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Date/Time: Wed, 22 Sep 2021 05:39:20 +0000



Chart Replay Reloads Data Slowly

[2021-09-15 01:26:23]
Marion2025 - Posts: 12
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
https://www.sierrachart.com/index.php?page=doc/helpdetails30.html#ChartsReloadingOften

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: 97826
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:
https://www.sierrachart.com/index.php?page=doc/Backtesting.php#BarBasedBackTesting

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:
https://www.sierrachart.com/index.php?page=doc/helpdetails30.html#SolidStateDrives

You can also compress older historical data files to make the loading from them faster:
https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#IntradayDataFileManagement
Sierra Chart Support - Engineering Level

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