Cycle 4, stage 4, day 4:
Today, I did what I said that I would do that is performing a meticulous review of past previous daily reports to try makes sense of my latest strategy performance drop in the last month... I believe that this is the first time that I am doing such an extensive analysis on past daily trade results...
I am starting to get some insights into the situation and perhaps that I will have a solution for it... Definitely my best month was February (Stage 2). I forgot how good it was but it was good. The strategy was generating about 5x more profitable trades than what it is making currently.
My server did core dump on me this evening. The core dump reason was original. My thread 64KB stack got depleted. It is the first time it happens in 3 years. I try to avoid using the heap and I stuff as much as I can on the stack... Analyzing the core dump made me discover that a library function was wasting 3Kb of stack space. I did fix the guilty function by refactoring it and this is going to give an extra 3KB to the stack of all the threads going through this library.
I have also increased the thread stack size to 96KB to be extra safe. This extra small stack size is an old habit I got when I was working on a server launching hundreds of threads... The stack size was back then a concern for memory usage... I do not have this restraint anymore but I kept this habit and it kinda force me to keep stuff slick...
Today, I did what I said that I would do that is performing a meticulous review of past previous daily reports to try makes sense of my latest strategy performance drop in the last month... I believe that this is the first time that I am doing such an extensive analysis on past daily trade results...
I am starting to get some insights into the situation and perhaps that I will have a solution for it... Definitely my best month was February (Stage 2). I forgot how good it was but it was good. The strategy was generating about 5x more profitable trades than what it is making currently.
My server did core dump on me this evening. The core dump reason was original. My thread 64KB stack got depleted. It is the first time it happens in 3 years. I try to avoid using the heap and I stuff as much as I can on the stack... Analyzing the core dump made me discover that a library function was wasting 3Kb of stack space. I did fix the guilty function by refactoring it and this is going to give an extra 3KB to the stack of all the threads going through this library.
I have also increased the thread stack size to 96KB to be extra safe. This extra small stack size is an old habit I got when I was working on a server launching hundreds of threads... The stack size was back then a concern for memory usage... I do not have this restraint anymore but I kept this habit and it kinda force me to keep stuff slick...
