"Master Strategy" exit strategy kills MC

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bnichols
Posts: 4
Joined: 26 Oct 2012

"Master Strategy" exit strategy kills MC

Postby bnichols » 03 Apr 2013

I'm finding use of the built-in Master Exit Strategy (chart trading) slows MC 8.5 (release) to the point of making MC unusable and am curious at this stage whether others have run into the same issue and can point to a solution.

Interestingly MC performance seems to degrade noticeably when the Master exit strategy is enabled via "Auto Attach As Exit Strategy" -- before an order is actually placed -- and dramatically when an order is placed and the Master strategy is attached. The symptoms include the following (in order of severity and apparent association):

1. chart updates slow to the point where the entire app seems to freeze for long periods when a trade is entered even though price continues to update on the chart trading sidebar (MC/Interactive Brokers data feed);

2. MC will execute apparently random commands, including arbitrarily cancelling stop/target orders, possibly by dropping events (misinterpreting mouse position when the mouse is clicked on other parts of the chart);

3. dramatic increase in noise spikes in incoming live tick data that appear to coincide with order entry, often significant enough to make a chart unusable until the offending data is edited out and MC restarted (MC/Interactive Brokers data feed). Curiously a price of 6.0000 is invariably injected into one or more ticks in the case of IB spot EUR/USD data feed when a spike occurs;

4. More frequently than usual MC ceases to update charts in a workspace for a given instrument without warning and for no apparent reason even though other charts for other instruments in other workspaces continue to update, updates resuming once the the dead workspace is closed and reopened (both MC/IB and MC/IQFeed);

5. The disappearance of Volume Profile/cumulative delta plots for futures that do not restore until MC is restarted (MC/IQFeed)

The issue does not appear to be resource related and there is no apparent increase in CPU or disk activity when the bot is engaged. The issue is reproducible when MC, IB TWS and IQFeed are the only apps running on an 8 gig / 8 core / almost empty terabyte drive I7 computer, memory usage around 63% and insignificant CPU usages for 3 workspaces * 4 tick charts each * 10 indicators each.

The system will support 9 such workspaces (and NT running in the background from time to time) and/or several custom strategies running in the background on various charts during ongoing out-of-band walkforward testing with no issues as long as the Master Strategy exit is not engaged.

All of this goes down the tube the instant Master Strategy is armed via "Auto Attach..." or is manually attached to an existing order.

Various malware scans have turned up nothing.

I'ved used MC for just over 6 months and just started using built-in exit strategies so entirely possible I'm missing something, especially since a quick keyword search of the support forum hasn't turned up similar reports.

Any insight welcome.

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Henry MultiСharts
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Re: "Master Strategy" exit strategy kills MC

Postby Henry MultiСharts » 04 Apr 2013

Hello bnichols,

Please come to our live chat Monday-Friday 6:30 am - 4 pm EST to demonstrate this behavior remotely and we will collect all required for analysis information.

bnichols
Posts: 4
Joined: 26 Oct 2012

Re: "Master Strategy" exit strategy kills MC

Postby bnichols » 04 Apr 2013

Roger & thanks--will do.

bnichols
Posts: 4
Joined: 26 Oct 2012

Re: "Master Strategy" exit strategy kills MC

Postby bnichols » 05 Apr 2013

Completed the chat session with Andrew--thanks very much--but am still waiting for the 600 Mbyte zip archive of the data he assembled to upload to the cloud (dropbox.com) before I'll be able to share the link with him.

Tested the dropbox upload with small text files--works fine--but looks like anything of any size may take forever. Not sure what that's about but will keep you posted.

Thanks again.


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