Possible to Optimize with data that can't fit on chart?  [SOLVED]

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M747
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Possible to Optimize with data that can't fit on chart?

Postby M747 » 17 Mar 2016

Hello,

I'm trying to Optimize a strategy on over 1 year of data. The strategy involves over 15 different bars (some tick based and some time based). When I try to load more then 1 months worth of these 15 different bars onto a chart Multicharts freezes (even though I'm using the 64 bit version of MC on a computer with 24 gigs of ram).

Aside from getting a much more powerful computer, is there a way I can get MC to include the 11 months of data that it can't fit onto the chart in its Optimization?

I ask, because doing 12 different Optimizations on 1 month of data at a time will give me much different results then running the Optimization on 12 months of data at once.

thanks!

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TJ
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Re: Possible to Optimize with data that can't fit on chart?

Postby TJ » 17 Mar 2016

See post #6
(6) [FAQ] Maximum number of Bars on Chart
viewtopic.php?f=16&t=6845

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JoshM
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Re: Possible to Optimize with data that can't fit on chart?  [SOLVED]

Postby JoshM » 18 Mar 2016

See post #6
(6) [FAQ] Maximum number of Bars on Chart
viewtopic.php?f=16&t=6845
That's not applicable here, I think. Over 1 year of tick data is probably not 100+ million bars, unless we have a 1-tick chart of ES or something. But M747 talks about MultiCharts freezing, and if I follow the link in the FAQ then it says that MultiCharts simply stops loading data after reaching the bar amount limitation. So it shouldn't freeze at all, probably.
I'm trying to Optimize a strategy on over 1 year of data. The strategy involves over 15 different bars (some tick based and some time based). When I try to load more then 1 months worth of these 15 different bars onto a chart Multicharts freezes (even though I'm using the 64 bit version of MC on a computer with 24 gigs of ram).
When MultiCharts freezes, does that happen during the backfilling of the chart data or when the scripts start processing? I'm asking because you seem to have enough RAM for those 15 charts, especially since several of them are also time-based charts. Have you tried opening the charts one by one to see where the problem lays and how the memory behaves?
Aside from getting a much more powerful computer, is there a way I can get MC to include the 11 months of data that it can't fit onto the chart in its Optimization?
That's unfortunately not possible. You can try the Portfolio Trader given that the Portfolio Trader doesn't plot the data on the chart. But the data is still loaded in memory so that might not really help if your problem originates from loading too much data.


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