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JohnS  
#1 Posted : Wednesday, July 19, 2006 3:20:28 PM(UTC)
JohnS

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Dear all, I am wondering if it is possible to force the EST to store its results in a different location than the default location (i.e. c:\\program files\\equis\\metastock\\results). For data storage reason, I would like the EST to store its results on a different hard drive than the one on which MS is installed. Is it possible? I could not find anywhere an option to change this. Thanks in advance for your help. Regards, John
Justin  
#2 Posted : Wednesday, July 19, 2006 5:29:31 PM(UTC)
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This location cannot be changed. Additionally, some of the results are also stored within the ST_DATA.MDB file.
hayseed  
#3 Posted : Wednesday, July 19, 2006 6:22:18 PM(UTC)
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hey john... is just exporting to excel out of the question..... depending on your goal, there are some other neat ideas/ways to save outside of meta, or any hard drive.... there are pro's and con's but might suit your purpose none the less..... have something written up on the how to's.... will find and post later...... providing i'm still here.... weren't the markets suppose to go down today..... [color=red:75c0682d4d]oooouuch[/color].....h
JohnS  
#4 Posted : Thursday, July 20, 2006 1:00:47 AM(UTC)
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Thanks for replying that fast. Unfortunately, my idea won't work. My point was to use a "ram drive" in order to increase the speed of the EST. I thaught that limiting the number of acces to the hard drive would increase the processing speed. By the way, is there a way to "pause" the system tester in the middle of a testing, and to resume it later? Thanks again for your help. John
hayseed  
#5 Posted : Thursday, July 20, 2006 2:11:58 AM(UTC)
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hey john.... you might know more about it than me, so this might incorrect..... it's not the ets results you need on the ram drive but the 'metastock local data' folder.... the results are just that, a done deal.... the weak link in the ets chain might be the pulling of data from the hard drive...... the ram drive should speed that accessing up considerably.... but i believe you would need to have meta itself on the drive also ..... perhaps you could have it all on the drive and just keep it powered up.... not sure.... can't off hand think of a way to pause the tester and restart..... h on second thought, can't think of a reason why meta couldn't be on one drive and the data folder on another......
wabbit  
#6 Posted : Thursday, July 20, 2006 2:36:34 AM(UTC)
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h, you're right.... John, Put the data onto the fastest disk you have (RAM drive = = better!) Accessing the data is the slowest part of the system test, second only to poor coding! If you store the data in the fastest media possible, the test will be faster. Writing the results to the .mdb is inconsequential, but if you MUST have this fast too, then you are going to have MS running from the ram drive too. Hope this helps. wabbit :D P.S. Wanna give us a review of your RAM drive? Who, what, when, why, how, how much, caps and lims etc?
JohnS  
#7 Posted : Thursday, July 20, 2006 6:22:52 AM(UTC)
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Thanks a lot. I'm gonna try to put the MS Data folder in my ram drive and make some few testings. I'll tell you tomorrow or monday if it speeds up the process. The second step will be to install MS in the ram drive. But this will be a bit more complicated as it requires a lot of memory and to keep the system powered up non stop. More details and my conclusion in a few days...
JohnS  
#8 Posted : Friday, July 21, 2006 7:54:53 AM(UTC)
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Hi there! Here are the first results of my testings. And..... WOW! It seems that by simply working on the MS Data that is located in the ram drive increases the speed of the EST by +/-75%!!! These are only tentative results. But as soon as I will be sure of the improvement, I will post again here (let me 2 to 3 days :) ). And guess what... If all this is confirmed, the next step will be to install MS in the ram drive. This should not be a big deal in fact. I just have to back up the ram drive content onto the hdd before switching of the computer. More to come next week!
wabbit  
#9 Posted : Friday, July 21, 2006 9:11:30 AM(UTC)
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John, You can also optimise your systems to avoid using slow functions like PREV and external/internal formula calls... But the best way to optimise the seach and test times is to minimise the amount of data on which you are testing. IF you do not invest in mining companies, then excluse them from the data-universe you are running your system over. If you do not invest in banks, exclude them too. Run your system only over the types of stock in which will actually invest. Not only will it speed up the EST, it will also give you a more realistic result. Hope this helps. wabbit :D P.S. Still waiting for a report on your RAM Drive... I was looking to get one myself.
JohnS  
#10 Posted : Friday, July 21, 2006 11:22:50 AM(UTC)
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Wabbit, In fact I am just working on one security at a time. I am testing various indicators on indexes (i.e. SPX, NKY, FTSE,...) using long time series (5 to 20 years). So I do not have the problem of using an unuseful large universe of stocks. Why am I doing this? To demonstrate to my "students" that you cannot use a specific indicator with specific parameters and expect that it will give you accurate signals during 10 years (in other words, things change and that you have to redesign you trading system on a regular basis). Concerning the ram drive. In fact I am not using an external ram drive (i.e. some kind of hdd made of DRAM). What I am using is an emulation of a drive within de main memory of my computer. I only created a small drive of 64MB in the main memory of my computer to store the MS Data folder. To do this, I use a small freeware called AR RAM Disk. It only works with Win NT/2k, but I am sure that it must be possible to do the same on other OS. That's why I am experiencing such a dramatic improvement. No more PATA or SATA interface. I am just enjoying the full bandwith and access time of my modest DDR. If I can confirm the results, this might be a good indication for the developpers to improve the speed of MS. If the amount of data is not to big compared to the available main memory, it would be a good thing if MS was loading all the data in the ram and working on it from there. I hope that all this is clear (english is not my mother tongue) and that I answered to your question. I go back to my tests and will give you some more news next week. John
wabbit  
#11 Posted : Monday, July 24, 2006 2:38:13 PM(UTC)
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I was discussing virtual RAM drives with another Member and decided to do a couple of test myself. I tested an exploration on the 2400 or so stocks in my Equities folder and the same stocks in my RAMDrive Equities folder : the RAMDrive exploration was one second faster (1:12 vs 1:13) Next was a system test, 501 stocks from my Equities folder and the same 501 stocks from my RAMDrive Equities folder: the RAMDrive EST was one second faster (1:17 vs 1:18) I am not sure how you made the improvements you attained? Maybe you have slower disks than mine? Maybe your data is stored on a network? Any more information you could provide on how you attained the remarkable improvement would be appreciated. wabbit :D P.S. I used a generic RAMDrive software and an evaluation version of a commercial product. It didn't matter which software created the virtual drive, the speed is the same.
JohnS  
#12 Posted : Tuesday, July 25, 2006 1:04:55 AM(UTC)
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Hi Wabbit! Ok, here are the final results of my tests, the harware I am using and the procedure I used. First, the hardware and software (it's not the latest and fastest on the market). AMD Athlon 2600+ 1,5GB DDR HDD 80GB, 2MB cache, 7200rpm, PATA. O/S: Win2K MS 9.0 The procedure. I tested different indicators (RSI, Stochastics, MACD,...) one at a time, on one index (SPX, NKY,...) at a time. I used daily times series over 20 years and used from 3 to 4 optimizing variables. The number of iterations for each system was between 100'000 and 1'000'000 and I stored the 50 best full results (no summary results). Initially, all the data was stored on the hard drive. Then, I copied the source data (i.e. the MetaStock Data folder) to my virtual RAM drive. This decreased the time needed to complete the system testing by +/-40%. I then decided to install MS in the virtual RAM drive in order to have no more access to the HDD. And the result is even better: the time needed to complete a system testing is decreased by almost 90% (i.e. 10 times faster). Part of this dramatic improvement is surely due to the fact that I have a slow HDD. If I had a RAID 0 array based on SATA or SCSI hard drives, no doubt the difference would have been less impressive. However, I think that if you are using a lot of source data (long time series, lots of stocks,...) and if you are storing extensive results, the virtual RAM drive will improve the speed whatever the HDD you are using. Furthermore, based on what I understood on your own tests, I think that we did not use the same procedure and amount of data to retreive and to store. That's probably another reason why you results and mine are so different. I'd like to have your opinion about that. Thanks a lot. John
wabbit  
#13 Posted : Tuesday, July 25, 2006 1:56:25 AM(UTC)
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John, Just a couple of quick questions before I do some more testing... Do you have anti-virus software that is checking all the data that is coming off the hard drive but does not check data coming from RAM? Is your data folder on the hard drive a shared folder, whether you have a netweok established or not? Shared folders are (allegedly) slower than not-shared folders.
JohnS wrote:
Furthermore, based on what I understood on your own tests, I think that we did not use the same procedure and amount of data to retreive and to store. That's probably another reason why you results and mine are so different.
How about we use the same data for our tests and see if that changes the results? I will use the Dow Jones Index... if you don't have this data from 26/05/1896 then let me know and I will send it... wabbit :
JohnS  
#14 Posted : Tuesday, July 25, 2006 7:57:14 AM(UTC)
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Wabbit, I have Norton AV 2005 running with max protection activated as I am connected to Internet all the time. However, it should also scan all the files coming from and going to the virtual RAM drive (I guess). None of my folders or disks are shared. I have the historical data of the DJI from 01/01/1929 until today. I think that this sould be enough to compare our results. What I suggest you is to run a test from 01/01/1929 until 31/12/2006 on the DJI. The system to test would be the following (I will mention the tabs from the system editor): -General Long Orders Single Bias 1 simultaneous position -Buy Order cross(rsi(opt1),op2) -Sell Order cross(opt3,rsi(opt1)) -Sell short, Buy to cover, Stops nothing -Optimizatons opt1 from 1 to 50 step 1 opt2 from 5 to 50 step 5 opt3 from 50 to 95 step 5 (this should give us 5000 iterations which will be enough to be able to compare our results without running for hours) The test I will be running will be a "point only test" with long only positions. I will store the 50 best results. This wil NOT be a quick test. All the other parameters are left blank or to their default value. I will run this test 6 times: -first time using MS installed on the HDD, all data coming from and going to the HDD. -second time using MS installed on the HDD, all data coming from the virtual RAM drive and going to the HDD. -third time using MS installed on the virtual RAM drive, all data coming from and going to the virtual RAM drive. -fouth, fifth and sixth times: same as above but with Norton AV 2005 desactivated. This way, we will see how the virtual RAM drive improves the running times under different situations. Let me now if this is ok for you. If there is some other test that you would like to run, I will do it. John
wabbit  
#15 Posted : Tuesday, July 25, 2006 9:12:16 AM(UTC)
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Looks good to me. I will attempt to do the testing tonight... if not it will have to wait until Thursday (but even that is dependent on the surf!) If I remember my Nortons (I used to have it in 2000) you can exclude certain types of files by their file extension and/or application association?? You might want to consider doing another test, not with Nortons completely inactive, but ignoring files associated with MS? This way, in the future you can still have fast scans and your AV protection. In any case, I think you will see a dramatic improvement over your entire system whilst Nortons is shutdown - its terribly resource hungry and intrusive; that's why I changed AV and FireWalls. Anyone else feel up to the challenge to see how fast we can get these test completed... not just relying on the highest-cost-fastest computer components? Please give a full account of your computer specs with your results. wabbit :D
JohnS  
#16 Posted : Tuesday, July 25, 2006 1:24:03 PM(UTC)
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Wabbit, Let's change slightly the rules. I will only store the best 20 full results, as 50 full results is a bit too large for my RAM drive. The period for the test will be from 01/01/1929 until 30/12/2005 (and not 31/12/2006 :oops: ). John PS: BTW, what is the generic RAM drive that you used? What is your OS?
JohnS  
#17 Posted : Friday, July 28, 2006 2:57:00 PM(UTC)
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Hi Wabbit. Finally, here are the results of my tests. It took me a little more time than expected. When running the test 100% from the RAM drive, the running time was 1h43min. When running the test 100% from the HDD, the running time was 4h36min. When running the test using the source data from the RAM drive and storing the results on the HDD, the running time was 4h30min. When running the test using the source data from the HDD and storing the results on the RAM drive, the running time was 1h46min. When I ran the same tests after closing Norton AV 2005, the improvement was really non significant (5% faster in the best case). Now, let's talk about the way I think the EST works. As I didn't develop this application, this is only a guess. The EST uses 3 types of files. The source data files (stored in the "\\MetaStock Data" folder), the ST_DATA.MDB "quick results and systems" file (stored in the "\\Equis\\MetaStock" folder) and the full results files (stored in the "\\Equis\\MetaStock\\Results" folder). When the EST starts a test, it opens the source data file, loads its content into the RAM, works from there and closes the source data file at the end of the test. Maybe it is not working exactly like that. But anyway, the EST doesn't make an intensive use of the source data file. The very low improvement in running times when working with the source data in the RAM drive is there to confirm it. (BTW, I still don't understand how my first results could give me an improvement of 75%. I must have made a mistake...) When the EST starts a test, it also opens the ST_DATA.MDB file. But unlike with the source data, the EST uses intensively this file. Every time that an iteration is finished, it compares the result with the ones stored and if it is better than one of them, it replaces it with the new result. In addition if you decided to store full results, it will delete the full result files attached to the worse result stored (3 files per result) and it will write new full results files corresponding to the new result stored. Then when the test is over, the EST closes the ST_DATA.MDB. Why do I think that it works like that. -First because of the dramatic improvement in running times when storing the results in de RAM drive, which means that the ST_DATA.MDB file is intensively accesed. -Second, because of the CPU Usage chart in the Task Manager. When the results are in the RAM drive, the CPU usage is at 100% all the time. When the results are on the HDD, the CPU usage chart looks like a sinusoid, with a low at the end of each iteration. I concluded from this that there must be a slow disk access that leaves the CPU "jobless" for some time. -Third, because of the poor improvement when Norton is not active. Norton AV scans files only when they are opened, closed, copied or moved. That's why I think that the ST_DATA.MDB and the source data files are not opened and closed at each iteration. So, my conclusions are the following: -Even if I would have been totally unable to develop such an appliaction, I can say that the developpers who worked on the EST did a terrible job on the data access! (Sorry guys, but that's true) What I learned at the time I was coding in C and Cobol (15 years ago at least) is to put in memory all the data that is intensively used. Mass storage has to be used only when there is no other possibility. Obviously, this is not the case with the EST. -If you want the EST to run faster, clean the ST_DATA.MDB file on a regular basis. The bigger the file is, the slower the EST will be. And do not use only the cleaning option of the EST. There are other more efficient solutions developped in other topics on this forum. -If you want the EST to run faster, run only a quick tests (unless you absolutely need full results). -If you want the EST to run faster, do not store to much "best results". -If you want the EST to run faster, run it from a RAM drive :D ! The improvement will depend on many factors but there will be one. Once again, all I wrote here is only my opinion, based on the few things I know (and remember) about software developpement, about how a computer works and based on the observations I made while running all these tests. I hope that that some people will find some interest in all this. I hope also that if the guys who developped the EST read my critics, they will consider them as an "encouragement" to further improve this very good tool. My point was certainly not to be mean. Wabbit, I am waiting for your comments... (and also for the details about the generic RAM drive that you used, thanks in advance) John
wabbit  
#18 Posted : Monday, July 31, 2006 1:09:25 AM(UTC)
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John, I have done some of my testing with some surprising results. My system: P4 2.4GHz 1GB RAM 120GB 7200rpm 8MB Cache HDD Windoze XP Pro SP2 PCCillian AV and Firewall Test1: Long entry and exit criteria as discussed. 01/01/1929 until 30/12/2005. Points only test. NOT a quick test. Store the best 20 results. MS installed (as normal) on HDD DJI data on HDD Rationale: this one of the original test prospects. Test2: Long entry and exit criteria as discussed. 01/01/1929 until 30/12/2005. Points only test. NOT a quick test. Store the best 5000 results. MS installed (as normal) on HDD DJI data on HDD Rationale: this is to test whether it takes longer to write to the ST_DATA.mdb file if there are more results to store. It shouldn't take any longer to write to a Jet Database containing 1 record or 10000 records, that's the whole idea of databases! Test3: Long entry and exit criteria as discussed. 01/01/1929 until 30/12/2005. Points only test. NOT a quick test. Store the best 20 results. MS installed in RAM Drive DJI data in RAM Drive Rationale: one of the originaly propsed tests. Test4: Long entry and exit criteria as discussed. 01/01/1929 until 30/12/2005. Points only test. NOT a quick test. Store the best 20 results. MS installed (as normal) on HDD DJI data oin RAM Drive Rationale: one of the originaly propsed tests. Conditons: With the exceptionof Test2, each test was run with a completely empty ST_DATA.mdb (with the exception, of course, of the system test being performed). It contained no results of any kind. Test2 was conducted with the ST_DATA.mbd containing the 20 results from Test1. The RAM Drive was created and maintained using a trial version of RAMDiskXP from www.cenatek.com The disk was 100MB and was carefully monitored during the testing to ensure it was never completely 'full'. There were a couple of issues trying to get MS installed in this space, as standard installation (and installations when not paying full attention) also includes the .wmv files, .pdf instructions, .doc advertising etc which are all extraneous to the requirements of running MS. Once I had cut down the fluff, we were left with the smallest working instalation of MS. Results: During the running of each test, I noted the progress of the test and plotted these in Excel to predict the finishing time for each test and to provide a graphical representation of all of the tests versus each other test. During the progress of each test, I wa able to see how closely each test 'fitted' to the predicted performance. If the correlation was close to my estimates, I stopped the test at 50% complete to save my time and sanity. The assumption made is that the performance of each of the tests is the same in the second 2500 tests as the first 2500 tests. I could not see any reason why this would no be the case, but there is one issue that I will mention shortly. The results surprised me. There was no apparent speed advantage using a RAM Drive over standard physical memory, IN MY COMPUTER! During the tests involving the RAM Drive I observed the HDD access was significantly less than when the data/application is being taken from the HDD. The accesses 'seemed' appropriate with each of the tests being conducted. Attached is the Excel graph and the raw data: Notice that all the tests conducted would have completed in just under three hours. This is regardless of wheher the application is running from the HDD or RAM, and the data. Why is this so? Professor Julius Sumner Miller made this quote famous in Australia, but it is still very relevant today as we ask the same question of just about everything we do. I believe the speed of the EST is dependent on a lot more than just MS. I believe the Operating System has a lot to answer for in this regard. The cache control imposed/implemented in my version of Windows XP needs further investigation?
JohnS wrote:
The EST uses 3 types of files. The source data files (stored in the "\\MetaStock Data" folder), the ST_DATA.MDB "quick results and systems" file (stored in the "\\Equis\\MetaStock" folder) and the full results files (stored in the "\\Equis\\MetaStock\\Results" folder).
Correct. Lets note, the .mdb is a Jet Database, yet the results files are .dta files located in folders 1-10 under folders 1-10, so there is 100 folders containing the full system results. Databases are supposed to have dymnamic data coming to and going from the database on a regular basis, however, writing the results to a .dta file seems to be the biggest slowdown in the entire process. This is the reason that "Quick Tests" are sooo much faster than full system tests. If Equis were going to redevelop the EST, this is the part where they need to spend some time?
JohnS wrote:
When the EST starts a test, it opens the source data file, loads its content into the RAM, works from there and closes the source data file at the end of the test. Maybe it is not working exactly like that. But anyway, the EST doesn't make an intensive use of the source data file. The very low improvement in running times when working with the source data in the RAM drive is there to confirm it. (BTW, I still don't understand how my first results could give me an improvement of 75%. I must have made a mistake...)
The earlier improvemtn did seem a bit strange, but it was not beyond the realm of possibility. I agree the source data is 'uploaded' into RAM for rapid access, but the full affect of this process and the efficient RAM employment is not going to be visible when running a test on a single security. To really test out the spec, I suggest that and entire market be subjected to the test. My data file for all ASX equities is about 69MB, so installing this small amount of data when I have 1GB of RAM (less OS overheads and RAM Disk space) is going to be insignificant. To stress the system, we need a lot more data and a lot less RAM!
JohnS wrote:
When the EST starts a test, it also opens the ST_DATA.MDB file. But unlike with the source data, the EST uses intensively this file. Every time that an iteration is finished, it compares the result with the ones stored and if it is better than one of them, it replaces it with the new result. In addition if you decided to store full results, it will delete the full result files attached to the worse result stored (3 files per result) and it will write new full results files corresponding to the new result stored. Then when the test is over, the EST closes the ST_DATA.MDB.
Personally I think it would be more efficient to run the entire test, storing the results in a temporary area or RAM or physical memory in the order in which they occurred. At the end of the test, sort the results and return the required values. This will cut down on processes, but increases the memory requirement for the tests. This would of course mean the results writing procedure would have to be seriously modified also!
JohnS wrote:
Second, because of the CPU Usage chart in the Task Manager. When the results are in the RAM drive, the CPU usage is at 100% all the time. When the results are on the HDD, the CPU usage chart looks like a sinusoid, with a low at the end of each iteration. I concluded from this that there must be a slow disk access that leaves the CPU "jobless" for some time.
My CPU was at or very nearly at 100% for the duration of the test. The was the occasional dip to about 98% but this did not occur regularly, nor did it seem to correspond with any particular progree of the EST tests. AAARRRGGHH - Damn phpBB trimmed my post!
wabbit  
#19 Posted : Monday, July 31, 2006 1:25:29 AM(UTC)
wabbit

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I did have some better comments before they were snipped... but the re-write gets the same message across...
JohnS wrote:
Third, because of the poor improvement when Norton is not active. Norton AV scans files only when they are opened, closed, copied or moved. That's why I think that the ST_DATA.MDB and the source data files are not opened and closed at each iteration.
I use PCCillian and did not adjust any of its settings for the testing.
JohnS wrote:
If you want the EST to run faster, clean the ST_DATA.MDB file on a regular basis. The bigger the file is, the slower the EST will be. And do not use only the cleaning option of the EST. There are other more efficient solutions developed in other topics on this forum.
Although I wasn't able to replocate any speed issues with the small smaple size tests we ran, it makes sense to clean out the extraneous crap from the database file every now and then. There are some tools to assist the user to do this, I just learned which tables cold be safely emptied and manually delete the contents.
JohnS wrote:
If you want the EST to run faster, run only a quick tests (unless you absolutely need full results).
ABSOLUTELY!
JohnS wrote:
If you want the EST to run faster, do not store to much "best results".
I wasn't able to replicate and speed differences here. I think this will improve just as the disk access improves. Therfore this needs further investigation.
JohnS wrote:
If you want the EST to run faster, run it from a RAM drive Very Happy ! The improvement will depend on many factors but there will be one.
These factors might be primarily concerned with the OS itself? I shall do some investigation into the XP cache controls and see if something can be safely tweaked that wil lead to an improvemtn in performance? I will let you knwo how I get on. Summary I think the differences in performance between the two sets of tests have to be explained by more than just differences in hardware. The OS has a lot of involvement in deciding what gets written to where and when. If we can crack this code then we might just stand a chance of making systems testing a whole lot faster! Hope this helps. wabbit :
jjstein  
#20 Posted : Wednesday, August 2, 2006 9:00:47 AM(UTC)
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Where's your Excel spreadsheet attachment?

And what the heck happened to the "Follow thread" and "Favorite thread" options?

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