Strategy monitor freezing up during data update
Author: maustin30062
Creation Date: 11/15/2008 5:25 AM
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maustin30062

#1
I have been using a simple strategy to generate ideas for trade decisions; it takes about 1.2 seconds to run on historical data (5 minute bars) on 100 symbols, 800 bars. I have been succesfully running this strategy on 85 symbols in the strategy monitor for a few weeks. Two days ago, the program began freezing up (got a "program not responding" message from windows)during the data update for up to 15 minutes. I tried two different computers on two networks and restarted the computer. I called Fidelity Active Trader and they said nobody else had reported data issues.

The program is running on 5 minute bars and I use the data manager to update the database every day before starting the program. (By the way, Data Manager runs fine and updates quickly). I feed the alerts (stop orders) to the Quotes window to monitor.

Finally (sorry, unrelated), I think it would be useful to have alerts automatically fed to the Quotes window and to have an option to elimate duplicate symbols automatically from the Quotes window.

Thanks.
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Eugene

#2
Does this happen with only that particular Strategy when it runs in SM, or others are affected?
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maustin30062

#3
I have tried two different strategies (both of which ran previously without difficulty) with the same result. I have attached the code of one of the two below:

CODE:
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Cone

#4
There's a bug in the 5.1 Strategy Monitor that causes it to "freeze" intermittently. It will be fixed in the next release, hopefully due out within a few weeks.
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maustin30062

#5
Thanks, that would be wonderful. I really like the ability to feed alerts for prospective trades into the Quote window to monitor on a tick by tick basis and would love to see it fully functional.
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maustin30062

#6
One last thing, I had no problems with the strategy monitor until about 2 days ago, when it began freezing up more and more frequently (it was nearly continuous on Friday). Any idea why the frequency of the problem increased?
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Cone

#7
None other than the obvious reason that you're hitting the offending code path more frequently. I really don't know anything about the details of the problem or the solution to fix it.