Pre-Scanning?

I had used TS for years, and am looking a new scanner now. I have following questions.

1). The performance of scanning 3000 symbol on 5minute interval: How long will it take for MC scanner to make one run to find simple MA cross?

2). Can I save the new result in a txt, or xslx file?

3). Can I dynamically change the symbols for scanning?

4). Which data vendor I should use to get real time quotes of 3000 symbols?

Thanks.

lcy1031

Hello lcy1031,

1). The performance of scanning 3000 symbol on 5minute interval: How long will it take for MC scanner to make one run to find simple MA cross?

We have not performed such test. The result depends on several factors:

• Your hardware: CPU and harddrive.
• The length of the 5 minute data series of the 3000 symbols.
• If the data is already present in your local database it will be much faster then if it is downloaded from your data vendor servers, what in its turn depends the speed of your internet connection and speed of request processing by your data provider API.

2). Can I save the new result in a txt, or xslx file?

Yes, you can export the whole scanner into Excel file by making a right-click on a cell in scanner -> Export to Excel...

3). Can I dynamically change the symbols for scanning?

Please elaborate. Give an example how would you like to do this.

4). Which data vendor I should use to get real time quotes of 3000 symbols?

Please contact supported porviders directly to find this out.

1). Because i scan the same list of 3000 symbols every day, I think the data should be on local. My PC is dual core and 8GB Memory. Could you give me a range of processing time of scanning 3000 symbols on simple MA cross?

2). Can I use code to save the results? I want to save the result of every scanning. A manual process is not feasible.


Thanks.

lcy1031

1). Because i scan the same list of 3000 symbols every day, I think the data should be on local. My PC is dual core and 8GB Memory. Could you give me a range of processing time of scanning 3000 symbols on simple MA cross?

Unfortunately i cannot since we haven't tested this and it may vary according to my previous post. How much time does it take on your end?

2). Can I use code to save the results? I want to save the result of every scanning. A manual process is not feasible.

Yes, it is possible to create a custom indicator that would be outputting almost any value from scanner.

TS takes minutes to do so sometimes.

If your company claim that your scanner can scan unlimited number of stocks in real time, the performance is a critical issue which should be in reasonable range such as 30 seconds. Otherwise, it will not be very helpful.

Thanks.

Charles

How much time does it take in your case?

TS does not support more than 2000 stock on ONE radar scanner for scanning or trading. It takes more than couple minutes for scanning a simple rule sometimes.

I think that TS knows the performance is the critical issue so that it does not support unlimited stocks for scanning.

As long as your company claims that MC supports scan on unlimited stocks, it means MC' scanner has past the test (stress test) before release. correct? As you officially release something to public, you should know the performance and test the performance before the release. Is this the industry standard practice?

Thanks.

lcy1031

lcy1031,

As i have mentioned before we have not performed such test (3000 symbols, 5 minute resolution, unknown data range).

Let's say:

1). 2000 stocks
2). data range: 200 bars back
3). simple MA cross
4). best PC on market

You must have some stress test on the scanner. Could you tell me the result of the worst case?

Thanks.

lcy1031

Here are the tests results:

• Case 1. Data is not stored in MC database. Data is not loaded in TS cache. Result: 8 minutes 58 seconds.
• Case 2. Data is not stored in MC database. Data is loaded in TS cache. Result: 4 minutes 20 seconds.
• Case 3. Data is stored in MC database. Data is loaded in TS cache. Result: 2 minutes 45 seconds.

Hardware:
CPU: Intel Core i5-2500K @3.30GHz
RAM: 12 Gb
HD: not SSD
OS: Windows Server 2003 x64 SP2

Thank you very much for a such detailed and prompt response.
However, I don't understand why TS is involved. TS means TS? Is TS the data vendor here?

The performance is pretty much same as TS' one.

Is there any way to improve the performance of MC scanner?

Thank you very much again. Your time was really appreciated.

lcy1031

TS means TS? Is TS the data vendor here?

Yes.

Is there any way to improve the performance of MC scanner?

Sir, i have explained in my very first post in this thread what are the variables affecting scanner performance. You can see what hardware and what data vendor is used in our testing. Better hardware + (possibly) faster API = faster scanner performance.

Thank you for your assistance!

lcy1031