I have a very simple strategy that relies on the today's opening price for symbol USD. I am not running this i strategy runner, i just open the strategy and run it after the open, sometimes 1 minute after the open and sometimes a little later. The problem is that the strategy is not using the current opening price and instead the previous day's opening price. I will try it several times and it will eventually use the correct opening price, typically 10-15 minutes after the open. I dont think there is anything wrong with the strategy, it's something else but i have not been able to isolate it. My data providers are WealthData first, then tradestation. I can see in tradestation that USD has opened and is printing trades but those prices are not reflected in the strategy.
Any thoughts on what is wrong with my config?
Any thoughts on what is wrong with my config?
Rename
Looks okay to me. Let's see a chart and the price of the signal.
I will grab some more screen caps tomorrow AM and post. Thanks!
I just discovered that Wealth-Data failed to start today. I would have expected the function to fall through to the next provider though.
I created this strategy a few weeks ago and it has been consistently showing this same behavior so it's probably not related to WLD failing to start, unless it fails consistently every day.
Today was the exception for Wealth-Data at the open.
Same results today at 9:35. Here are the orders and the chart from the strategy. Buy price is still using yesterdays open.
one additional point. I openied a new chart and turned on streaaming and i see the open for todays bar is incorrect here also.
Update: at 9:47 i ran strategy again and everything is correct now. Buy order is now 64.11 and the streaming chart shows correct opening price also.
How do you have your Historical Data Providers lined up in the Data Manager?
Try putting WealthData at the top of the list, so it supplies the partial bar.
I'm seeing an issue with TradeStation partial bars.
Here's my chart with WealthData at the top of the Provider List,
Try putting WealthData at the top of the list, so it supplies the partial bar.
I'm seeing an issue with TradeStation partial bars.
Here's my chart with WealthData at the top of the Provider List,
I do have WD at top, followed by tradestation. One thing i noticed when i loaded a new chart and ask for USD, WD is not an option?
OK, actually WealthData does not support USD. I'm getting my partial bar from Tradier. It looks like TradeStation doesn't return a partial bar, at least not in the sandbox mode.
Use this code the determine which Provider (if any) is returning the partial daily bar.
Use this code the determine which Provider (if any) is returning the partial daily bar.
CODE:
public override void Initialize(BarHistory bars) { BarData bd = WLHost.Instance.GetPartialBar(bars.Symbol, HistoryScale.Daily, null); if (bd == null) WriteToDebugLog("Partial bar not obtained for " + bars.Symbol); else WriteToDebugLog("Partial bar obtained from " + bd.DataSource + " Open is: " + bd.Open.ToString("N2")); }
Thanks for the code but now i am more confused. Debug log:
---Symbol by Symbol Debug Logs---
---USD---
Partial bar obtained from Yahoo! Finance Open is: 63.48
Yahoo data is below tradestation so it should be using the TS data correct?
---Symbol by Symbol Debug Logs---
---USD---
Partial bar obtained from Yahoo! Finance Open is: 63.48
Yahoo data is below tradestation so it should be using the TS data correct?
TradeStation is not returning a bar for today. It's just not coming back from their API.
Thanks Glitch. The issue is not limited to USD.
I moved Tradestation to the top ( above WLD ) of the historical data providers and tested QQQ.
---Symbol by Symbol Debug Logs---
---QQQ---
Partial bar obtained from WealthData Open is: 524.98
So is this a WL8 bug or a TS API bug?
I moved Tradestation to the top ( above WLD ) of the historical data providers and tested QQQ.
---Symbol by Symbol Debug Logs---
---QQQ---
Partial bar obtained from WealthData Open is: 524.98
So is this a WL8 bug or a TS API bug?
The data just isn’t coming in. I’ll have to reach out to TS to find out.
524.98 was the first full lot trade on Nasdaq (ISLAND) after 09:30:00, although it should register at 524.90 for Wealth-Data since that was the auction open price on the primary market.
--- Edit
After looking at it manually, the first non-Form-T full lot trade after 09:30:00 was 525.00. 524.98 was the first trade after 09:30:00, but it was Form-T (pre-market). The Auction Open was 524.90, which we've already corrected for Wealth-Data's open. (I'm not sure why it wasn't accurate, but we're gearing up to put a better process in place that should ensure it.)
--- Edit
After looking at it manually, the first non-Form-T full lot trade after 09:30:00 was 525.00. 524.98 was the first trade after 09:30:00, but it was Form-T (pre-market). The Auction Open was 524.90, which we've already corrected for Wealth-Data's open. (I'm not sure why it wasn't accurate, but we're gearing up to put a better process in place that should ensure it.)
Your Response
Post
Edit Post
Login is required