How stable is Multicharts for 24/7 autotrading?

Questions about MultiCharts .NET and user contributed studies.
scotpip
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How stable is Multicharts for 24/7 autotrading?

Postby scotpip » 01 Oct 2014

Hi

I'm currently evaluating MC.Net and am very attracted by the feature set.

So I would be very grateful for any reassurance from the community that MC.Net is a stable platform for running automated trading in production. We run trades 24/7 so would only be able to reboot at weekends. Is Multicharts up to the job or running reliably for a week at a time? We'd be using a properly resourced VPS that would be dedicated to running MC.

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JoshM
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Re: How stable is Multicharts for 24/7 autotrading?

Postby JoshM » 02 Oct 2014

There were some reports about high memory usage when running MultiCharts multiple days consecutively (see here and here) but this should have been addressed with MC 9.0 (see here).

A lot of factors can influence the performance of the MultiCharts program. For example, if you run multiple strategies the log files can become quite big, leading to less performance. So I guess the answer is "it depends".

Perhaps support can give assurances from their experience.

scotpip
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Re: How stable is Multicharts for 24/7 autotrading?

Postby scotpip » 03 Oct 2014

Thanks Josh - very helpful. As you say, looks as though we'd need some advice from Support on exactly how to set about making this work.

My experience is running Linux servers, which I've always found rock-solid. I'm a bit apprehensive about running a critical app on Windoze as our workstations are very far from rock-solid.

Seems there's a whole sub-culture around memory leaks in .Net, and there are techniques on production servers which enable you to locate the .dll that's causing it. The threads you linked to suggest that MC are quite proactive about providing fixes, so I guess this should be workable.

Though any other comments would be most welcome...

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JoshM
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Re: How stable is Multicharts for 24/7 autotrading?

Postby JoshM » 04 Oct 2014

Though any other comments would be most welcome...
MATricks, who had a lot of trouble with memory earlier (see links above), recently said:
I'd suggest making scheduled restarts of the platform to evade these crashes. Leaving MC running for more than a day is asking for issues.
Source.
I definitely suggest to restart MC every day. Problems start occurring at the 48hr mark for me. Data usually stops by about then. Even if it looks like its running correctly, when I restart it an error occurs and I lose any saved material.

You do this with ANY platform.. just more so with MC. 'Automation' is not 100%.. there's a lot of manual work.

As far as the chart lengths, that's a case by case issue. I'd suggest using the smallest amount of chart for live strategies.
(Source: same page)

Since keeps MultiCharts running for much longer and has reported a lot of tests in his forum posts, I'm inclined to take his word. That being said, I hope others can jump in with more details.

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Re: How stable is Multicharts for 24/7 autotrading?

Postby hairyMug » 04 Oct 2014

also, I would suggest looking at "auto-it" which is a macro tool.
It can be used to watch for specific windows and complete a set of commands to respond automatically.

For instance, another tool I use pops up a "message" window which stops executions until the OK button is pressed. An autoit script watches for the window and then "presses" OK...

There is a learning curve but it is powerful & free and can do almost anything on a PC.
This includes periodic restarting... but that is tricky business...

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Re: How stable is Multicharts for 24/7 autotrading?

Postby shanemcdonald » 04 Oct 2014

hi
You will have to test it 24 / 7 for weeks before going live.
You must find the boundaries for your particular system.

I have tested MC extensively and found there are certain limitations, as with other programs.

I typically start out with 8 chartbooks with 6 charts in each book. 48 charts with a long and short strategy on each.
Autotrade is on. Each chart has 21 to 30 days of data. around 20 percent are tick based and the rest are time based.

With this setup, I start to slow down with memory issues at around the 48 hour mark.

For my system, that seems to be the upper limit , ( or upper bollinger band ).

The following setup runs smoothly all week without a glitch.
4 chartbooks, 4 charts in each. 7 days of data and 2 strategies on each with autotrade on.
No indicators loaded on the chart.
No other programs running on computer and no web browsers. Dedicated.



Intel dual core with 8 gb ram and no special setup. It is a basic computer.

For some reason, this machine runs it better than a quad core with same ram.

This is just basic info I have experienced on a basic computer.

I have found MC64 to run smoother for me. The.net version seemed to slow down more with increased data coming in.

I have also found support to be extremely helpful with fast responses and fast fixes if it is connected to an API problem. They are very good.

best regards

shane

scotpip
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Re: How stable is Multicharts for 24/7 autotrading?

Postby scotpip » 06 Oct 2014

Hi folks

Exceptionally helpful responses! I now feel I have realistic expectations.

We only trade 3-4 forex pairs and only need the minimum of historical data in the chart, but it sounds as though, on the precautionary principle, we should be rebooting daily. There will be a small period when our trades would be unmanaged, but be could place server-side stops for protection, I guess. It also sounds as though we should invest in some kind of app monitoring to detect and freeze ups.

HairyMug - yes, I would automate with some kind of macro. AutoIt would be a good solution, though for day-to-day work MacroExpress has worked flawlessly for me for a decade. It's pretty powerful and user-friendly - worth a look if you're wanting to automate Windows without too much of a learning curve.

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Re: How stable is Multicharts for 24/7 autotrading?

Postby hilbert » 09 Oct 2014

A lot of factors can influence the performance of the MultiCharts program. For example, if you run multiple strategies the log files can become quite big, leading to less performance.
Are you talking about Multicharts software log files or order and position tracker log files?
Because if you are talking about Multicharts software log files, they get deleted upon restart of MC. However, order and position tracker log files stay forever. I guess if you are talking about these log files, then maybe a solution is to delete order and position tracker logfiles every once in a while. How do you deal with these big log file issue? What do you suggest? Thanks.

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Re: How stable is Multicharts for 24/7 autotrading?

Postby JoshM » 11 Oct 2014

Are you talking about Multicharts software log files or order and position tracker log files?
Because if you are talking about Multicharts software log files, they get deleted upon restart of MC. However, order and position tracker log files stay forever. I guess if you are talking about these log files, then maybe a solution is to delete order and position tracker logfiles every once in a while. How do you deal with these big log file issue? What do you suggest? Thanks.
I'm talking about the MultiCharts software log files. They are indeed deleted upon restart of MC, but with running MC 24/7 that obviously does not happen. It's not uncommon to see log files that are hundreds of megabytes after one session, and the larger these log files, the worse the performance over time.

The OPT log are, at least in my experience, very small.

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Re: How stable is Multicharts for 24/7 autotrading?

Postby hilbert » 13 Oct 2014

I'm talking about the MultiCharts software log files. They are indeed deleted upon restart of MC, but with running MC 24/7 that obviously does not happen. It's not uncommon to see log files that are hundreds of megabytes after one session, and the larger these log files, the worse the performance over time.
So, what is the best way to deal with Multicharts software log files, if they become very big, other than in middle of week, closing Multicharts and restarting?

Separately, how do you know that large log files lead to decreased/sub-optimal performance? Have you measured it (e.g. backtesting speed) or is this observation based on what you have experienced like more frequent crashes, lag between the time you click on a chart and attention moves to it etc, when log files become very big?
Thanks for sharing your experience.

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Henry MultiСharts
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Re: How stable is Multicharts for 24/7 autotrading?

Postby Henry MultiСharts » 21 Oct 2014

I'm talking about the MultiCharts software log files. They are indeed deleted upon restart of MC, but with running MC 24/7 that obviously does not happen. It's not uncommon to see log files that are hundreds of megabytes after one session, and the larger these log files, the worse the performance over time.
So, what is the best way to deal with Multicharts software log files, if they become very big, other than in middle of week, closing Multicharts and restarting?
You can go to the logs folder (MultiCharts->Help->Support->Open Logs Folder) and remove it's contents. Most of the files can be removed while MultiCharts is running, except for some NET traces.
Separately, how do you know that large log files lead to decreased/sub-optimal performance? Have you measured it (e.g. backtesting speed) or is this observation based on what you have experienced like more frequent crashes, lag between the time you click on a chart and attention moves to it etc, when log files become very big?
Thanks for sharing your experience.
Visual performance can be reduced due to the large log files. Backtesting speed should not be affected by that. Backtesting speed can be affected by the anti-virus.

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Re: How stable is Multicharts for 24/7 autotrading?

Postby hilbert » 22 Oct 2014

So, what is the best way to deal with Multicharts software log files, if they become very big, other than in middle of week, closing Multicharts and restarting?
You can go to the logs folder (MultiCharts->Help->Support->Open Logs Folder) and remove it's contents. Most of the files can be removed while MultiCharts is running, except for some NET traces.
Thanks Henry, I verified what you said and deleting these log files and folders when MC is running works fine without any problem. Thanks for your solution!


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