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Author Topic: Arbmaker crashing (PairTraderWpFUI)
emmamail
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Post Arbmaker crashing (PairTraderWpFUI)
on: March 11, 2013, 11:35
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please when i run cointegration on equities and click on results arbmaker crashed ..i did this to test if indeed the problem is coming from FX product.

But can see there is a general problem.

attached is a screenshot.
Image

Guest
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Post Re: Arbmaker crashing (PairTraderWpFUI)
on: March 11, 2013, 11:44
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Are you using an FX only licence?

arbm1830
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Post Re: Arbmaker crashing (PairTraderWpFUI)
on: March 11, 2013, 11:58
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From the screen shot it appears the scan being run may span the entire US database. If so that is more combinations than ArbMaker can process. This extract from the documentation (page 5) explains:

"In a perfect world we could ask ArbMaker to look back 25 years at the entire universe of equities at our disposal and deliver the best trading opportunities globally.

In this less than perfect world ArbMaker has been optimized to perform very large scans over a three to five year horizon. There are different reasons for this:

- Just 3 years’ worth of price data is 750 observations per symbol. 330 symbols generate a possible 54,285 different pair combinations. That is over 40 million observations to run. Stretch it back to ten years and it becomes over 134 million. Technically it is not feasible with even the best off-the-shelf computers and an optimized database to handle several hundred million data points and return results fast enough to keep users satisfied. Grass grows faster.

- For the purposes of trading the vast majority of results are fails. It depends on the precise scan criteria but our own methods exclude well over 90% of the combinations run. ArbMaker therefore takes advantage of this by not using a database as part of the scanning method. The SQL database only holds and tracks the results users wish to keep. This permits the software to process all calculations in cache memory at very, very high speed.

This all means that most users will be able to run combinations of at least 50,000 over 5 years and, unless the criteria selected in the Options screen (see the Quick Start section below for details) are particularly loose, a great many more than that. A typical scan of this size will last between 30 and 40 minutes.

The software will handle 10 years scans of 10,000 combinations with the same provisos referred to above. A scan this size will last 18 to 21 minutes.

Speeds depend on data connection, data vendor and asset class. FX and futures tend to be slower than equities. Intra-day is slower than end-of-day."

emmamail
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Posts: 59
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Post Re: Arbmaker crashing (PairTraderWpFUI)
on: March 14, 2013, 10:53
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The crashing has to do with Win 8 Operating System ..so i down graded to Win 7 ..is now working without problems.

Emmanuel.

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