- ago
Backtest and stream for daily data only load small amount of symbols. But 60 minutes is ok

my dataset has more than 200 symbols, but when backtest daily, only load 12 symbols. 60 minutes backtest loads all the symbols. what could be wrong? I am using alpaca and yahoo for data manager.
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- ago
#1
How do you determine exactly that only a "small amount" is loaded? Is this partal data being loaded for all symbols, or some symbols have no data at all, or... you name it. Cannot decipher it from your problem report. Attach some screenshots of a chart, strategy window, Data Manager to show what's not right in your opinion. Right click to copy and paste data-related errors from the Log Viewer. Give us at least something to work with.
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#2
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#3
is aplaca working for daily chart
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#4
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#5
in all new data set I have hundreds of symbols, but only 6 are loaded, I just run it but I don't see any error in log viewer
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Glitch8
 ( 11.81% )
- ago
#6
It looks like an authentication issue, the response to Alpaca was "Forbidden."

It's working at our end:

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#7
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Glitch8
 ( 11.81% )
- ago
#8
Is this an Alpaca paper account? If so, try generating a new key and replacing the key in WL8.
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#9
I don't see any error logviewer today, the error was last night. 60 minutes works. daily not working. only loads 6 symbols today. no error logs
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#10


what does it mean use live data sip
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#11
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Glitch8
 ( 11.81% )
- ago
#12
Try generating a new paper account key in Alpaca and replacing the key in WL8.

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#13
for 60 minutes, it is loading data, but in the end, only give backtest result of 10 symbols. no error in log viewer
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Glitch8
 ( 11.81% )
- ago
#14
The "Live Data" option only works if you have a non-paper account AND you've subscribed to their paid data plan. If you haven't subscribed to Alpaca paid data, turn that Live Data option off.

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#15
I have turn off alpaca use wealth data, or yahoo, same problem

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#16
can you please create a dataset as mine and do a backtest


AA AAL AAPL AAXJ ABBV ABT ACN ACWI ACWX ADBE ADP AGG AI AKAM ALK AMD AMGN AMJ AMZN APPS ARKK ASHR AUD/CAD AUD/JPY AUD/NZD AVGO AXP BA BABA BAC BBY BIDU BRK/B BSV BTC-USD BYND CAF CAT CBON CCL CEW CHPT CIEN CLX CMG COPX CORN COST CPER CRM CRWD CSCO CVX CYB DBA DBB DBC DD DG DHI DIA DIS DOCU DXJ EDU EEM EFA EMB EOG EPI ETH-USD ETSY EUR/GBP EWA EWC EWG EWH EWI EWJ EWM EWP EWS EWT EWU EWY EWZ EXPE EZA F FB FCX FDN FDX FL FM FSLR FXA FXB FXC FXE FXF FXI FXY GDX GE GILD GLD GM GNRC GOOG GREK GS HACK HD HEDJ IBM ICLN IDRV IEF IHI ILF IMTM INTC IPO ITA ITB IWM IYR IYT JD JNJ JNK JPM KBE KBH KIE KO KRE LEN LI LMT LOW LQD LULU LVS M MA MAR MAS MBB MCD MJ MMM MNST MRK MRO MS MSFT MU MUB NFLX NIO NKE NTAP NTES NVDA NZD/USD ORCL PALL PANW PBS PBW PEJ PEP PFE PFF PG PHM PHO PKW PM PPLT PTON QCOM QQQ RCL RSX RUN SBUX SCCO SDY SHOP SIL SIX SKYY SLV SLX SMH SNOW SOCL SPHB SPLV SPY SQ SVXY T TAN TGT THD TIP TLT TOL TRV TSLA TSM TUR UBER UNG UNH UPS USD/MXN USD/ZAR USO UUP V VGK VIX VNM VTI VZ WHR WMT WSM WYNN XBI XES XHB XLB XLC XLE XLI XLK XLP XLU XLV XLY XME XOM XOP XPH XRT XSD ZM
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#17
I suspect some of the symbol might cause the trouble
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#18
In the Data Manager, highlight your unlinked DataSet to activate the table view. Note how many bars the stocks have, are they up to date, and what is the source (the data is coming from). It's all there.
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Cone8
 ( 25.44% )
- ago
#19
1. Wealth-Data only covers stock symbols in the S&P 500 and Nasdaq 100 (and other selected stocks and ETFs).

2. Q-Data, Y!, and Alpaca will cover all the U.S. stock symbols.

3. You don't have a provider that will return the currency data in that format (e.g. USD/MXN)

Anyway, check ALL of the providers for the best chance to get all the data when you run a backtest with Daily bars. Alpaca can return some intraday data with the free API key, but it is sparse - only about 2% of the trading (so it's not a good choice). More about data here: https://www.wealth-lab.com/blog/wealthlab-data-providers

Note:
The first time Q-Data is used, there will be a 90-second delay, so you might want to leave that one unchecked.
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#20
I have 2 accounts of alpaca, one paper, one real money. How can I see both account? I only see paper account now
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Glitch8
 ( 11.81% )
- ago
#21
You would UNCHECK the box that says Use Paper Broker Account.
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Cone8
 ( 25.44% )
- ago
#22
(It's not possible to use both Paper and Live accounts simultaneously.)
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