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Open Bug report MC-1709

Build Day Bar from Minutes and Signal Performance

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Description

Currently, when building day bars out of 1440 minute bar definitions or using the build from minutes option for the day definition, a load of 1000 days will occur as expected - this is similar and a little bit slower than loading the data as pure day data from the data provider. However, once the data is loaded, 1000 bars as Pure Day versus 1000 bars as "Build from minutes" Day or 1440 minute have gargantuan performance issues for signals. The performance of signals calculated on the same 1000 bars with the minute definitions are around 25 times slower than the pure day bars. It seems to me that it should be possible to increase the performance here once the data is loaded by only processing the rendered bars and not every single minute as appears to be the case. The results are that a workspace with 30 strategies and 2 years of data takes around 30 minutes to calculate for the minute built day bars versus 1 minute for regular day bars.

Steps to reproduce this issue

Build any chart using the "build from minutes" option with Day resolution or use 1440 minute resolution and then apply any signal

Comments (3)
#0
user-offline.png  Guest (Guest)
Sep 09, 2014 - 08:15

The difference in calculating a strategy on a chart fully loaded with day bars versus day bars made from minutes is orders of magnitude more - something like 10 to 20 times slower. This seems like it shoudl be an easy fix..please let me know if you want workspaces and time statistics.

#0
user-offline.png  Guest (Guest)
Sep 09, 2014 - 08:16

It should be easy to create on your end...however, if you can not reproduce it I will as I said get you workspaces that demonstrate and measure the problem exactly.

#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Sep 09, 2014 - 08:21

I have just tried to reproduce the issue and everything was calculated simultaneously. 
Could you send us the following files to support@multicharts.com?
1. The workspace to reproduce the situation.
2. Export of used symbols (without data) from QuoteManager in .qmd archive: http://www.multicharts.com/trading-software/index.php/Exporting_Data  
3. The exported scripts with all dependant functions that are used on the workspace: http://www.multicharts.com/trading-software/index.php/Importing_and_Exporting_Studies

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