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Open Feature request MC-325

Strategy Performance Report cannot be displayed with large number of trades

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Description

Critical issue - Strategy Performance Report does not appear when selected. This bug appears when a large number of trades are placed on a chart. You can replicate this on demand by creating a 24hr 1 minute chart of the @ES (e-mini s&p futures contract) that has a data history of around 10 years. You then apply the MACD LE and MACD SE signals the chart will fill with signals and everything looks OK. Memory usage at this point is about 700K for multicharts.exe.  If you then select view strategy performance report the report does not appear and multicharts reports a low memory problem. Memory usage for multicharts.exe at this point has probably doubled to about 1500K. Hence, it seems that a large number of trades stops the srategy report from appearing and causes multicharts to become unstable. This is a major issue - if you run a long back test and a lot of trades are generated it is essential to be able to see the report. I hope you can see this really is a critical issue. I have tried this in multicharts 6 and the new beta 7 on 4 machines running Win2003 Server, XP, Vista and Win 7 64 bit. They all show the same problem. Please help as this is a real show stopper for us - we cannot look at the resuts from MC and compare to the old Tradestation platform or even continue development of our strategies as we cannot see the effects of any changes. If its any help I know that Tradestation performance reports are a seperate application and we have had back tests that have generated in excess of 60,000 trades over a 20 year period and still got the report on screen. Maybe running the report function as a seperate process will help. Please let me know if you need anything else - I will try to help you as this is so critical for us and is holding up our own systems migration from Tradestation to MC.

Steps to reproduce this issue

This bug appears when a large number of trades are placed on a chart. You can replicate this on demand by creating a 24hr 1 minute chart of the @ES (e-mini s&p futures contract) that has a data history of around 10 years. You then apply the MACD LE and MACD SE signals the chart will fill with signals and everything looks OK. Memory usage at this point is about 700K for multicharts.exe.  If you then select view strategy performance report the report does not appear and multicharts reports a low memory problem. Memory usage for multicharts.exe at this point has probably doubled to about 1500K. Hence, it seems that a large number of trades stops the srategy report from appearing and causes multicharts to become un

Comments (1)
#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
May 05, 2011 - 07:41

The problem will be resolved when we release 64 bit version of MC

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    MultiCharts 8.0 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Critical
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