function call time out

[blue5519]

Hi Guys

I've written a strategy that has some lengthy analysis using nested looped and when I'm running it the strategy gets stopped with an error message about the function running for longer than 30 seconds. Is there any command or setting that will allow a function to run for longer than 30 seconds? BTW I've tried breaking up my loops and I still get the same error because each loop runs for more than 30 secs.

Thanks for the help

J.K.

[Nikolay.Gekht]

No, this limitation prevents the strategy from handing Marketscope especially when a backtester or optimizer is running. There is no way to overcome this limitation. However, this is a good flag that:
a) calculation shall be optimized
b) C++ must be used for calculation
c) possible calculation must be done in parallel thread

The common rule is that indicator or strategy must return the control back to Martketscope ASAP.

[boss_hogg]

I'm having the same issue , here is how: I'm implementing more than one different strategies on the same instrument; this means that when a strategy closes one or more positions, it must close its own positions, not the other strategy's positions.

One of the strategies is the Donchian Strategy I found in fxcodebase, but since I need to close only its own positions, I changed the closing function like this: instead of using

Code: Select all

valuemap.NetQtyFlag = "Y";

I call a findTrade function which returns the first trade of the same AccountID, OfferID, QTXT, Instrument and BS , close this trade, and keep calling findTrade until it returns nil.

The problem is that I get the 30 sec error msg even when less than 10 trades are running on TSII. It is hard to believe that going ten times (max) through a ten-row table takes more than 30 seconds!!!

I would also really appreciate some help on this, because the error pauses the strategy and this has already costed me some money...

Here is the code:

Code: Select all

function findTrade(BuySell)
    local enum, row;
    local foundRow = false;

    enum = core.host:findTable("Trades"):enumerator();
    row = enum:next();

    while not(foundRow) and row~=nil do
        if row.AccountID == Account and
           row.OfferID == Offer and
           row.QTXT=="DONCHIAN" and
           row.Instrument == instance.bid:instrument() and
           row.BS == BuySell then
             foundRow = row;
        end
        row = enum:next();
    end

    return foundRow;
end


function exit(BuySell)
    if not(AllowTrade) then
        return true;
    end

    local enum, row, valuemap, success, message;

    row = findTrade(BuySell);
    if row then
        valuemap = core.valuemap();
        valuemap.Command = "CreateOrder";
        valuemap.OrderType = "CM";  -- Close Market
        valuemap.OfferID = Offer;
        valuemap.AcctID = Account;
        valuemap.Quantity = row.Lot;
        valuemap.TradeID = row.TradeID;
        if row.BS == "B" then
            valuemap.BuySell = "S";
        else
            valuemap.BuySell = "B";
        end

        success, message = terminal:execute(101, valuemap);
        if not success then
            terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Close trade failed: " .. message, instance.bid:date(NOW));
        end

        exit(BuySell);  -- executed only if row~=nil
    end
end

[boss_hogg]

Hi again....I still haven't solved this, is there any way this way of exiting can be done

[Victor.Tereschenko]

I'm having the same issue , here is how: I'm implementing more than one different strategies on the same instrument; this means that when a strategy closes one or more positions, it must close its own positions, not the other strategy's positions.

One of the strategies is the Donchian Strategy I found in fxcodebase, but since I need to close only its own positions, I changed the closing function like this: instead of using

Code: Select all

valuemap.NetQtyFlag = "Y";

I call a findTrade function which returns the first trade of the same AccountID, OfferID, QTXT, Instrument and BS , close this trade, and keep calling findTrade until it returns nil.

The problem is that I get the 30 sec error msg even when less than 10 trades are running on TSII. It is hard to believe that going ten times (max) through a ten-row table takes more than 30 seconds!!!

I would also really appreciate some help on this, because the error pauses the strategy and this has already costed me some money...

Here is the code:

Code: Select all

function findTrade(BuySell)
    local enum, row;
    local foundRow = false;

    enum = core.host:findTable("Trades"):enumerator();
    row = enum:next();

    while not(foundRow) and row~=nil do
        if row.AccountID == Account and
           row.OfferID == Offer and
           row.QTXT=="DONCHIAN" and
           row.Instrument == instance.bid:instrument() and
           row.BS == BuySell then
             foundRow = row;
        end
        row = enum:next();
    end

    return foundRow;
end


function exit(BuySell)
    if not(AllowTrade) then
        return true;
    end

    local enum, row, valuemap, success, message;

    row = findTrade(BuySell);
    if row then
        valuemap = core.valuemap();
        valuemap.Command = "CreateOrder";
        valuemap.OrderType = "CM";  -- Close Market
        valuemap.OfferID = Offer;
        valuemap.AcctID = Account;
        valuemap.Quantity = row.Lot;
        valuemap.TradeID = row.TradeID;
        if row.BS == "B" then
            valuemap.BuySell = "S";
        else
            valuemap.BuySell = "B";
        end

        success, message = terminal:execute(101, valuemap);
        if not success then
            terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Close trade failed: " .. message, instance.bid:date(NOW));
        end

        exit(BuySell);  -- executed only if row~=nil
    end
end

terminal:execute is an async command. It will not remove the trade from the trades table until your strategy will return the execution from the update function.
Try sligtly different algorith: enumerate all rows (like in findTrade) but instead of returning the row call exit for it:

Code: Select all

function exitAll(BuySell)
    if not(AllowTrade) then
        return;
    end

    local enum, row;
    local foundRow = false;

    enum = core.host:findTable("Trades"):enumerator();
    row = enum:next();

    while row~=nil do
        if row.AccountID == Account and
           row.OfferID == Offer and
           row.QTXT=="DONCHIAN" and
           row.Instrument == instance.bid:instrument() and
           row.BS == BuySell then
             exit(row);
        end
        row = enum:next();
    end
end

function exit(row)
    local enum, valuemap, success, message;

    if row then
        valuemap = core.valuemap();
        valuemap.Command = "CreateOrder";
        valuemap.OrderType = "CM";  -- Close Market
        valuemap.OfferID = Offer;
        valuemap.AcctID = Account;
        valuemap.Quantity = row.Lot;
        valuemap.TradeID = row.TradeID;
        if row.BS == "B" then
            valuemap.BuySell = "S";
        else
            valuemap.BuySell = "B";
        end

        success, message = terminal:execute(101, valuemap);
        if not success then
            terminal:alertMessage(instance.bid:instrument(), instance.bid[NOW], "Close trade failed: " .. message, instance.bid:date(NOW));
        end
    end
end


[boss_hogg]

It works, no issues so far!

Thank you Victor

[shayanjameel08]

Call a function with parameters applied:
Use an anonymous function as a wrapper:

searchTimer = setTimeout(function () {
doSearch('parameter');
}, 250);