 Posted 2/4/2010 16:13:33
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| Hi! I have some problems using RE as I cannot run simulations only once ore twice until I get an OutOfMemory Exception. At startup of RE it uses app. 150 MB of memory After the first simulation it uses 800 MB and wont free up the memory afterwards. Second simulation pushes up memory usage to 1.4 GB. I'm generating UserSeries for about 400K Bars. Is there a way to set free the used memory after simulation? If I'm not interested in displaying UserSeries after the simulation, is it possible to use MaxLookBack for UserSeries as well? Increasing RAM from 4GB to 8 GB would allow 4 simulation runs but wont solve my problem  Kind Regards, GT
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Posted 2/5/2010 01:12:28
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Are you closing the results window after each run or leaving it open?
Is your system generating a lot of output (to the output window)?
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Posted 2/5/2010 05:51:06
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Sometimes I close it sometimes not - seems to make no difference (long, short, b&h - reports are disabled)
In the output window are about 30 entries concerning MaxOpenPositions, Used Memory and Counter (the latter two have one line each).
Another problem showed up yesterday night:
When I chose "Equity curve" to be evaluated in the reports, the application freezes still using one CPU 100%. Memory usage does not change. Even after 15 min the application is still "frozen".
RE Ed2 build 14
Win7 64 bit
AMD Phenom Quad
4 GB memory
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Posted 2/5/2010 08:55:14
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You're running the charts on 400,000 data points?
gtomez (2/5/2010)
Sometimes I close it sometimes not - seems to make no difference (long, short, b&h - reports are disabled)
In the output window are about 30 entries concerning MaxOpenPositions, Used Memory and Counter (the latter two have one line each).
Another problem showed up yesterday night:
When I chose "Equity curve" to be evaluated in the reports, the application freezes still using one CPU 100%. Memory usage does not change. Even after 15 min the application is still "frozen".
RE Ed2 build 14
Win7 64 bit
AMD Phenom Quad
4 GB memory
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Posted 2/5/2010 09:18:57
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billb (2/5/2010)
You're running the charts on 400,000 data points?
Yes, after consultation of my pocket calc it could be even more - up to 600-800k I guess
Running 2 Simulations is possible, but not another or displaying equity curve.
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Posted 2/6/2010 03:34:49
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Having the exact same problems, so far nothing has been done to solve those bugs. Generating the equity curve takes very long time so I kinda gave up on it and do it myself (I use NLOG to output a lot of stats). However, RE is kind of getting useless if I cannot run a simple optimization or more than 1-2 backtests without having to close down the whole application, reload it, reload my strategy, re-selecting all symbols for the backtest, and run the next test....seriously, we started coding our own stuff in VS C#....if those issues cannot be solved soon then running backtests in RE is more a hassle than anything else. Quite disappointed about this because sometimes menial tasks are given priority while memory issues are piling up but nothing is done about it. I pointed it out several times among other users...
I mean, isnt that a CLEAR BUG that memory is not released even after closing down the results tab, clearing output (I dont generate output in the first place). It should not matter how many symbols I use, how many userseries and so forth, point is, when I want to run another backtest I should be able to close whatever needs to be closed in order to re-capture memory...
gtomez (2/4/2010)
Hi!
I have some problems using RE as I cannot run simulations only once ore twice until I get an OutOfMemory Exception.
At startup of RE it uses app. 150 MB of memory
After the first simulation it uses 800 MB and wont free up the memory afterwards. Second simulation pushes up memory usage to 1.4 GB.
I'm generating UserSeries for about 400K Bars.
Is there a way to set free the used memory after simulation?
If I'm not interested in displaying UserSeries after the simulation, is it possible to use MaxLookBack for UserSeries as well?
Increasing RAM from 4GB to 8 GB would allow 4 simulation runs but wont solve my problem
Kind Regards,
GT
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Posted 2/7/2010 09:24:07
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Posted 2/7/2010 11:40:07
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setting SystemStatistics.Enabled = false each simulation run adds 20 MB of memory usage, set to false ech run adds 300-400 MB.My System generates about 400 Trades. I could do all statistics in Excel using 400KB ... Could anybody give me an example code how to export position/trade list to a CSV plus adding properties (data start date, allocation, Max open etc.) to this output?
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Posted 2/8/2010 12:24:45
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| I've reproduced the equity curve problem. It's simply getting bogged down by the data points and the zoom feature is exacerbating this. I'm investigating ways to bind more efficiently, but may have to turn off zooming (or provide the option) to get this thing acting right.
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Posted 2/9/2010 00:19:16
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Bill,
the big issue remains the memory that is not released after each backtest. Can you please try to give this priority. Seriously, back tests cannot be run efficiently if memory is not released after each run. I dont try to bitch about it (though I also dont wanna give up on this issue) but ultimately you make it easy for users to move onto their own VS platform, hook up to a HDF database or use the open source Tree Data Server and vola, you have a back testing platform that may be crude but at least do the things you want. Issue is, it take some time to develop which is why I am still with RE. But I got to the point where I do all my optimizations in matlab and currently work to code a real-time live strategy platform in VS for live trading because of limitations in RE. You guys came up with a great product, and I think its still the best ouf of the pack, and I truly want this product to succeed. Memory issues are for me the number one reason right now to look at alternatives...I dont think it has to be that way...which would be a win...win for all of us.
billb (2/8/2010)
I've reproduced the equity curve problem. It's simply getting bogged down by the data points and the zoom feature is exacerbating this. I'm investigating ways to bind more efficiently, but may have to turn off zooming (or provide the option) to get this thing acting right.
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