Errors saving excel strategy performance report  [SOLVED]

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newatmc
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Errors saving excel strategy performance report

Postby newatmc » 01 Nov 2021

Hello,

Have been trying to save this strategy performance report so I can compare different versions of my strategy. And getting errors every time.

In the attached pdf file, I captured the selections I'm making while saving, and the end result window when all saving is done as well.

Also attached are couple of examples from the final excel files saved. Reports was saved in version. xlsx format. But re-saved in .xls format to be able to attach as .xlsx are not allowed.

I'm not quiet sure what the problem is . My office version is 2010 and it has been working with no problems for years.

I noticed that the point of stoppage when the error occurs is different in each file, and varies on each tab as well. So sometimes I get the equity chart and sometimes not. Also the trade analysis sometimes appears and sometimes not.

I appreciate any help in getting this resolved.

Regards, Mac
Attachments
Back-Testing Strategy Performance Report.xls
(450 KiB) Downloaded 63 times
Back-Testing Strategy Performance Report 3.xls
(1.08 MiB) Downloaded 55 times
Back-Testing Strategy Performance Report 2.xls
(390.5 KiB) Downloaded 54 times
Back-Testing Strategy Performance Report 1.xls
(630.5 KiB) Downloaded 76 times
MC report save oprtions n errors.pdf
(204.69 KiB) Downloaded 67 times

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Tammy MultiCharts
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Re: Errors saving excel strategy performance report

Postby Tammy MultiCharts » 03 Nov 2021

Hello newatmc,

Please switch MultiCharts to Offline mode through File > Preferences > Data tab and reproduce the described behavior in a simplified environment (1 workspace and 1 chart).
Once the issue occurs, please send us the following files to support@multicharts.com:
1. The workspace where the issue is reproduced.
2. Export of used symbols (with data) from QuoteManager in .qmd archive.
3. The exported scripts with all dependent functions that are used on the workspace.

Please also send us logs via the main MultiCharts window -> Help -> Feedback.
Please select the options:
Attach a screenshot;
Attach log files…;
Upload collected data to help desk;
uncheck other options and click Send.

newatmc
Posts: 7
Joined: 09 Sep 2021
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Re: Errors saving excel strategy performance report

Postby newatmc » 09 Nov 2021

Hello Tammy,
Thanks for the suggestions on creating material to help see the problem.
I replied via email to support as you asked. Sorry it took a while, but I wanted to be sure that the problem is repeatable.

Thanks , Mac

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Tammy MultiCharts
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Re: Errors saving excel strategy performance report  [SOLVED]

Postby Tammy MultiCharts » 10 Jan 2022

Hello Mac,

This is a follow-up on the issue according to our email conversation.

Our development team tested your environment using the files you shared with us.
It turned out that the strategy report is saved with errors because some of the attributes from the report take too much time to be calculated.
This must be caused by the huge data range you are using in the chart.

The chart you shared with us had 1.5 million bars, and all the attributes from the report need to be calculated on each of them. There are attributes, such as Performance Ratios, that require complicated calculation. As a result the calculation of these ratios eats your PC memory up and the Strategy Performance Report calculation takes indefinite time.
You can see that if you run backtesting on the same chart, open Strategy Performance Report and click on Performance Ratios, it will say “Calculating…”, as seen on the screenshot attached.
If you try to export the report while some of the attributes are still being calculated, the report will be saved with errors.

Our dev team is planning on optimizing these ratios calculation in the future releases. However, in the meantime the only recommendation we could give you is to decrease the data range.


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