Hello!

Today received email message about one of my strategies running on remote server (on live account) with following text: "Strategy aucd_v14 has been stopped on Remote Server due to Strategy is going to be stopped - Max overload period exceeded : 60 seconds".
All my strategies are build with VJF.

So, I have two questions so far:

1.) What this message mean?
2.) How to improve strategy to avoid stopping on remote run?

Stopped strategy is in attachment.

Regards.

Greetings,

Following the notification message that you received:
[23.09.2014 01:45:41 23.09.2014 01:45:41 Server message Strategy is going to be stopped - Max overload period exceeded : 60 seconds
23.09.2014 01:45:51 23.09.2014 01:45:51 Server message Stopping "aucd_v14" strategy at 2014-09-23 01:45:51.852 GMT on the remote server.]

your strategy was stopped due to the maximum CPU overload (strategy server CPU)for more than 60sec. This basically means that you need to optimize your code because it requires a lot of CPU usage.

I had a quick look into your vfs file, it looks like you're retrieving indicator's data on daily basis and you trade on 10sec / on the other hand there is several checks based on tick start point that you probably need to rethink knowing that Ontick methods requires a lot of CPU usage.

Hope this helps

Hello Amine, thanx for quick reply.

I understand what the problem is, but I'm not sure if I knew how to solve it.
Can you suggest what time trade would be the best (1min, 5min ...) to eliminate CPU overload?
Given that the strategy has trailing stop in itself, whether trailing stop behaving the same as onTick, if it is connected to onCandle?

regards

Hi there,

Actually I'm not really able to assess your strategy in terms of performance and therefore suggesting any trading period but it is clear that there is useless checks that consumes a lot of CPU and my guess was based on the OnTick starts. Meanwhile, let me bring to your attention that your strategy is generating errors when run in real-time mode. These errors should be resolved prior to going further.
If you wish to provide a detailed description of the conditions that you are not 100% sure of their implementation in VJF , I can try to help you

PS: A trailing step based on 1 pip is really too sensitive in my opinion but generally speaking you can still work OnCandle with trailing step commands.

An example from your strategy:
You are checking CCIup / Down variable on daily basis but you are pushing trades based on 10sec candles ! Why ??
In any case the CCIup/down Boolean variable could get the value true (if confirmed) only at the end of the day so using ticks/10sec candles is in some ways a paradox ...
I recommend you to restructure the strategy conditions and rebuild it from scratch.

Hi Amine,
I doing some homework over the weekend and attach strategy with little modification.



OnTick start point connection was removed and everything is connected with OnCandle start point as you suggest me.
I also noticed errors when start strategy in test mode (now you said in real time) and these errors are present in first defaultperiod (1day) when tested, after that errors gone. I haven't luck to correct this but looking to java console, I suspect it has something with problem for strategy to get past daily candles values. So please for advice to solving that.
Java console:
java.lang.NullPointerException
at com.dukascopy.vfruntime.handlers.k.a(Unknown Source)
at com.dukascopy.vfruntime.handlers.c.c(Unknown Source)
at com.dukascopy.vfruntime.handlers.c.c(Unknown Source)
at com.dukascopy.vfruntime.handlers.c.c(Unknown Source)
at com.dukascopy.vfruntime.handlers.n.a(Unknown Source)
at com.dukascopy.vfruntime.c.l.a(Unknown Source)
at com.dukascopy.vfruntime.c.l.a(Unknown Source)
at com.dukascopy.vfruntime.c.l.a(Unknown Source)
at com.dukascopy.vfruntime.c.l.a(Unknown Source)
at com.dukascopy.vfruntime.c.l.a(Unknown Source)
at com.dukascopy.vfruntime.c.j.onBar(Unknown Source)
at com.dukascopy.dds2.greed.agent.strategy.tester.AbstractStrategyRunner.historicalCandleReceived(AbstractStrategyRunner.java:428)
at com.dukascopy.dds2.greed.agent.strategy.tester.StrategyRunner.run(StrategyRunner.java:370)
at java.lang.Thread.run(Unknown Source)

Also, I increase trailing step value.




For trading, strategy look for CCI up/down state and also RSI(14) value based on current candle. In past, strategy missed some good trade opportunities because RSI get value +50/-50 later that day. So idea is to check this value more frequently. Maybe I totally missed and went to wrong direction, so kindly ask You to help me with that.

Reagards

Hi there,

I made some minor changes in your file mainly regarding the way the RSI indicator is built @15mn candle period: If you want to check the RSI data on 15mn basis once the daily RSI reaches the needed level then you need to build another RSI @15 so that you will have another output which corresponds to the right trading period. A period filter doesn't really do any change if you still use the previous RSI@daily output.
Please double check and let us know your thoughts.

Thanks

Hello again!
I must apologize because I could not be present on this topic because of other obligations.
First, many thanks to the efforts of some problems with CPU overload.
Secondly, I must say that a large number of errors decreased which occurred in the strategy log.

Strategy with RSI indicator with a 15-minute period has not worked well because it had a lot of trade with a loss, so I still kept on the daily RSI indicator.
Given that the main problem is the strategy CPU overload I tried to focus on avoiding this with removing redundant blocks.
Since I have a few strategies on a remote server with the same logic just different currency pairs, I added a variable time (minutes) to avoid simultaneous sending the order to the system (I'm not sure whether the system is able to receive orders at the same time).
Last week I put five strategies to the remote server, and so far none of it stopped due to excessive load on the processor, although some errors still present.
I put the modified version of the strategy with comments in it, and I kindly ask you to view it and we point out any irregularities that the strategy could be improved.

Best regards!

Hi there,

I'll have a look into it and get back to you asap!