Long Time to run System Code Causes Rejection?

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  • #216895 quote
    PeterSt
    Participant
    Master

    Here is the link from Laurent (this link hopefully works, his die not) :

    Système de trading arrêté à cause d’un manque d’historique

    #216897 quote
    GraHal
    Participant
    Master

    Yeah, that is why my systems with 4000+ lines of code also run.

    Code with 4000 lines could take less time to run than code with 400 lines. Calculations etc within 400 lines may tip time to run over a critical threshold and so my 400 line System gets Rejected whereas your 4000 line System is fully executed.

    #216898 quote
    GraHal
    Participant
    Master

    link from Laurent

    My Systems are running on DFB / SB and so no problems with expired Futures as Laurent.

    #216901 quote
    PeterSt
    Participant
    Master

    Did you make that Technical Report ?
    PRT asks for it and I can’t provide it as I have my systems running (after trying hard).

    I agree about the 4000 vs 400 etc.

    #216906 quote
    GraHal
    Participant
    Master

    I’m getting a M6 TF System to fail 3 times in succession (twice done already) for insufficient history then I’ll submit a Technical Report.

    So you want me to type in text  @Johan  (space after text??) at bottom of the Tech Report??

    #216907 quote
    PeterSt
    Participant
    Master

    You can just as well type something like “For Johan”.

    Point is : He is waiting for it, and IG should skip the issue (I am not talking to IG, but PRT(-IB)).

    Let it fail one time should be sufficient. 🙂

    Thanks !
    (we all help each other)

    #216909 quote
    GraHal
    Participant
    Master
    After failing 3 times in succession, I sent this as part of the Tech Report …

    Hello Fao: Johan at PRT.

    The Strategy above gets Rejected repeatedly for ‘Insufficient Historical Data’ (you will know the full Rejection wording).

    Please can you advise what part of the code is causing the Rejection and how to fix it?

    https://www.prorealcode.com/topic/long-time-to-run-system-code-causes-rejection/page/2/#post-216906

    Above Discussion put the problem in context.

    Many Thanks GraHal

    #216913 quote
    PeterSt
    Participant
    Master
    Passed on …
    GraHal thanked this post
    #217527 quote
    PeterSt
    Participant
    Master
    I only now realise that I restarted systems on the 6th of July, and yesterday as well. All went in one go. So this issue should be solved. (not that I was told by PRT)
    #217530 quote
    GraHal
    Participant
    Master
    All went in one go. So this issue should be solved.
    All started in one go, or all stopped in one go?? Why do you think this Issue should be solved? See here …
    Autotrading keeps failing: preloadbars not working?
    #217533 quote
    GraHal
    Participant
    Master
    Same System as I submitted to PRT via Technical Report is still being Rejected (just twice!) due to ‘Insufficient Data History’ … so this Issue hasn’t been solved.
    #217545 quote
    GraHal
    Participant
    Master
    I’ve had a thought that ‘Rejection due to insufficient historical data’ may not be caused by the PRT Platform / Servers? It may be that the IG Servers have a time limit for execution of code, go beyoond this cut-off and the System gets Rejected. Just an idea / thought, I have no basis for above. Nothing back from PRT since an acknowlegement on 28 June after I submitted a Technical Report.
    #217546 quote
    JS
    Participant
    Senior

    I think the problem has nothing to do with the IG servers because all our algos run on the PRT servers. From the PRT servers, only the orders are sent to the broker (IG servers). I personally think that the PRT servers are overloaded and that PRT prioritizes… like demo versus live, algos that use a lot of historical data versus little historical data…(at startup)…

    The capacity of the PRT servers is not unlimited and who has priority…?

    #217553 quote
    PeterSt
    Participant
    Master
    I had it on PRT-IB (Live) … It could theoretically (?) explain why it does not seem to bother me any more ? But hard to say because maybe I was just lucky (like out of a few dozen attempts 4 started eventually on the 28th). I started 3 systems since July 6 and they all went/stayed  in at the first attempt. I never had to (re)start a system on PRT-IG in this period of time.
    #217669 quote
    GraHal
    Participant
    Master
    I’m 98% sure that the Rejection I’ve had (dozens of times on same System) with the reason given as ‘Insufficient Historical Data’ is meaningless / does not apply (in my case / this System). See here for why I have said above.
    SuperTrended Moving Averages from Tradingview
    Time will tell and I will report back if any change.
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Long Time to run System Code Causes Rejection?


ProOrder: Automated Strategies & Backtesting

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This topic contains 29 replies,
has 6 voices, and was last updated by GraHal
2 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/26/2023
Status: Active
Attachments: 2 files
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