03-22 07:44:43] |
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Read our post above. And if necessary we can do a remote assistance session with you to look into this. We also need the Sierra3.CFG file in the Sierra Chart installation folder. All these files can be privately attached here. 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 |
| [2020-03-22 08:28:07] |
| User38606 - Posts: 80 |
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Can you please do remote assistance? I want to show first what I am doing. I am running AUTO Trader in replay and the hole system getting stuck. It does simple replay but when I am trying replay with Accurate Trading System Back Test mode or backtest it crashed. I am home now. My skype ID is ***.
Date Time Of Last Edit: 2020-03-24 09:51:22
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| [2020-03-22 08:32:29] |
| User38606 - Posts: 80 |
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attached
Date Time Of Last Edit: 2020-03-24 09:51:06
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| [2020-03-22 09:08:20] |
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Will call in 10 minutes
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 |
| [2020-03-23 01:50:00] |
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User has been called, and the issue apparently relates to Spreadsheets. There is no exception issue or stability issue. There is just a high CPU usage condition. This will take us a couple of days to look into this and see what we can do to improve performance. 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 |
| [2020-03-24 04:48:37] |
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The problem is due to the Spreadsheet study. If it is removed, the performance issue goes away. With what we know right now most of the solution is going to be on your side and we are doing more analysis on our side. Our recommendation is to reduce the amount of data and formulas among the Sheets in the Spreadsheet file. And clear data from any cells which are just not used or referenced any longer. Performance improvements on our side is a time-consuming process and we cannot make any guarantees and it may take us a couple of weeks to work on that. One performance improvement has been completed and will be out later today. One thing to be aware of is due to the increase market activity, there is a dramatic increase in the amount of data which is getting processed. So this would seem to be the most likely reason for the change. One thing to do is to download historical Intraday data in 1 Second units by changing this setting and re-downloading the data: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) What version were you running previously so we can perform a comparison? If we can see a clear difference, as you have indicated in the first post, between versions, then we can isolate the problem but we are suspecting, the problem is due to the increased amount of market activity. So just please allow more time for us to determine what we can do. 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: 2020-03-24 04:49:44
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| [2020-03-24 10:01:15] |
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Our recommendation is to reduce the amount of data and formulas among the Sheets in the Spreadsheet file. And clear formulas/data from any cells which are just not used or referenced any longer. We want to explain what we mean here. We are not talking about changing the formulas, or the functioning you have implemented in the Sheets. What we mean is clear the data from any columns which are not used, clear the data from any rows which are not used. Remove any other Formulas which are not used. Remove any Sheets which are not used. With the way spreadsheets work during calculation, this reduces the amount of time for a full recalculation. 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: 2020-03-24 10:31:02
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| [2020-03-24 10:08:58] |
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Refer to our post above. Refer to everything we have posted in this thread so that nothing is overlooked. Please understand we have had numerous posts over the last couple weeks, with users with high CPU usage conditions. And there is often a consistent statement that they did not change anything so why is there a problem? The answer is very simple, the market is very active and volumes are twice than usual. This is the issue. Overall Sierra Chart is a very fast program, and most users do not have a problem. And when you tell us that this is a result of a new version, well we accept that and then we look into things based upon that. If this is just simply a case where the version does not matter, like you have indicated through another communication method, and there is more processing when using the Accurate Trading System Back Test Mode due to market activity , then the solution is going to be to increase the Intraday Data Storage Time Unit and re-download the data: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) It may not be enough to use 1 second. You may have to go to 2 seconds or 5 seconds or higher. Users need to follow what we are saying. And to be clear, we will be evaluating your Spreadsheet and seeing how we can improve performance. Also refer to: Auto Trade System Back Testing: Improving Back Test Performance of Spreadsheet Trading Systems 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: 2020-03-24 10:35:24
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| [2020-03-29 09:43:29] |
| User38606 - Posts: 80 |
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There is no issues with the version. I was thinking Standard Replay does not work either initially. It does. However, Accurate Trading System Back Test Mode - does not work. I followed your advise and cut data load / formulas by 25%. It still does not work. Any developments on your side? How soon will you be able to assist? Question: My download historical Intraday data is IN 1 Second units. I checked it. Do I keep it or do I need to change it? to what? |
| [2020-03-31 05:17:53] |
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Considering you need to back test using a spreadsheet study and based upon the data and formulas in the Sheet, you really need to use a bar based back test for the best performance. Your Spreadsheet is using a lot of CPU time. We are going to look at this, but this is going to take us time, we cannot give an estimate, and we cannot assure we can make any further performance improvements. We thought we could look into this more quickly but being that this fits into the category of general performance improvements for spreadsheets, and is nothing new, it will take time. If you update to the very latest prerelease now you will be able to have a chance every few seconds to stop the replay. So the program will no longer be in a continuous frozen state. We did resolve that. My download historical Intraday data is IN 1 Second units. This is fine.
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 |
| [2020-04-06 00:59:41] |
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Prerelease 2077 has a new Replay Mode named "Calculate Same as Real time". This is what we recommend to use instead of Accurate Trading System Back Test Mode. This is a much more practical mode to be using and deliver much better performance. And will give a result which is much more consistent to real-time updating. This is also a mode which should be considered as an accurate mode and is much faster. It is a good balance between bar based back testing and Accurate Trading System Back Test Mode. 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 |
| [2020-04-06 15:42:19] |
| User38606 - Posts: 80 |
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Thank you. Let me try. Can I also ask you please: In my spreadsheet I have calculations of certain studies (i.e. moving average, etc) that Sierra already has custom studies for. If i replace these calculation with already existing sierra indicators (I mean why would I calculate it myself it in the spreadsheet, if there is a study for this), will this improve the performance and reduce the heavy load?
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| [2020-04-06 18:44:09] |
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Yes definitely that will help.
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 |
| [2020-04-10 13:10:37] |
| User38606 - Posts: 80 |
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I tried to run "Calculate Same as Real time" and it worked. It works very slowly, but still does. Speed cannot be increased in replay....looks like it runs with the same speed all the time. However, I could not run any bar based back-testing still, to be able to run it in bulk unfortunately.
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