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Maximum number of strategies for a JForex Client?
 Post subject: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Wed 14 Aug, 2013, 13:42 

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Right now I am running 150 strategies (from one account) and it seems a bit sluggish at that number if I run them all in one JForex client. I noticed if I went to 200 in Jforex client ant I tried to sort but position size that the Jforex client would lock up and I would have to login again. I could manage it better through the web client when i wanted to sort positions.

So I have been running them as 50 per JForex client (from one account) but all on one computer which is a 64 bit Windows server with 8 CPU and 20 GB of RAM running on AWS (Amazon Web Service). Is there a maximum number of strategies I can run in Jforex from one account before I run into performance issues? I want to run up to 500 strategies but I am afraid of causing issues and crashing the JForex client. I can spread them over multiple servers to keep up with any CPU or RAM demands.

If someone knows what the maximum limitation for performance are please let me know. I have been running this switch in my Java Control Panel and it seems to help a bit. I am using the 64 bit Java client

-XX:+UseParallelGC -XX:+UseParallelOldGC -XX:-UseGCOverheadLimit -XX:NewSize=512m -XX:MaxNewSize=512m -XX:SurvivorRatio=8 -Xms2048m -Xmx2048m

Does anyone suggest any other ways to tune the JVM? or know the maximum number of strategies or methods for running such a large number?
I don't want to have to spread the strategies over 5 sub-accounts because that would mean I would have to split my equity in 5 parts.


 
 Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Wed 14 Aug, 2013, 16:16 
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Please use Strategy Running on Remote Server - https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=8&t=23909


 
 Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Wed 14 Aug, 2013, 23:06 

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I would like to but Support said I can't have that many Remote Server Stratgeies


 
The Best Answer  Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Thu 15 Aug, 2013, 07:45 
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It was bad support.

Please provide us with your login name. Do you need it on demo or live?


 
 Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 1   New post Posted: Thu 15 Aug, 2013, 09:46 
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Just from curiosity, why do you need that amount of strategies? It is not possible that you do more things in 1 strategy?


 
 Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Thu 15 Aug, 2013, 21:48 

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API Support wrote:
It was bad support.

Please provide us with your login name. Do you need it on demo or live?


It is a Live Standard Account. I would rather not provide my login name on the forum. I will reference this thread and contact my Account Manager and Support and ask for an increase.

I agree it makes much more sense to run strategies on a remote server


 
 Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Thu 15 Aug, 2013, 22:04 

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tcsabina wrote:
Just from curiosity, why do you need that amount of strategies? It is not possible that you do more things in 1 strategy?


I am trading against 30+ different instruments (both Buy and Sell) so that is 60+ positions right there. I have have multiple different strategies going as well so I for example I may have one looking at 200 day SMA, one looking at 20 day SMA and one looking at 20 min SMA and trading position size and TP and SL different for each one as I must trade accordingly to each time frame. So that is 60x3= 180 positions right there. So I can easily have over 500 positions open depending on how many time frames and instruments I want to trade against.

Doing that in one strategy is possible but will be be very tricky to get right, you would have to be a very good programmer and the risk of getting it wrong is high. So it is much easier to code a small strategy of a a few hundred lines of code to do 1 function and replicate it many times as needed. That way you have consistancy. Also there are times such as a news release where I would want to change the TP and SL to account for the erratic nature that immediately follows a news event where a 20 minute SMA is not reliable so if I was managing multiple positions from one strategy I would have to stop the strategy down while i made adjustments and risk making mistakes. So if I wanted to change the SL and TP for all my JPY pairs using a 20 min SMA strategy positions because I know the BoJ is announcing rate changes I can easily do that, I would widen them then after the event put them back.


 
 Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Fri 16 Aug, 2013, 09:56 
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Please send your login name to [email protected] instead of contacting your account manager.


 
 Post subject: Re: Maximum number of strategies for a JForex Client? Post rating: 0   New post Posted: Wed 02 Oct, 2013, 20:27 
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Chubbly wrote:

-XX:+UseParallelGC -XX:+UseParallelOldGC -XX:-UseGCOverheadLimit -XX:NewSize=512m -XX:MaxNewSize=512m -XX:SurvivorRatio=8 -Xms2048m -Xmx2048m

Does anyone suggest any other ways to tune the JVM? or know the maximum number of strategies or methods for running such a large number?


I'd suggest using the 32-bit Java SERVER VM. I understand that it's marginally quicker than the 64 bit implementation, and also it has much better global native code optimization for high throughput.

You can get it as part of the JDK, and verify using java -server -version.

If you are using the JForex platform as the host for the Strategies, then you must run it also using the Server VM. email me if you need a way to do that on Windows.

My current experience with Dukascopy Remote Server is that performance is really bad, in the sense that onTick latencies are poor. Running it on my local server is both controllable and fast, although I would definitely prefer a Co-Located High Performance system. For me, it doesn't look like Dukascopy's Remote Servers are fast enough, although their network latencies would be much better.

HyperScalper


 

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