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Date/Time: Fri, 19 Aug 2022 05:17:56 +0000



Chart Replay Reloads Data Slowly

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[2021-09-15 01:26:23]
Marion2025 - Posts: 13
Hello

I am doing some backtesting using the chart replay on intraday charts with tick data. After I stop a replay, the chart reloads all the historical data, which can take several minutes. In particular, it is the long loading time of the historical market depth data. This make iterative backtesting very slow and tedious. Is there any way to disable this chart reload activity? It shouldn't be necessary to reload the chart data when doing replays.


I've gone through the documentation below but nothing seems to have made a difference
30.3 - Charts Reloading Often

I've also reduce the "Max Depth Levels" to 20 in the "Sierra Chart Server Settings" but the load time for historical depth data is still very slow

Also, I have 128gb of ram, SSD, and a 48 thread Xeon CPU, so I have more than sufficient hardware and do not experience performance issues in any other applications

A simple solution would be to simply have SC load the historical data once, and only once. It shouldn't require reloading all this data when doing replays

Thank you
Date Time Of Last Edit: 2021-09-15 02:10:40
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[2021-09-15 15:14:04]
Sierra Chart Engineering - Posts: 104220
After I stop a replay, the chart reloads all the historical data, which can take several minutes.
When you stop the replay did you need the chart to load data all the way to the current date?

This make iterative backtesting very slow and tedious. Is there any way to disable this chart reload activity?
The only way to avoid this is to use what is called bar based back testing:
Auto Trade System Back Testing: Bar Based Back Testing

This is how you avoid the reloading.

It shouldn't require reloading all this data when doing replays
It absolutely is necessary to reload the data when doing tick by tick back testing.


For the storage drive, you really want to use an NVME drive. Refer to:
30.29 - Solid State Drives

You can also compress older historical data files to make the loading from them faster:
Data/Trade Service Settings: Intraday Data File Management
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
[2021-09-22 17:03:31]
Marion2025 - Posts: 13
When you stop the replay did you need the chart to load data all the way to the current date?

I don't understand this question. Here is what I am observing

1) Chart is loaded all the way to current date.
2) When I start a replay, it reloads all the data before starting the replay. This seems completely unnecessary as the data is already loaded.


The only way to avoid this is to use what is called bar based back testing:

For the strategy I am testing, bar-based back testing is not an option as it would be highly inaccurate


For the storage drive, you really want to use an NVME drive. Refer to:

My drive is an NVME drive, one of the fastest available

You can also compress older historical data files to make the loading from them faster:

I have tried this but found little to no performance improvement

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