I recently signed up for AlphaVantage premium with 150 requests per minute, and I've specified this in the WL8 Data Manager settings for AlphaVantage. When backtesting, I can quickly load 6+ months of 5-minute data for the S&P 500. However, when I add that exact same backtested strategy to the Strategy Monitor, I get bogged down in a slow endless stream of "Loading Data" batches that never seems to finish. It doesn't seem to make any difference whether I check the "Use fast (but limited) intraday data loading" box in the Historical Providers section for AlphaVantage.
Does anyone know why it would be so slow in the Strategy Monitor, but not in backtesting? I have selected "Update Mode" polling and am using "Yahoo! Finance" as the Streaming Provider, but there shouldn't be any streaming taking place. The strategy is set to a date range of 2 weeks, and my data preferences are set to load "500 bars" of data.
Does anyone know why it would be so slow in the Strategy Monitor, but not in backtesting? I have selected "Update Mode" polling and am using "Yahoo! Finance" as the Streaming Provider, but there shouldn't be any streaming taking place. The strategy is set to a date range of 2 weeks, and my data preferences are set to load "500 bars" of data.
Rename
Do you have AlphaVantage turned on and prioritized in the Data Manager, Historical Providers tab?
Yes, it's at the top of the list:
I also have the strategy configured to "Obtain data from selected DataSet only", though I don't know if that matters for the Strategy Monitor.
I also have the strategy configured to "Obtain data from selected DataSet only", though I don't know if that matters for the Strategy Monitor.
Is it an "unlinked" DataSet or is it linked to AlphaVantage? another Provider?
For example, if you you're using a DataSet linked to your broker, like IB, then it's going to pull from IB before AlphaVantage.
The excessive delay/downloading for the initialization aside, I'm looking at how AlphaVantage works. Polling may not be the optimum choice when using AlphaVantage since the smallest API request available is for the last 100 bars. Anyway, depending on the symbols, polling can add a lot of delay - especially for small intervals.
For example, if you you're using a DataSet linked to your broker, like IB, then it's going to pull from IB before AlphaVantage.
The excessive delay/downloading for the initialization aside, I'm looking at how AlphaVantage works. Polling may not be the optimum choice when using AlphaVantage since the smallest API request available is for the last 100 bars. Anyway, depending on the symbols, polling can add a lot of delay - especially for small intervals.
Thanks for the response. The data set is linked to AlphaVantage.
Though the initial run took several hours to load data, it did seem to eventually complete, and it hasn't happened again since, so I won't worry about it any more.
Though the initial run took several hours to load data, it did seem to eventually complete, and it hasn't happened again since, so I won't worry about it any more.
It could be that the slow behavior was caused by not having the intraday data backfilled prior to running the SM. Due to a live bug, the initial historical intraday data backfill of a DataSet may not complete and go over and over. (Workaround in post 14 in that topic).
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