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Date/Time: Mon, 16 Sep 2024 19:09:39 +0000



Post From: Market Replay vs. Live Simulation issue

[2024-07-11 23:10:32]
User414533 - Posts: 106
Yes, absolutely. There is no difference between when you are connected to your live account or in Simulation Mode.

Thanks for this!

Was there an open order at the time that the algorithm should have fired when it crossed the blue line?

Not on this particular instance. And this is where I should provide more backstory:

I'm running many dozens of sub-instances of SC across 3 separate installs. While there were no orders open on this specific sub-instance, there absolutely were other orders, maybe even around the same time, on other instances.

I was going to start a new support post asking for guidelines on the best way to run many sub-instances in the most resource-efficient way possible. I'm currently reading the documentation on performance and high-CPU load. I don't have any studies running beyond my algo. And each instance has 3 charts. My algo has a "63" behind it, which if my memory serves, is a rating of how much time it takes to load?

I've been talking to server administrators looking for a customized solution in order to run a bunch of SC instances in as efficient a manner as possible. There was questions about the majority of the processes running through a single core causing me to theoretically always have one instance waiting on another to "take the trade". I also just finished reading the performance/feature section of the documentation which plainly states that multiple instances should be taking advantage of multiple cores.

The server I'm running utilizes a 2288G CPU w/ turbo boost (5GHz) permanently enabled. It has 8 cores and 16 threads. I also have 128GB of ram. I barely use 15GB's of memory, but I can run up to 50% of the CPU % during the day.

What kind of order should have been placed when the price hit the blue line?


No order. But because the threshold was hit, the algo should have been looking for a short if the next criteria is satisfied. And it was.

Was an order generated of the correct type?

No type of order was generated. But as demonstrated in live (on another server), and market replay (on my machine), the correct timing and order type occurs.

Do you know if your algorithm did what it was supposed to do? Or did it not fire at all?

It did exactly what it was supposed to do, if price never eclipsed the blue line, which we can see it absolutely did.
Date Time Of Last Edit: 2024-07-11 23:13:06