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My Problems with Multicharts


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My Problems with Multicharts

  #21 (permalink)
 
fallout's Avatar
 fallout 
Montreal, Canada
 
Experience: Beginner
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greenroomhoo, thanks for your review. It's good to see how far one can push MC. I am relatively a new MC user, but I plan to grow with this platform for a while.

Just for curiousity's sake, can you post all your system specs? As detailed as possible please.

And if you can, I would also like to know the amount of data you are trying to process, or perhaps what kind of studies are being used. You don't have to disclose any trade secrets. I just want to quantify the amount of data you are passing through.

Is it solipsistic in here, or is it just me?
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  #22 (permalink)
 
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 greenroomhoo 
annapolis USA
 
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i was running 300 symbols on 200 days (daily charts) and ran into trouble. My strategy that i was testing was very simple bar pattern type strat so not very intensive. It allowed several iterations of backtesting then start getting the Multicharts is running out of memory warning. you can keep testing through that several more iterations before you have a real problem.

Never been able to get optimization to work at all on a portfolio like that.

lenovo w510 x920 intel chip (quad 2ghz boost to3.2) - i am also overclocking to 3.7 or so
16 gb ram
500 g hard drive.








fallout View Post
greenroomhoo, thanks for your review. It's good to see how far one can push MC. I am relatively a new MC user, but I plan to grow with this platform for a while.

Just for curiousity's sake, can you post all your system specs? As detailed as possible please.

And if you can, I would also like to know the amount of data you are trying to process, or perhaps what kind of studies are being used. You don't have to disclose any trade secrets. I just want to quantify the amount of data you are passing through.


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  #23 (permalink)
 
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 fallout 
Montreal, Canada
 
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greenroomhoo View Post
i was running 300 symbols on 200 days (daily charts) and ran into trouble. My strategy that i was testing was very simple bar pattern type strat so not very intensive. It allowed several iterations of backtesting then start getting the Multicharts is running out of memory warning. you can keep testing through that several more iterations before you have a real problem.

Never been able to get optimization to work at all on a portfolio like that.

lenovo w510 x920 intel chip (quad 2ghz boost to3.2) - i am also overclocking to 3.7 or so
16 gb ram
500 g hard drive.

That's a pretty decent machine, but I believe you are maxing out your resources to some extent.

I would like to point out that I don't think 32/64-bit is a concern here, due to something called PAE - Physical Address Extension. Granted, you can think of it as a band-aid fix here, but nonetheless I don't think MultiCharts written in 64-bit is the answer.

When you run your backtesting at full-load, did you see your memory usage max out? Check in Task Manager. Perhaps you are just hitting the memory limit of your machine, all 16 GB of it. I can easily use 16 GB of memory with hundreds of Chrome and Firefox windows.

See the screenshots I have posted. This is with a 12 GB system; I can show you a max-out of 16 GB once I get to my office on Monday.

Is it solipsistic in here, or is it just me?
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  #24 (permalink)
 
fallout's Avatar
 fallout 
Montreal, Canada
 
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I forgot to ask: when does the memory exhaustion occur? At the beginning of your backtesting, somewhere in the middle or near the end? And who told you about the 32/64-bit being a problem here, the support staff at MultiCharts?

I would also like to add the only time a program, such as MultiCharts, will benefit being written in 64-bit is when you are using 4 GB of memory/data in one sitting. In other words, think of it as drinking a large glass of water. A regular person would drink/sip the water in several gulps. Now, bring in someone who can easily chug the entire water down in one gulp. That's the difference between 32-bit and 64-bit applications. It's how much you can handle in one sitting/period without choking.

I don't know how MC is written to do backtesting with several hundred symbols, but if the symbol's entire dataset (or working memory) was over 4 GB then you would see MultiCharts crash or freeze, not wimp out with "out of memory". I am fairly certain you are maxing out your system resources. There is also the possibility of a memory leak or non-optimized function/indicator/signal being used.

Anyway, just some things to consider! We can't always blame the application.

Is it solipsistic in here, or is it just me?
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  #25 (permalink)
 
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 MultiCharts 
Columbus, Ohio, US
 
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greenroomhoo View Post
300 or so symbols on maybe 200 days of daily data runs out of memory after maybe 6 or so runs in portfolio backtester.

My computer is a quad processor with 16gigs of ram.

greenroomhoo,

The issue is probably caused by the fact that Portfolio Backtester uses all your 4 cores for optimization which leads to using 4 times more memory. Please download and run the folowing registry file as administrator (MC and Portfolio Backtester should be closed):

https://dl.dropbox.com/u/26968921/NumberOfThreadsOnOptimization.reg

It will limit the number of threads used for optimization to 1 reducing memory consumption.

If the problem persists, please send us your code so we can test it on our end and see if the code can be optimized to avoid running out of memory.

Memory issue will definitely disappear when we release 64 bit version of MultiCharts. Beta-testing should start in about a month or so. See attached screenshot demonstrating 64 bit version of MC in action.




PS I would suggest you to contact MultiCharts support directly first so we could help you right away.

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  #26 (permalink)
 ilikeread 
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Hello,

It is nice to see people reporting this memory issue. I used Ninja for 1 1/2 years and just tried Multicharts for 3 weeks. In last a few days, after I run MC for a few hours (8-9 hours), receiving realtime Zen-fire data feed (only 6E, with 60,000 quote received), I found my computer get weird: sluggish, not able to do very simple windows operation.

After I restarted computer, all of the problem are gone. I guess it should not be a backtesting problem, since I never did the backtesting today and same thing happened. Even I did backtesting, I only use 2 week of 4 point range chart on 6E test on BigMike's video turial "futures.io (formerly BMT) moneymaker". (the very simple strategy demo) LOL. I am not sure if it is my computer problem or MC issue.

My computer: Window Vista Home, AMD Phenom 9660 Quad-Core 2.30 GHz Memory: 4GB. It might be a baby computer compared with a lot of Pro's here, but it should not have such a problem. For a long time with NT I don't have such an issue.

Anyone have similar experience? Thank you so much.

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  #27 (permalink)
 
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 Big Mike 
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ilikeread View Post
Anyone have similar experience? Thank you so much.

4GB of memory in total can definitely be a problem if you have any other apps open. Chrome alone often consumes several gigs for me.

Most likely, your computer was swapping to disk. I've disabled swapping on my system (no pagefile). I have 12GB of ram and a 256GB SSD, fyi.

You can confirm it was swapping by starting taskmgr (start - run - taskmgr). If you are out of memory and swapping to disk, this really has nothing to do with a MultiCharts problem, but simply how Windows works when you don't have enough memory.

Mike

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  #28 (permalink)
 ilikeread 
San Mateo, CA, USA
 
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Big Mike View Post
4GB of memory in total can definitely be a problem if you have any other apps open. Chrome alone often consumes several gigs for me.

Most likely, your computer was swapping to disk. I've disabled swapping on my system (no pagefile). I have 12GB of ram and a 256GB SSD, fyi.

You can confirm it was swapping by starting taskmgr (start - run - taskmgr). If you are out of memory and swapping to disk, this really has nothing to do with a MultiCharts problem, but simply how Windows works when you don't have enough memory.

Mike

Thank you very much for your quick response. It is very likely the case as you said. I opened NT, MC and several office program, Abobe reader etc all at the same time. I will restrict the usage of my trading computer for only the trading purpose later on.

Peter

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  #29 (permalink)
 
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 greenroomhoo 
annapolis USA
 
Experience: Intermediate
Platform: Ninja, MC, Sierra, Amibroker
Broker: PFG (too bad), IB, Fidelity, AMP
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After begging and some excellent customer service follow through buy Multicharts, i managed to get included in the beta for the 64 bit.

IT IS A WHOLE DIFFERENT EXPERIENCE.......backtesting huge portfolios with no memory issues much faster in all respects.

For example i uploaded the entire s&P 500 and put a basic strategy on the entire portfolio back 500 days. ran no problems vs 32 bit could not do it at all

that is impressive. I think everyone will be happy when the final version rolls out.

For fun i just did a backtest for 3000 days on the five hundred. its chewing through the backtest right now......

Im going to be up all night playing with it...


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  #30 (permalink)
 
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 greenroomhoo 
annapolis USA
 
Experience: Intermediate
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Broker: PFG (too bad), IB, Fidelity, AMP
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running no problem. no memory error. no crashing......

Im happier than a pig in you know what.

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