also, make sure you are using a 'quality' mineral oil or full synthetic. 40w would be no problem in malaysia. if you loose some oil pressure when engine is nice and hot and worked hard, it may be not the right oil...(not robust enough,spend more money)
warmer climates, like malaysia or here in australia often have 40w specified (some new alfa's are 60w!!!) often a 30w is specified to ensure engines meet strict pollution control during cold starts etc...