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Author: Subject: virtual computer service for trading, execution tools
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[*] posted on 5-6-2020 at 01:27 AM
virtual computer service for trading, execution tools


Im intending to launch VM (Virtual machine) for trading.
It will be about 1ms away from Tradestation servers.
There will be monitoring tools & alerts as well.
For example here is the cpu graph of my server running many charts and 4 copies of trader workstation.

The first machine to host the VM will be 24 cores/ 48 threads

As far as monitoring there will be CPU graph of usage through the trading day,
and alerts to show if any of your charts arent open, or not live.
Alerts will be email and sms

I enclose a screen shot of my own server (not vm) running many charts and 4 TWS (interactivebrokers)

Observation is some of the current VM offered for trading are surprising low spec when you look at what CPU resources are available. For some users this has resulted in slow execution or stability issues.
Some of the costs of screw-ups are horrific. This will not solve all problems, but will solve many. The back ground is I have been trading for nearly 20 years, most of them I trade while asleep. So robustness is critical to me. I am not likely to release IBlink which does execution - though im not decided.

The VM service will be free for a month for early adopters with no commitment to continue.
My estimate is its 3 to 7 weeks away. Im just in testing mode now

The alertmon service (which ive had for 10++ years) may also be released for non VM customers, but im not decided on that.
Its a fair bit of work to document the product.

Please subscribe to this thread if its of interest.








alertmon-myserver2.png - 122kB


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Daniel UK1
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[*] posted on 5-6-2020 at 01:59 AM


Sounds interesting Peter, very much interested in the alertmon service.. what parts/things can it alert on and overview?

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[*] posted on 5-6-2020 at 05:12 PM


Quote: Originally posted by Daniel UK1  
Sounds interesting Peter, very much interested in the alertmon service.. what parts/things can it alert on and overview?

Its going to tell you if your server is down.
Lets say you lost power. No program is going to alert if the machines is dead. So a second server will monitor your server.
If any charts stop, you get email / sms
I might add monitoring where if you have a trade open after say 1500 it sends alert. (for ts account)

I may add rollover alerts too. Thats one of my human error issues.



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[*] posted on 6-6-2020 at 12:32 AM


Quote: Originally posted by admin  
Quote: Originally posted by Daniel UK1  
Sounds interesting Peter, very much interested in the alertmon service.. what parts/things can it alert on and overview?

Its going to tell you if your server is down.
Lets say you lost power. No program is going to alert if the machines is dead. So a second server will monitor your server.
If any charts stop, you get email / sms
I might add monitoring where if you have a trade open after say 1500 it sends alert. (for ts account)

I may add rollover alerts too. Thats one of my human error issues.



Sounds very good,

like rollover alert, (also have been an issue for me from time to time).

Any charts "stops" will this work also on MC ?
How do you define "stop", as in no data, chart disappears, chart freezes?

It would be awesome if it could warn if an active process "hangs/freezes" for example multicharts.exe (not sure which the correct process is) .

Other worries is if you loose live data, from (in my case) IQ DTN that i use for charts, or if you loose connection with IB gatewayas broker..

Warning of trade open after N is great, will this only work on TS not MC with IB ?

Many thanks



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[*] posted on 8-6-2020 at 05:13 AM


Hi Daniel
I think we can with with MC as well.
I think ts will be similar to mc. Im not looking for a process to hang, but a chart to stop. - loose IQ will do this tool.
I may add that feature though.

Could you add a chart from tws? this can alarm if it stops.


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[*] posted on 12-6-2020 at 12:19 AM


Peter,

With your tool for execution, Are You able to use the full cores available within TS or Are You forced to use just one? (due to the 32 bit limitation imposed by TS)


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[*] posted on 12-6-2020 at 12:26 AM


Quote: Originally posted by coccigelus  
Peter,

With your tool for execution, Are You able to use the full cores available within TS or Are You forced to use just one? (due to the 32 bit limitation imposed by TS)


I think it was TS 9.0 that first had all cores. (I was irate it took so long as I think multi charts had it 10 years earlier)
so 32 bit <> all cores. 32 bit is a minor pain as ts wfo.exe has a limit of just over 3 GB files.
The host machine is being upgraded to 36 cores/ = 72 logical process

Im going to do testing to see what CPU users typically need.
This is going to vary a lot from one user to another.
Hope this has answered you question. If not ask again




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[*] posted on 12-6-2020 at 12:31 AM


I mean in your trading machine in order to correctly place your trades, through IBLINK, Are You using all the cores available in TS or just one? File ---) pref ---) Performance


Or say with other words, in order to have IBLINK correctly working with TS.. which is a 32 bit app


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[*] posted on 12-6-2020 at 12:34 AM


Quote: Originally posted by coccigelus  
I mean in your trading machine in order to correctly place your trades, through IBLINK, Are You using all the cores available in TS or just one? File ---) pref ---) Performance


All our software is muti threaded.
Im not firmly decided if I will release IBLINK, but its likely not.
However some of the other trading tools that help improve execution will be released in time. Its not my top priority, so wont happen over night. GSB and my own trading is my focus.




Thanks received (1):

+1 coccigelus at 2020-06-12 01:38:11
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[*] posted on 26-7-2020 at 02:12 AM


Peter, I'll be very interested to see your monitoring capability. Mine is not nearly as sophisticated.

Since having a reliable setup is critical to everyone, I'd be interested to know what others are doing while waiting for Peter's server to be ready.

I use reliablesite.net which has "bare metal" servers very close to Tradestation as well. This is the location I use:
https://www.reliablesite.net/data-center/new-york-city-metro...

You can get your own dedicated server with 32 GB of RAM for just $67 - not bad IMHO. For crash monitoring, I use the super-primitive tool from speedy trading:
https://www.speedytradingservers.com/crash-alert-tool/

If anyone uses alternatives (prior to the release of Peter's tool) the info would be welcomed.




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