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Date/Time: Fri, 29 Nov 2024 12:35:19 +0000



[User Discussion] - What is causing these spreadsheet recalculations

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[2023-02-12 02:07:31]
j4ytr4der_ - Posts: 938
I've been working on some automation for weeks, I will get it working fine, then suddenly, for no reason I can see, it will just stop working. Literally from one minute to the next, it will go from running fine in replay, giving signals, entering/managing trades, etc. Then on a subsequent replay it won't fire anything at all due to being in a full recalculation state.

I've read the documentation and nothing mentioned there seems to apply to what I'm doing. I have no chart referencing any other chart, and in fact I have only two charts in this chartbook, clones of each other but one for long trades and one for short, due to spreadsheets not having separate tracking of long entry/exit prices, and short prices. The charts are running a 1439 minute footprint. My spreadsheet has only 2 rows, the minimum 16 columns. Nothing happens based on past bars, everything is based on activity in the order flow right now. All things considered it's a relatively simple sheet.

I've run in safe mode, no change. I've removed every single study except the Spreadsheet System (all standard built-in studies), no change.

I can even save all my studies as study collections (one longs, one shorts), and apply them to brand new charts in a new chartbook, and everything will work fine again. It's like there's some spontaneous corruption in the chartbook that keeps happening, I can't make any sense of it.

Anyone have any idea what could keep causing this?
Date Time Of Last Edit: 2023-02-13 02:28:49
[2023-02-12 23:03:51]
j4ytr4der_ - Posts: 938
It just happened again. I had rebuilt my chartbook yet again, everything was working perfectly. Mid-replay, it stopped taking trades. Couldn't see anything wrong anywhere. I turned on the enhanced logging for the SS System and sure enough... not evaluating because is full recalculation.

This is maddening. What the heck causes this to happen completely out of the blue?
[2023-02-12 23:51:39]
Sawtooth - Posts: 4120
Anyone have any idea what could keep causing this?
It's possible the two charts are not synchronized.
Replaying Charts: Preventing Loss of Synchronization Between Different Charts During Replay
[2023-02-13 00:09:58]
j4ytr4der_ - Posts: 938
I'm down to only a single chart now, so that's not it.
[2023-02-13 00:10:39]
j4ytr4der_ - Posts: 938
Oh also this happens on live market as well, not just replay.
[2023-02-13 02:26:32]
Sawtooth - Posts: 4120
I've witnessed issues replaying two charts with the same symbol.
Do a replay on a Single Chart and see if it fails.
[2023-02-13 02:28:03]
j4ytr4der_ - Posts: 938
I'm on only a single chart now. No change. Happens in replay and live market. Signals won't fire because full recalculation. My system is just dead, was working perfectly fine and now... toast.
[2023-02-13 02:31:38]
j4ytr4der_ - Posts: 938
I can even delete the sheets I'm referencing, and allow the system to reference totally fresh, blank sheets, and it's still dead and recalculating endlessly.
[2023-02-13 02:46:20]
j4ytr4der_ - Posts: 938
So once again, I closed the chartbook and re-opened it. Now it's fine. Made no changes, and had already done it multiple times earlier. No idea why this time, it worked. Did not relaunch SC this time (tried that earlier as well). System is running fine.

This is what keeps happening... it'll run for minutes, hours, who knows. Then suddenly... recalculations.
[2023-02-13 02:51:18]
j4ytr4der_ - Posts: 938
That was quick. Recalculating again. I'm wondering if there's a market data corruption of some kind. Deleting & redownloading now.
[2023-02-13 03:00:17]
j4ytr4der_ - Posts: 938
And it's working again... maybe there was a data file problem. Will see how long it lasts this time.
[2023-02-13 03:16:32]
j4ytr4der_ - Posts: 938
OK this is getting weirder and weirder. It seems like it's specific days now that won't replay. 2022-02-10 is fine, as is 2022-02-09 and 2022-02-08. No issues, everything works. But 2022-02-07 goes immediately into full recalculation.

BUT... if I start replay from 2022-02-03 ( Thursday) and let it replay all the way through to 2022-02-07 (a Monday), then it works fine! No recalculations!

I'm totally stumped. This is super strange.
[2023-02-13 03:31:39]
j4ytr4der_ - Posts: 938
I'll be damned. I might have figured this out. Will need to live with this a few days to be sure but...

I'm running a session time of 08:30:00 to 12:00:00, as I'm interested in some ideas around only the first few hours of RTH. I also have evening sessions turned off, so that in replay when one session ends, it more quickly jumps to the next one rather than having to get through the entire overnight.

For reasons I don't understand, this seems related. If I turn on evening session (17:00:00 to 08:29:59), immediately the recalculations stop and my replay of the "bad" dates proceeds without issue.
[2023-02-13 03:38:29]
Sawtooth - Posts: 4120
Did you go to the link in Post #3?
You can't Skip Empty Periods if you are replaying two charts, and if you add the Evening Session, you no longer have any empty periods.
[2023-02-13 04:47:15]
j4ytr4der_ - Posts: 938
Again, I am not replaying two charts. One chart. I've been on one chart since my 3rd post in this thread.
[2023-02-13 05:52:13]
j4ytr4der_ - Posts: 938
This is somehow related to the evening session being turned off. I can turn it on, but set it to be 08:25:00 to 08:29:59 and it essentially skips the whole thing, but because evening session is still enabled, everything runs smoothly.
[2023-02-13 13:24:18]
j4ytr4der_ - Posts: 938
I ran a replay all night, didn't miss a beat. Having the evening session enabled appears to have solved this strange issue.

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