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Today at 5 a.m. (Time Zone Berlin) one of our coded strategies had different entry signals from Wealth Data than at 12 noon. This has never happened before. Is it related to an uncomplete data updates at 5 a.m. (have we been to early?) or did you have a data bug?

At what time of day the correct wealth data are usually available?

Stock Universe = S&P 500

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Cone8
 ( 23.73% )
- ago
#1
QUOTE:
Today at 5 a.m. (Time Zone Berlin) one of our coded strategies had different entry signals from Wealth Data than at 12 noon.
Since Wealth-Data is EOD data, what does "different than at 12 noon" mean exactly? And make sure to include where 12 noon is.

QUOTE:
or did you have a data bug?
No. Is there a specific symbol and data that you can point to that was incorrect?

QUOTE:
At what time of day the correct wealth data are usually available?
Always available. Wealth-Data updates incrementally throughout the market session (for partial bars), and, it's immediately available with the primary market opening print to support the ExecuteSessionOpen() method. The Daily run with corrections that filters high and low outliers usually finishes 2 hours after the market close.
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#2
QUOTE:
different entry signals from Wealth Data

It could be that at 12 noon your data wasn't up to date whereas the later run was.
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#3

thanks. I can't reproduce the problem today, but I'll see if similar problems arise again in the future.
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#4

thanks. I found the error myself.
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#5
QUOTE:
thanks. I found the error myself.

Thomas, can you share the reason with the community?
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#6
I expressed myself incorrectly...

I can no longer understand or reproduce the error today. I run the EOD strategy on Friday at 5 a.m. and got 2 signals.

when I run the same strategy at 11.30 a.m. again, I got completely different signals.

I have to say that this strategy has been delivering signals for 3 years without any problems. So it can't be due to the coding (no building blocks)...

I can neither completely rule out an error on my part nor prove a bug because I don't take any screenshots. maybe i'll find out more about it in the next few days when i talk to my customers. they might have had similar problems in a few cases. I'll let you know here if I find out anything.

thanks eugene!
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#7
This is intriguing. Looking forward to seeing an update. Thanks.
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Cone8
 ( 23.73% )
- ago
#8
In WealthLab 8, the strategy won't run on "today's" bar until the end of the session, and during the session you'll only see the partial bar if you use a Streaming chart. So there's not really any way for the signals to be different unless some other setting is changed - like "Retain NSF Positions", for example.

The other exception is if you use the ExecuteSessionOpen(), which accesses the opening price for today's session in a strategy.

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