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  • Tic Playback Question

    Howdy Folks,
    Every Friday I download the last 10 days of GBP data and play my strategy back over it to look for possible improvements, etc. My question is as follows...

    It seems i can run through the first week very quickly - about 45 minutes or so ....but as the playback progresses through the second week it gets slower and slower - to the point where in the 10th day it can take seconds to play each tic.

    I've used the Performance Monitor and the script maintains an average 0.2 millisecond cycle time throughout the entire playback. My CPU useage sits at around 50% and page frame around 600 mb.

    Does anyone have any ideas what could be causing the slower progression as i get into the second week of playback ? Alterniatively, does anyone have any ideas on how to speed the playback time up? Currently can take up to two and a half hours to playback 10 days.

    Thanks in Advance,
    Chris

  • #2
    Hello Chris,

    If you run the tick replay without any EFS formulas applied to the chart, do you still see the slow down in the replay?
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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    • #3
      Hi Jason,
      Thanks for getting back to me. I believe i've solved my problem by returning to using a global variable from a 5 sec chart to send seconds to a 30 minute chart. I had switched to calling for the time from the 30 minute from another interval and it seems it's just time intensive.

      Thanks,
      Chris

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      • #4
        Tic Playback Question Worse than ever

        Hello again Jason or anyone,

        Seems i might have been a bit pre-emptive on my solution to my previous post regarding "Tic Playback Question". Still having the same problem with ever increasing time.

        I wrote a small app that just tracks the amount of real time it takes to play back each day during the playback of a 10 day GBP period. ( I download 10 day periods every two weeks). In the second part of the image you can see the results from playing back the tic file with JUST the timer app running and each day averages 7 minutes. In the first part of the image, as you can see...the time it takes to play back a day is increasing dramatically - to the point where it can take more than four hours to run a tic file.

        I've written several dozens of scripts over the last four years and all of them are much more calculation intensive than this trading script and I've never come across this problem before. I've carefully checked my script for loops gone wild etc and can find nothing. Most of my calculations are done on open of a new candle... only my exit strategy is continually checking and i only have one exit and it only checks when in a trade which averages 8 times a 10 day period. As i mentioned before, using the Performance Monitor ...the script maintains a 0.2 millisecond execution time throughout the run, it seems that the cycles almost pause for seconds between each cycle.

        I'm stumped.....any idea or solution or even a way to check where the problem might be would be of immense help.

        Thanks in advance,
        Chris

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        • #5
          figured i best add the image...
          Chris
          Attached Files

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          • #6
            Hi Chris,

            Just a sanity check for you. These are some things that will result in the behavior you are seeing:
            [list=1][*]debugPrintln output to the formula output window will result in ever-increasing drag on performance.
            [*]drawing of line objects (without removal of older lines) will result in an accumulative delay.
            [*]file access... the opening and closing of file(s) of ever increasing size is an accumulative performance killer as well.[/list=1]


            Perhaps these will give you some ideas.

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            • #7
              Hi Guys,

              I want to thank you for taking the time to help with this problem. It's been driving me nuts.

              Steve, as usual, you hit on the solution right off the bat !!! It was in fact, the line draw without removing the old ones. I'm not quite sure how that jammed up the system but it was the culprit !! My replays are back down to just over an hour from 4 hours in most cases.

              You gentlemen are the best !!! Thanks

              Chris

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              • #8
                Chris,

                You are most welcome, good to hear that helped.

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