WLD got stuck when it shows Compiling Performance
Author: tradercn
Creation Date: 12/8/2011 10:29 AM
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tradercn

#1
Recently I tried to test all downloadable trend following strategies. It sounds the more I tested, the higher the possibility to get stuck is. Today WLD got stuck again when it shows compiling performance. Since it happened a lot in these two days, I uninstalled and reinstalled it. Eventually it is ok now. FYI.
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Cone

#2
"stuck again when it shows compiling performance" doesn't mean anything to me, and I would be just as willing to say that the problem is your machine. There's nothing concrete about your experience or how you solved it. This kind of a post with an alarming title is not deserved.

Uninstalling and reinstalling is almost NEVER a solution to a problem in Wealth-Lab, so the problem (whatever it was) is almost certainly somewhere else. Maybe it's your antivirus real-time scan that was locking up your cpu that you considered an instability in Wealth-Lab, the program that you're most commonly using.
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Eugene

#3
tradercn,

Disable unnecessary performance visualizers. In Wealth-Lab Preferences > Visualizers, leave just 2-3, close and reopen your strategy, run it, and repeat this cycle until you find the misbehaving visualizer. Then let us know of your findings.
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tradercn

#4
Cone, I don't want to insult you, but your answer can't satisfy me. "Uninstalling and reinstalling is almost NEVER a solution to a problem in Wealth-Lab", but it does work. Actually the similar problems happened previously, and it was not solved until WLD was reinstalled today. The reason I tell you the above instability issue is because I want to help you to improve WLD rather than complaining. I wish you understand. There is no devil intention. :)

Eugene, thanks for your suggestion, I will try it.

Previously I saw Eugene's hard side, today I see Cone's hard side, actually I understand that both of you stand on the side of the company you are working with. That means both of you guys are loyal, I greatly appreciate your attitude to WL. That's why I am able to get terrific service from WL and you. Thanks again for your help. Hopefully you guys know that I love WLD rather than trying to destroy the fame of WLD.

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Eugene

#5
It's a mistake to think that reinstalling WLD can solve any problem. Unless some part of the program was e.g. hit by a virus or inadvertently deleted (Programs > WLD > Repair), it's absolutely useless (but harmless) action.
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tradercn

#6
Thanks for telling me that, Eugene. It is good so far. If the inability problem happens again, I will follow your suggestion to remove unnecessary performance visualizers to see if it is the reason. I will let you know later. Thank you.
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Cone

#7
I appreciate your comments tradercn. I didn't think there was a devilish intention, or anything of the sort. I just don't like to see alarming titles for topics when they're often undeserved and not in Wealth-Lab's control.

Eugene caught it right away, but now I know what you mean with "shows compiling performance".

QUOTE:
It sounds the more I tested, the higher the possibility to get stuck is.
This is a key point. My bet is that the problem is memory. You're running medium to large simulations or optimizations and the memory is not being released from run to run. Just restarting WLD after one of these will for sure release the memory, which is basically what you accomplished by reinstalling.

What's the O.S. of your system, is it x64, and how much physical memory does it have?
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tradercn

#8
That's fine, Cone. I am sure we understand each other now. :)
The physical memory is 8GB. I have two hard disks, one is SSD which WLD installed on, the other one is 1TB which used for virtual memory. Both speed is fast. Generally it should be OK for back testing.
So far, there is no stuck after I disabled several performance visualizers.I guess Eugene might be right.But I need more time to figure it out.
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Eugene

#9
Even though they're widely used, performance visualizers (or, the 3rd party classes they're using) might still contain a bug that shows up under some heavy load conditions.
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tradercn

#10
Thanks for your words, Eugene. It is important information.
Forgot to tell Cone my OS. It is windows 7, x64.
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tradercn

#11
Got stuck again when I tested An eight line. It is stuck again while showing Compiling Performance Results...
Testing data range includes 235 stocks 10 years data, no position sizing. The Performance Visualizer I enabled includes: Performance,By Symbol, Trades, Equity Curve, Drawdown, By Period, MAE/MFE, Trades+. I try to compare the Counter Trend strategy performance today. Tested around 10 strategies already before the stuck.
Terminated WLD, restarted it, retested same strategy, stuck again.
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Eugene

#12
1. Does Wealth-Lab's title bar indicate "64 bit"?
2. Try disabling Trades+ and reloading the strategy window.
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tradercn

#13
I uninstalled WLD, reintalled it again. Without installation of Performance Visualizer Library, ran the same strategy, it is OK.
Then installed Performance Visualizer Library, enabled Trade+, ran the same strategy, it is ok this time.
Yes,it is 64-bit version.
Next time, I will try to disable Trades+ first.
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Eugene

#14
The same strategy is OK only because you unloaded WLD from memory and restarted it (by virtue of reinstallation). Uninstallation has nothing to do with it. As Cone suggested, it might be a memory issue somewhere (slow garbage collection in .NET 2.0, maybe an issue in Trades+ or the 3rd party sorting component it uses).
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tradercn

#15
When I tested stdErrPullback, stuck again. This is the 3rd strategy I tested today.
Restart WLD, test same strategy, same again.
Terminated WLD, restart it, disable trades+ in the Performance Visualizer, ran stdErrPullback, stuck again.
Terminated this strategy, enable trades+, ran Slow Stochastic Multi FIFO, it is passed. FYI.
Eugene, as you mentioned, what components are the 3rd party components please?
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Eugene

#16
QUOTE:
stdErrPullback, stuck again.

Now I understand and there's no problem with either one of the visualizers.

If status is shown as "Executing Strategy", it's not stuck. It's still computing. Hit Escape to abort Strategy processing. This particular Strategy is programmed to create dozens of dynamic DataSeries on-the-fly on each bar. Therefore it's very memory hungry.

It's just an unlucky example of an inefficient Strategy code that brings the CPU to its knees.
QUOTE:
Eugene, as you mentioned, what components are the 3rd party components please?

They are referenced on visualizer's online help page, where the component's author is credited.
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tradercn

#17
Eugene, there is no "Executing Strategy", again with "Compiling Performance Results" after I tested around 10 strategies. Hitting Escape doesn't work. I clicked WLD, WLD changed its color to be dimmed. Then I terminated WLD, restarted. Same again.
Restarted my computer, ran same strategy, stuck again. FYI.
Thanks for your help all the time. :)
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Eugene

#18
Escape is possible while "Executing Strategy". When the status (and I didn't tell "status bar") changes to "Compiling Performance Results" it means that the execution phase has finished, and performance visualizers come into play.

If Trades+ appears misbehaving with stdErrPullback, your best bet is to not use use that visualizer with this strategy.
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tradercn

#19
I will keep trying. I noticed that all the stuck happened when compiling performance results. You might be right. Thanks, I will let you know the update.
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