Same signals in different MC instance sometimes differ  [SOLVED]

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evdl
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Same signals in different MC instance sometimes differ

Postby evdl » 14 Jan 2016

I use two identical signals.

One signal is used for taking real live trades and the other signal is used for taking papertrades.

These signals use
- identical workspaces with same dataranges.
- workspaces are opened in their own MC instance but use the same dataprovider(one QM).
- calculations are based on tickdata

The calculated values are the same from the start but after awhile (sometimes hours), always one of these signals start to show values that are a bit off, what it should be. One time it is the papertrade signal, the other time it is the live trade signal that differs. But always one is OK and one is a bit off after some time. Which one differs for time to time.

Reloading the signal that is a bit off, solves the problem and both signals will be ok for a period of time until one will differ again.

Processor load is around 7% per MC instance at peak, normally around 0-3%.

Now the question: can I expect different MC instances on one PC, to calculate the same signals at the same time and give me same values (not trades results, but ATR or MACD). Or are there circumstances or the way a pc works or how MC works that prevents this.

orion
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Re: Same signals in different MC instance sometimes differ  [SOLVED]

Postby orion » 15 Jan 2016

The difference is due to differential delays in the tick events passed from the data collection process to the two signal processes. Interprocess communication involves delays even when the processes are running on the same machine and the delays experienced by the two signal processes can be different depending on how the OS is scheduling events for the processes.

evdl
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Re: Same signals in different MC instance sometimes differ

Postby evdl » 20 Jan 2016

Ok, what I understand from your reply, there is always the possibility that two identical signals or the data will not be processed at the exact same time. So putting the two signals in one instance of MC instead of two would not make a difference.


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