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Data and memory limits in using multiple portfolio strategies.


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Data and memory limits in using multiple portfolio strategies.

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  #1 (permalink)
Roma Italia
 
 
Posts: 10 since Jun 2019
Thanks: 8 given, 2 received

Hi everybody! Sorry I barely participate. I have a question about Multicharts: it is over a year that I am making tests with several portfolio strategies on a VPS (paper trading with TWS-IB). Periodically I have some troubles with the software, globally and data feed managing, specifically: sometimes it concernes memory values (Multicharts hangs or, worse, crashes), sometimes, like today, I cannot plot the charts, even for data that are ASCII mapped. Data are regularly downloaded daily via ASCII tool. That would be very frustrating if I had to shutdown and open the applications. Is there a clue, a sort of alert, that could make me understand, make aware, that a sort of memory/cache limit has got? Sorry for this messy post, I thank you in advance for any suggestion you can give me.

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  #2 (permalink)
Hartford CT, USA
 
Experience: Beginner
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Nabla76 View Post
Hi everybody! Sorry I barely participate. I have a question about Multicharts: it is over a year that I am making tests with several portfolio strategies on a VPS (paper trading with TWS-IB). Periodically I have some troubles with the software, globally and data feed managing, specifically: sometimes it concernes memory values (Multicharts hangs or, worse, crashes), sometimes, like today, I cannot plot the charts, even for data that are ASCII mapped. Data are regularly downloaded daily via ASCII tool. That would be very frustrating if I had to shutdown and open the applications. Is there a clue, a sort of alert, that could make me understand, make aware, that a sort of memory/cache limit has got? Sorry for this messy post, I thank you in advance for any suggestion you can give me.

Have you checked the Windows Task Manager? It has CPU and memory usage percentages, you can sort the individual columns. There are color changes that give clues as to heavy resource usage. Automatic alerts of a remote server are not trivial to set up. Running both multicharts and TWS in a VPS, with a portfolio of symbols, plus starting other processes periodically such as a data downloader, I'll take a guess and say that your VPS should likely have at least 6GB of memory.

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  #3 (permalink)
Roma Italia
 
 
Posts: 10 since Jun 2019
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ocpb View Post
Have you checked the Windows Task Manager? It has CPU and memory usage percentages, you can sort the individual columns. There are color changes that give clues as to heavy resource usage. Automatic alerts of a remote server are not trivial to set up. Running both multicharts and TWS in a VPS, with a portfolio of symbols, plus starting other processes periodically such as a data downloader, I'll take a guess and say that your VPS should likely have at least 6GB of memory.

Yes, I periodically check on the task manager: usually the heaviest task is the java.exe related to TWS.
I am trying to understand if, apart from the RAM, there is a physical limit with the cache: when the RAM reaches about the 90%, it is surely due to crash some application (I knew that from some time, however); I observed that my problems with data managing should be related to a cache limit, but I am not able to understand when and how to avoid this. Should I shutdown periodically everything? But periodically when? I am not even sure that this would solve the present issue: when I try to upload data for making some backtesting, the application (the chart in Multicharts or the portfolio manage) leaves me with an "establishing connection" or "loading data", even with ASCII mapped data.

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  #4 (permalink)
Hartford CT, USA
 
Experience: Beginner
Platform: None
Trading: ES
 
Posts: 113 since Jan 2015
Thanks: 105 given, 106 received


Nabla76 View Post
Yes, I periodically check on the task manager: usually the heaviest task is the java.exe related to TWS.
I am trying to understand if, apart from the RAM, there is a physical limit with the cache: when the RAM reaches about the 90%, it is surely due to crash some application (I knew that from some time, however); I observed that my problems with data managing should be related to a cache limit, but I am not able to understand when and how to avoid this. Should I shutdown periodically everything? But periodically when? I am not even sure that this would solve the present issue: when I try to upload data for making some backtesting, the application (the chart in Multicharts or the portfolio manage) leaves me with an "establishing connection" or "loading data", even with ASCII mapped data.

I'm not an expert on Windows memory management and system caches (I would just try to get more memory ) I see by googling that there are some that say you can clear things manually, and others that say just let windows take care of it or reboot the machine. I sense that restarting everything on a weekly basis is a great idea, or as often as you can, if it is improving things.

Also just from my experience, I've had really bad luck with Multicharts in terms of the time it takes to display a large amount of imported data that was not directly written to it's internal database in real-time from a broker data feed, especially with ASCII mapped data, I would always get those error messages.

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  #5 (permalink)
Roma Italia
 
 
Posts: 10 since Jun 2019
Thanks: 8 given, 2 received


ocpb View Post
I'm not an expert on Windows memory management and system caches (I would just try to get more memory ) I see by googling that there are some that say you can clear things manually, and others that say just let windows take care of it or reboot the machine. I sense that restarting everything on a weekly basis is a great idea, or as often as you can, if it is improving things.

Also just from my experience, I've had really bad luck with Multicharts in terms of the time it takes to display a large amount of imported data that was not directly written to it's internal database in real-time from a broker data feed, especially with ASCII mapped data, I would always get those error messages.

Well, yes, there is a function (in QuoteManager and in the charting application) that flushes the cached data, and the same is possible in Windows. The trouble is that when you do this, you can't chart automatically the previously downloaded data. All this, however, is only hypothetical (I mean, this as a solution to my issue). By the way, thank you for your kind responses.

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December 1, 2019


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