- ago
I have a programmed rotation strategy under WL8 B11 (running as Admin).

If I run the strategy using the Nasdaq 100 Wealth-Lab dataset, then everything works (several times).

If I run the same strategy (using the scheduler) with a custom dataset, then it seems as if the backtester runs several times and then stops at some point (if I run the same strategy with "Run Now" then it works fine).

Here's the configuration:


Here's the SM Log:
CODE:
13/07/2022 19:07:48: Status = Deactivated 13/07/2022 19:08:03: Status = LoadingData 13/07/2022 19:08:03: Start Polling Thread 13/07/2022 19:08:03: Populating Data 13/07/2022 19:08:03: Calling GetHistories Pass 1 13/07/2022 19:08:06: GetHistories returned with 76 symbols 13/07/2022 19:08:06: Calling GetHistories Pass 2 13/07/2022 19:08:08: GetHistories returned with 76 symbols 13/07/2022 19:08:08: AN has 503 bars from Nasdaq 13/07/2022 19:08:08: DAR has 503 bars from Nasdaq 13/07/2022 19:08:08: SNBR has 503 bars from Nasdaq 13/07/2022 19:08:08: TREX has 503 bars from Nasdaq 13/07/2022 19:08:08: CASY has 503 bars from Nasdaq 13/07/2022 19:08:08: LAD has 503 bars from Nasdaq 13/07/2022 19:08:08: MGM has 503 bars from Nasdaq 13/07/2022 19:08:08: BKE has 503 bars from Nasdaq 13/07/2022 19:08:08: HSY has 503 bars from Nasdaq 13/07/2022 19:08:08: AXL has 503 bars from Nasdaq 13/07/2022 19:08:08: PVH has 503 bars from Nasdaq 13/07/2022 19:08:08: DENN has 503 bars from Nasdaq 13/07/2022 19:08:08: SRI has 503 bars from Nasdaq 13/07/2022 19:08:08: FLWS has 503 bars from Nasdaq 13/07/2022 19:08:08: SCHL has 503 bars from Nasdaq 13/07/2022 19:08:08: MIDD has 503 bars from Nasdaq 13/07/2022 19:08:08: BTI has 503 bars from Nasdaq 13/07/2022 19:08:08: HZO has 503 bars from Nasdaq 13/07/2022 19:08:08: RCII has 503 bars from Nasdaq 13/07/2022 19:08:08: TSCO has 503 bars from Nasdaq 13/07/2022 19:08:08: CHD has 503 bars from Nasdaq 13/07/2022 19:08:08: DISH has 503 bars from Nasdaq 13/07/2022 19:08:08: GIII has 503 bars from Nasdaq 13/07/2022 19:08:08: BYD has 503 bars from Nasdaq 13/07/2022 19:08:08: BBY has 503 bars from Nasdaq 13/07/2022 19:08:08: MKC has 503 bars from Nasdaq 13/07/2022 19:08:08: SSP has 503 bars from Nasdaq 13/07/2022 19:08:08: NKE has 503 bars from Nasdaq 13/07/2022 19:08:08: BCPC has 503 bars from Nasdaq 13/07/2022 19:08:08: RL has 503 bars from Nasdaq 13/07/2022 19:08:08: GIL has 503 bars from Nasdaq 13/07/2022 19:08:08: MNRO has 503 bars from Nasdaq 13/07/2022 19:08:08: SCI has 503 bars from Nasdaq 13/07/2022 19:08:08: TV has 503 bars from Nasdaq 13/07/2022 19:08:08: CAG has 503 bars from Nasdaq 13/07/2022 19:08:08: ROCK has 503 bars from Nasdaq 13/07/2022 19:08:08: DRI has 503 bars from Nasdaq 13/07/2022 19:08:08: IFF has 503 bars from Nasdaq 13/07/2022 19:08:08: COST has 503 bars from Nasdaq 13/07/2022 19:08:08: MOV has 503 bars from Nasdaq 13/07/2022 19:08:08: OMC has 503 bars from Nasdaq 13/07/2022 19:08:08: GIS has 503 bars from Nasdaq 13/07/2022 19:08:08: SAFM has 503 bars from Nasdaq 13/07/2022 19:08:08: URBN has 503 bars from Nasdaq 13/07/2022 19:08:08: MTN has 503 bars from Nasdaq 13/07/2022 19:08:08: JACK has 503 bars from Nasdaq 13/07/2022 19:08:08: OXM has 503 bars from Nasdaq 13/07/2022 19:08:08: STZ has 503 bars from Nasdaq 13/07/2022 19:08:08: CPB has 503 bars from Nasdaq 13/07/2022 19:08:08: CAH has 503 bars from Nasdaq 13/07/2022 19:08:08: GTN has 503 bars from Nasdaq 13/07/2022 19:08:08: VVI has 503 bars from Nasdaq 13/07/2022 19:08:08: JBSS has 503 bars from Nasdaq 13/07/2022 19:08:08: PENN has 503 bars from Nasdaq 13/07/2022 19:08:08: SAM has 503 bars from Nasdaq 13/07/2022 19:08:08: THO has 503 bars from Nasdaq 13/07/2022 19:08:08: HMC has 503 bars from Nasdaq 13/07/2022 19:08:08: CRMT has 503 bars from Nasdaq 13/07/2022 19:08:08: SIG has 503 bars from Nasdaq 13/07/2022 19:08:08: CAKE has 503 bars from Nasdaq 13/07/2022 19:08:08: MAS has 503 bars from Nasdaq 13/07/2022 19:08:08: WWE has 503 bars from Nasdaq 13/07/2022 19:08:08: PETS has 503 bars from Nasdaq 13/07/2022 19:08:08: TJX has 503 bars from Nasdaq 13/07/2022 19:08:08: MCK has 503 bars from Nasdaq 13/07/2022 19:08:08: SKX has 503 bars from Nasdaq 13/07/2022 19:08:08: WDFC has 503 bars from Nasdaq 13/07/2022 19:08:08: KMB has 503 bars from Nasdaq 13/07/2022 19:08:08: PSMT has 503 bars from Nasdaq 13/07/2022 19:08:08: MGA has 503 bars from Nasdaq 13/07/2022 19:08:08: SKY has 503 bars from Nasdaq 13/07/2022 19:08:08: BF.B has 503 bars from WealthData 13/07/2022 19:08:08: BIG has 503 bars from Nasdaq 13/07/2022 19:08:08: CTB has 226 bars from QuoteMedia 13/07/2022 19:08:08: FLO has 503 bars from Nasdaq 13/07/2022 19:08:08: LCII has 503 bars from Nasdaq 13/07/2022 19:08:08: NextRun set to 13/07/2022 19:10 13/07/2022 19:08:08: Status = Idle 13/07/2022 19:10:00: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:10:00: Status = Processing 13/07/2022 19:10:01: Leaving Polling Thread 13/07/2022 19:10:09: Ran Strategy on AN,SRI,RCII,GIL,MGM,SAFM,BBY,DRI,FLWS,DAR,CPB,MNRO,TSCO,SAM,MAS,URBN,SCHL,SNBR,BKE,THO,MKC,IFF,MTN,TREX,MIDD,CAH,SCI,CHD,WWE,HMC,JACK,HSY,CASY,SSP,BTI,GTN,TV,COST,PETS,CRMT,DISH,OXM,BIG,AXL,LAD,HZO,VVI,MOV,GIII,NKE,LCII,JBSS,WDFC,TJX,SIG,BYD,CAG,STZ,BCPC,PVH,KMB,OMC,PENN,CAKE,ROCK,DENN,MCK,PSMT,RL,GIS,MGA,SKX,SKY,FLO,BF.B: 0 Signals, Run Time=9.49sec 13/07/2022 19:10:19: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:10:19: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:10:19: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:10:27: Ran Strategy on AN,SRI,RCII,GIL,SAFM,SNBR,MGM,FLWS,WDFC,SAM,URBN,MAS,BIG,TSCO,TREX,DISH,DRI,BBY,DAR,MNRO,MTN,SCHL,THO,MIDD,CPB,BKE,GIII,CASY,WWE,SSP,PVH,JACK,SCI,BTI,TV,BYD,ROCK,BCPC,PETS,HSY,DENN,MKC,OXM,NKE,HMC,KMB,CHD,TJX,OMC,AXL,MGA,LAD,MOV,IFF,STZ,CAG,VVI,LCII,MCK,HZO,PSMT,CRMT,RL,SIG,JBSS,CAKE,CAH,SKY,COST,SKX,GIS,GTN,PENN,FLO,BF.B: 0 Signals, Run Time=7.38sec 13/07/2022 19:10:37: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:10:37: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:10:37: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:10:45: Ran Strategy on AN,GIL,SAM,MNRO,URBN,MGM,RCII,TREX,MAS,WWE,WDFC,HMC,SNBR,CAG,PSMT,CASY,DAR,SRI,THO,SAFM,BKE,ROCK,PETS,TSCO,MGA,DENN,DRI,MTN,HZO,SCHL,LAD,GTN,JBSS,TJX,BYD,OXM,VVI,CRMT,CAH,AXL,SCI,SSP,CHD,MCK,IFF,TV,SKY,JACK,COST,PVH,FLO,DISH,RL,STZ,CPB,MIDD,NKE,BBY,KMB,BIG,PENN,MOV,GIII,SKX,FLWS,LCII,HSY,MKC,SIG,BCPC,BTI,OMC,CAKE,GIS,BF.B: 0 Signals, Run Time=8.02sec 13/07/2022 19:10:55: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:10:55: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:10:55: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:11:03: Ran Strategy on AN,GIL,RCII,SRI,SAFM,SAM,MGM,BIG,DRI,DAR,BBY,WDFC,FLWS,THO,MNRO,TSCO,URBN,SNBR,SCHL,HMC,BKE,TREX,MTN,MKC,MAS,CRMT,MIDD,KMB,IFF,CHD,SCI,JACK,CASY,SSP,WWE,BTI,PSMT,TV,DISH,LAD,HSY,PETS,COST,OXM,SIG,HZO,AXL,MGA,GIII,PENN,STZ,TJX,CAKE,BYD,CPB,CAG,LCII,SKY,PVH,CAH,NKE,MOV,MCK,FLO,ROCK,DENN,GTN,BCPC,SKX,OMC,VVI,RL,JBSS,GIS,BF.B: 0 Signals, Run Time=7.61sec 13/07/2022 19:11:13: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:11:13: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:11:13: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:11:20: Ran Strategy on AN,GIL,SAM,SRI,RCII,WDFC,DAR,CPB,MNRO,THO,FLWS,SNBR,BIG,TSCO,TREX,HMC,CAH,SCI,CASY,MGM,SAFM,BKE,SCHL,CRMT,DRI,MAS,HSY,GTN,TV,LAD,CHD,URBN,DISH,VVI,SIG,PVH,WWE,MOV,AXL,MTN,MIDD,KMB,BTI,JBSS,GIII,BBY,DENN,CAG,PETS,MKC,MGA,PSMT,HZO,BYD,IFF,ROCK,JACK,OMC,SSP,TJX,LCII,SKY,OXM,CAKE,COST,FLO,GIS,PENN,MCK,STZ,NKE,BCPC,SKX,BF.B,RL: 0 Signals, Run Time=7.43sec 13/07/2022 19:11:30: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:11:30: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:11:30: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:11:38: Ran Strategy on AN,SAFM,SRI,GIL,RCII,MGM,WDFC,DAR,BIG,CPB,FLWS,MNRO,SAM,URBN,SNBR,SCHL,BBY,THO,MTN,TSCO,DRI,BKE,TREX,KMB,MIDD,CAH,SCI,HMC,JACK,MKC,MAS,CASY,BTI,CHD,GTN,TV,CRMT,HSY,OXM,LAD,SSP,VVI,DISH,AXL,STZ,CAG,JBSS,WWE,GIII,MOV,PSMT,ROCK,HZO,PETS,PVH,IFF,TJX,BYD,PENN,SIG,NKE,LCII,FLO,MGA,DENN,OMC,BCPC,MCK,COST,CAKE,SKY,GIS,SKX,RL,BF.B: 0 Signals, Run Time=7.57sec 13/07/2022 19:11:48: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:11:48: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:11:48: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:11:56: Ran Strategy on AN,RCII,SAFM,GIL,SAM,BBY,CPB,SNBR,MGM,BIG,URBN,TSCO,WDFC,TREX,MAS,MTN,CASY,HSY,KMB,FLWS,CHD,WWE,LAD,PSMT,AXL,THO,SCHL,PETS,DISH,MGA,DAR,BTI,HMC,MIDD,DRI,MNRO,PVH,SRI,BKE,CAH,GIII,SKY,MKC,TJX,JACK,RL,IFF,TV,ROCK,GTN,DENN,BYD,OXM,MCK,FLO,HZO,MOV,LCII,VVI,CRMT,COST,NKE,STZ,CAG,SKX,SSP,JBSS,SCI,BCPC,OMC,SIG,PENN,GIS,CAKE,BF.B: 0 Signals, Run Time=7.70sec 13/07/2022 19:12:06: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:12:06: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:12:06: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:12:13: Ran Strategy on AN,RCII,SRI,SAM,SAFM,GIL,DRI,MAS,DAR,FLWS,BIG,THO,URBN,CPB,BBY,WDFC,MNRO,SNBR,SCHL,TSCO,MTN,MGM,HMC,TREX,MKC,JACK,MIDD,SCI,CRMT,CASY,WWE,OXM,CAH,BTI,KMB,CHD,TV,IFF,SSP,SIG,LAD,BKE,GTN,HZO,PSMT,STZ,PETS,DISH,NKE,AXL,MOV,VVI,CAKE,COST,TJX,BCPC,CAG,LCII,GIII,MGA,JBSS,HSY,PVH,OMC,BYD,FLO,ROCK,PENN,MCK,RL,SKY,DENN,GIS,SKX,BF.B: 0 Signals, Run Time=7.38sec 13/07/2022 19:12:23: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:12:23: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:12:23: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:12:31: Ran Strategy on GIL,SRI,AN,RCII,SAM,SAFM,WDFC,MGM,BIG,MAS,CPB,MNRO,FLWS,DAR,KMB,URBN,SCHL,SNBR,TREX,THO,BKE,MTN,CAH,MIDD,BBY,PSMT,CASY,AXL,GIII,JACK,BTI,WWE,MGA,HSY,BYD,SSP,BCPC,OXM,HZO,DISH,PETS,GTN,LAD,HMC,TV,SCI,VVI,SKY,PVH,STZ,FLO,PENN,DRI,CRMT,TSCO,LCII,JBSS,MKC,IFF,RL,GIS,SIG,NKE,TJX,DENN,CAG,CHD,ROCK,MCK,CAKE,COST,SKX,MOV,BF.B,OMC: 0 Signals, Run Time=7.53sec 13/07/2022 19:12:41: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:12:41: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:12:41: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:12:48: Ran Strategy on AN,SRI,SAFM,RCII,SAM,GIL,WDFC,MGM,BBY,DRI,FLWS,DAR,THO,MNRO,MAS,TSCO,CPB,SCHL,SNBR,URBN,HMC,BIG,IFF,TREX,MIDD,MTN,MKC,CRMT,KMB,BKE,CASY,JACK,PSMT,SCI,WWE,SSP,CHD,CAH,OXM,BTI,MGA,TV,COST,LAD,DISH,GTN,PETS,NKE,MOV,AXL,HZO,GIII,VVI,CAG,SKY,BCPC,TJX,HSY,BYD,ROCK,STZ,SIG,JBSS,OMC,PVH,FLO,RL,MCK,LCII,PENN,CAKE,DENN,SKX,GIS,BF.B: 0 Signals, Run Time=7.62sec 13/07/2022 19:12:58: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:12:58: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:12:58: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:13:06: Ran Strategy on AN,RCII,SRI,SAM,WDFC,SAFM,MGM,DAR,BIG,SNBR,CPB,DRI,GIL,THO,TSCO,MAS,AXL,MIDD,CASY,HMC,BKE,URBN,CAH,TREX,CRMT,BBY,BTI,GTN,MTN,DISH,WWE,MNRO,IFF,LAD,HZO,VVI,JACK,SIG,GIII,PETS,MKC,SCI,TV,JBSS,COST,BYD,CHD,OXM,FLWS,CAKE,KMB,MGA,SCHL,SSP,MOV,LCII,PVH,PENN,TJX,HSY,STZ,NKE,PSMT,FLO,DENN,SKY,CAG,BCPC,OMC,MCK,ROCK,RL,SKX,GIS,BF.B: 0 Signals, Run Time=7.53sec 13/07/2022 19:13:16: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:13:16: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:13:16: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:13:24: Ran Strategy on AN,RCII,GIL,SAFM,SRI,WDFC,MGM,BIG,SAM,FLWS,DAR,MNRO,URBN,CPB,BBY,TSCO,THO,BKE,SCHL,KMB,MTN,SNBR,MAS,SCI,DRI,HMC,CAH,HSY,PSMT,MIDD,CRMT,TREX,GTN,WWE,MGA,AXL,IFF,BTI,CASY,VVI,CHD,MKC,TV,JACK,PETS,SIG,SKY,HZO,LAD,PVH,COST,DISH,JBSS,OXM,MOV,DENN,LCII,GIII,SSP,TJX,CAKE,PENN,CAG,STZ,FLO,BYD,OMC,NKE,ROCK,MCK,BCPC,GIS,RL,SKX,BF.B: 0 Signals, Run Time=7.45sec 13/07/2022 19:13:34: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:13:34: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:13:34: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:13:41: Ran Strategy on AN,GIL,SAM,SAFM,RCII,DRI,MGM,DAR,WDFC,CPB,THO,MNRO,MAS,TSCO,BIG,TREX,SRI,BBY,HMC,IFF,SNBR,CHD,CASY,FLWS,AXL,URBN,MIDD,MKC,COST,LAD,DISH,BTI,MTN,BCPC,TV,MOV,NKE,SSP,GIII,HZO,JACK,CRMT,VVI,RL,PENN,OXM,CAH,BYD,SKX,WWE,PVH,MGA,JBSS,KMB,STZ,GTN,BKE,SCI,PETS,DENN,OMC,TJX,SCHL,LCII,PSMT,CAG,SKY,SIG,FLO,HSY,GIS,ROCK,MCK,CAKE,BF.B: 0 Signals, Run Time=7.59sec 13/07/2022 19:13:51: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:13:51: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:13:51: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:13:59: Ran Strategy on SRI,SNBR,MGM,FLWS,THO,DRI,HSY,MAS,AN,RCII,MKC,GIL,MNRO,SCHL,SAFM,HZO,TREX,PETS,LAD,URBN,AXL,KMB,MIDD,WDFC,IFF,DAR,WWE,BKE,BIG,CASY,BCPC,BBY,SCI,CPB,CAH,DENN,CHD,MTN,COST,SSP,HMC,TSCO,GIII,SAM,OXM,GTN,PSMT,JBSS,BTI,SKY,TV,CRMT,CAG,OMC,PVH,TJX,SIG,JACK,BYD,FLO,DISH,RL,MOV,NKE,STZ,MCK,VVI,MGA,ROCK,PENN,CAKE,LCII,GIS,SKX,BF.B: 0 Signals, Run Time=7.58sec 13/07/2022 19:14:09: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:14:09: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:14:09: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:14:17: Ran Strategy on AN,SRI,FLWS,URBN,GIL,WWE,MGM,SCHL,DAR,MTN,MIDD,WDFC,RCII,PETS,AXL,JACK,SCI,LAD,PSMT,BTI,TREX,BBY,OXM,SAFM,DENN,HZO,TSCO,DRI,MGA,GTN,TJX,GIII,CPB,SNBR,SAM,SIG,PVH,JBSS,BYD,COST,BIG,CASY,TV,HMC,FLO,MNRO,MKC,CHD,STZ,SSP,THO,KMB,CAG,MOV,VVI,CRMT,LCII,IFF,SKY,BKE,MCK,PENN,DISH,CAKE,MAS,ROCK,HSY,CAH,NKE,OMC,SKX,BCPC,GIS,RL,BF.B: 0 Signals, Run Time=7.77sec 13/07/2022 19:14:27: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:14:27: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:14:27: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:14:35: Ran Strategy on GIL,AN,SRI,WDFC,DAR,SNBR,RCII,DRI,TSCO,SCHL,TREX,PSMT,LAD,KMB,SCI,FLWS,GIII,CHD,MIDD,CASY,MGA,URBN,TV,BIG,BTI,COST,BYD,SKY,PVH,DISH,FLO,SSP,MTN,CAG,SAM,THO,JACK,ROCK,WWE,LCII,SKX,MOV,OXM,HZO,PETS,DENN,BBY,HMC,CPB,MNRO,GTN,CRMT,MGM,IFF,SAFM,STZ,MKC,OMC,NKE,CAH,VVI,HSY,SIG,BKE,TJX,MAS,BCPC,AXL,JBSS,GIS,CAKE,BF.B,MCK,PENN,RL: 0 Signals, Run Time=7.63sec 13/07/2022 19:14:45: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:14:45: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:14:45: Pass 1 - GetHistories returned 76 symbols 13/07/2022 19:14:52: Ran Strategy on AN,SAFM,GIL,WDFC,SAM,BIG,MGM,DAR,RCII,MNRO,URBN,BBY,MAS,DRI,CPB,THO,SRI,SNBR,KMB,MTN,BKE,FLWS,HMC,SCI,TREX,JACK,IFF,PSMT,CRMT,TV,WWE,MKC,CASY,SCHL,TSCO,CAH,HSY,MGA,OXM,COST,SIG,LAD,MIDD,PETS,CAG,GTN,MOV,STZ,AXL,CHD,DISH,SKY,BTI,CAKE,VVI,LCII,GIII,ROCK,HZO,SSP,TJX,PVH,FLO,NKE,OMC,JBSS,BYD,DENN,PENN,BCPC,MCK,GIS,RL,SKX,BF.B: 0 Signals, Run Time=7.43sec 13/07/2022 19:15:02: Pass 2 - GetHistories returned 1 symbols 13/07/2022 19:15:02: Ran Strategy on : 0 Signals, Run Time=0ms 13/07/2022 19:15:02: NextRun set to 14/07/2022 19:10 13/07/2022 19:15:02: Status = Incomplete 13/07/2022 19:15:02: 1 Symbol not Processed: CTB
0
502
Solved
15 Replies

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- ago
#1
You probably haven't seen this open feature request:

https://www.wealth-lab.com/Discussion/Rotation-strategies-in-Strategy-Monitor-are-not-possible-5790
0
Glitch8
 ( 8.38% )
- ago
#2
Eugene, we should take a closer look here. This isn't a Rotation strategy, it's a C# Coded strategy that performs rotation logic.

There could be issues here because the Strategy Monitor is not guaranteed to run the strategy all in one pass with all symbols. For maximum efficiency, it might run the strategy in more than one batch as symbols update.
0
- ago
#3
Just posted a Slack Message into a test-channel, each time the BacktestComplete() has been reached. Looks like the backtest is running multiple times.



Glitch, do you need code and dataset to reproduce the issue?
0
Glitch8
 ( 8.38% )
- ago
#4
No, like I said it's possible and expected in the Strategy Monitor. It can run in multiple batches, that's how it's designed.
0
- ago
#5
Ok, I have understood that so far.

Nevertheless, I'm surprised that when I use the built-in Wealth-Lab Nasdaq 100 or S&P 100 dataset using the same code and same streaming provider, this loop does never occur?

Wealth-Lab Nasdaq 100 dataset
CODE:
13/07/2022 23:33:47: Status = LoadingData 13/07/2022 23:33:47: Start Polling Thread 13/07/2022 23:33:47: Populating Data 13/07/2022 23:33:47: Calling GetHistories Pass 1 13/07/2022 23:33:48: GetHistories returned with 101 symbols 13/07/2022 23:33:48: Calling GetHistories Pass 2 13/07/2022 23:33:48: GetHistories returned with 101 symbols 13/07/2022 23:33:48: OKTA has 568 bars from NASDAQ 100 13/07/2022 23:33:48: FTNT has 318 bars from NASDAQ 100 13/07/2022 23:33:48: AZN has 279 bars from NASDAQ 100 13/07/2022 23:33:48: MAR has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: DLTR has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: AAPL has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ABNB has 318 bars from NASDAQ 100 13/07/2022 23:33:48: COST has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: MSFT has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: AMAT has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: TEAM has 568 bars from NASDAQ 100 13/07/2022 23:33:48: WDAY has 1’325 bars from NASDAQ 100 13/07/2022 23:33:48: QCOM has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: AMD has 1’070 bars from NASDAQ 100 13/07/2022 23:33:48: ORLY has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: DOCU has 693 bars from NASDAQ 100 13/07/2022 23:33:48: WBA has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ISRG has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: JD has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: MTCH has 568 bars from NASDAQ 100 13/07/2022 23:33:48: PAYX has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: PANW has 318 bars from NASDAQ 100 13/07/2022 23:33:48: CPRT has 819 bars from NASDAQ 100 13/07/2022 23:33:48: MCHP has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: SWKS has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: HON has 612 bars from NASDAQ 100 13/07/2022 23:33:48: PYPL has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: VRSK has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: CTAS has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: KDP has 612 bars from NASDAQ 100 13/07/2022 23:33:48: MNST has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ANSS has 819 bars from NASDAQ 100 13/07/2022 23:33:48: MRNA has 673 bars from NASDAQ 100 13/07/2022 23:33:48: NVDA has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: VRSN has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: GILD has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: AMGN has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ADI has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: CTSH has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: MU has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: NXPI has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ODFL has 293 bars from NASDAQ 100 13/07/2022 23:33:48: PCAR has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: SIRI has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: VRTX has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ILMN has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: GOOGL has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: KHC has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ROST has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ZM has 729 bars from NASDAQ 100 13/07/2022 23:33:48: ZS has 318 bars from NASDAQ 100 13/07/2022 23:33:48: EA has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: SNPS has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: LULU has 1’070 bars from NASDAQ 100 13/07/2022 23:33:48: SPLK has 819 bars from NASDAQ 100 13/07/2022 23:33:48: PDD has 649 bars from NASDAQ 100 13/07/2022 23:33:48: MRVL has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: AMZN has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: MDLZ has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: KLAC has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: LCID has 318 bars from NASDAQ 100 13/07/2022 23:33:48: LRCX has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: SBUX has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: TMUS has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: XEL has 1’094 bars from NASDAQ 100 13/07/2022 23:33:48: BKNG has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: EBAY has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: DXCM has 737 bars from NASDAQ 100 13/07/2022 23:33:48: CSX has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: SGEN has 819 bars from NASDAQ 100 13/07/2022 23:33:48: ADP has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: DDOG has 318 bars from NASDAQ 100 13/07/2022 23:33:48: ADBE has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: CRWD has 395 bars from NASDAQ 100 13/07/2022 23:33:48: CEG has 121 bars from NASDAQ 100 13/07/2022 23:33:48: IDXX has 1’513 bars from NASDAQ 100 13/07/2022 23:33:48: CDNS has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: REGN has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: NFLX has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: BIIB has 1’642 bars from NASDAQ 100 13/07/2022 23:33:48: BIDU has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ATVI has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: TSLA has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: CSCO has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: EXC has 841 bars from NASDAQ 100 13/07/2022 23:33:48: ADSK has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: AEP has 568 bars from NASDAQ 100 13/07/2022 23:33:48: CHTR has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: ASML has 1’325 bars from NASDAQ 100 13/07/2022 23:33:48: FAST has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: PEP has 1’174 bars from NASDAQ 100 13/07/2022 23:33:48: AVGO has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: INTC has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: NTES has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: MELI has 1’450 bars from NASDAQ 100 13/07/2022 23:33:48: ALGN has 1’364 bars from NASDAQ 100 13/07/2022 23:33:48: TXN has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: META has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: FISV has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: CMCSA has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: INTU has 1’643 bars from NASDAQ 100 13/07/2022 23:33:48: NextRun set to 13/07/2022 23:35 13/07/2022 23:33:48: Status = Idle 13/07/2022 23:35:00: Leaving Polling Thread 13/07/2022 23:35:00: Pass 1 - GetHistories returned 101 symbols 13/07/2022 23:35:00: Status = Processing 13/07/2022 23:36:02: Ran Strategy on MRNA,OKTA,BIDU,FTNT,NVDA,ASML,ADBE,ROST,MRVL,XEL,CRWD,ZM,ATVI,CEG,ZS,VRSN,AZN,NXPI,TSLA,FAST,AMZN,WBA,EA,SWKS,IDXX,BKNG,MDLZ,ODFL,ISRG,MSFT,MAR,JD,HON,CSCO,EBAY,SNPS,CDNS,PCAR,DLTR,LULU,DXCM,SPLK,AMAT,PDD,PEP,GILD,TEAM,TXN,MTCH,KLAC,SIRI,LCID,WDAY,META,TMUS,EXC,DDOG,AVGO,AAPL,REGN,ABNB,VRTX,PAYX,PYPL,AMGN,FISV,ADSK,PANW,BIIB,NFLX,VRSK,ILMN,LRCX,CHTR,COST,DOCU,CPRT,AEP,ALGN,CTAS,INTC,ANSS,CSX,GOOGL,QCOM,KHC,ADI,MCHP,SBUX,MU,SGEN,KDP,NTES,CMCSA,AMD,CTSH,MELI,MNST,ADP,ORLY,INTU: 0 Signals, Run Time=1.02min 13/07/2022 23:36:02: NextRun set to 14/07/2022 23:35 13/07/2022 23:36:02: Status = Completed 13/07/2022 23:36:02: Processed all Symbols


Wealth-Lab S&P 100 dataset
CODE:
13/07/2022 23:42:03: Status = LoadingData 13/07/2022 23:42:03: Start Polling Thread 13/07/2022 23:42:03: Populating Data 13/07/2022 23:42:03: Calling GetHistories Pass 1 13/07/2022 23:42:05: GetHistories returned with 100 symbols 13/07/2022 23:42:05: Calling GetHistories Pass 2 13/07/2022 23:42:05: GetHistories returned with 100 symbols 13/07/2022 23:42:05: BLK has 1’643 bars from S&P 100 13/07/2022 23:42:05: AMZN has 1’643 bars from S&P 100 13/07/2022 23:42:05: COF has 1’643 bars from S&P 100 13/07/2022 23:42:05: AAPL has 1’643 bars from S&P 100 13/07/2022 23:42:05: COP has 1’643 bars from S&P 100 13/07/2022 23:42:05: DHR has 1’643 bars from S&P 100 13/07/2022 23:42:05: DOW has 827 bars from S&P 100 13/07/2022 23:42:05: TSLA has 568 bars from S&P 100 13/07/2022 23:42:05: CRM has 722 bars from S&P 100 13/07/2022 23:42:05: NVDA has 1’197 bars from S&P 100 13/07/2022 23:42:05: ABBV has 1’643 bars from S&P 100 13/07/2022 23:42:05: EXC has 1’643 bars from S&P 100 13/07/2022 23:42:05: CSCO has 1’643 bars from S&P 100 13/07/2022 23:42:05: LMT has 1’643 bars from S&P 100 13/07/2022 23:42:05: LOW has 1’643 bars from S&P 100 13/07/2022 23:42:05: ACN has 1’643 bars from S&P 100 13/07/2022 23:42:05: ORCL has 1’643 bars from S&P 100 13/07/2022 23:42:05: GILD has 1’643 bars from S&P 100 13/07/2022 23:42:05: C has 1’643 bars from S&P 100 13/07/2022 23:42:05: BRK.B has 1’643 bars from S&P 100 13/07/2022 23:42:05: GM has 1’643 bars from S&P 100 13/07/2022 23:42:05: F has 1’643 bars from S&P 100 13/07/2022 23:42:05: AVGO has 506 bars from S&P 100 13/07/2022 23:42:05: ADBE has 1’010 bars from S&P 100 13/07/2022 23:42:05: CHTR has 1’397 bars from S&P 100 13/07/2022 23:42:05: PG has 1’643 bars from S&P 100 13/07/2022 23:42:05: BMY has 1’643 bars from S&P 100 13/07/2022 23:42:05: GOOGL has 1’643 bars from S&P 100 13/07/2022 23:42:05: RTX has 1’643 bars from S&P 100 13/07/2022 23:42:05: CAT has 1’643 bars from S&P 100 13/07/2022 23:42:05: MO has 1’643 bars from S&P 100 13/07/2022 23:42:05: INTC has 1’643 bars from S&P 100 13/07/2022 23:42:05: GD has 1’643 bars from S&P 100 13/07/2022 23:42:05: WBA has 1’643 bars from S&P 100 13/07/2022 23:42:05: DIS has 1’643 bars from S&P 100 13/07/2022 23:42:05: CL has 1’643 bars from S&P 100 13/07/2022 23:42:05: GS has 1’643 bars from S&P 100 13/07/2022 23:42:05: CMCSA has 1’643 bars from S&P 100 13/07/2022 23:42:05: MET has 1’643 bars from S&P 100 13/07/2022 23:42:05: SO has 1’643 bars from S&P 100 13/07/2022 23:42:05: PYPL has 1’643 bars from S&P 100 13/07/2022 23:42:05: NFLX has 1’206 bars from S&P 100 13/07/2022 23:42:05: MRK has 1’643 bars from S&P 100 13/07/2022 23:42:05: META has 1’643 bars from S&P 100 13/07/2022 23:42:05: WMT has 1’643 bars from S&P 100 13/07/2022 23:42:05: TXN has 1’643 bars from S&P 100 13/07/2022 23:42:05: MSFT has 1’643 bars from S&P 100 13/07/2022 23:42:05: IBM has 1’643 bars from S&P 100 13/07/2022 23:42:05: PEP has 1’643 bars from S&P 100 13/07/2022 23:42:05: SPG has 1’643 bars from S&P 100 13/07/2022 23:42:05: COST has 1’643 bars from S&P 100 13/07/2022 23:42:05: MS has 1’643 bars from S&P 100 13/07/2022 23:42:05: BKNG has 1’643 bars from S&P 100 13/07/2022 23:42:05: PM has 1’643 bars from S&P 100 13/07/2022 23:42:05: BIIB has 1’642 bars from S&P 100 13/07/2022 23:42:05: NEE has 1’643 bars from S&P 100 13/07/2022 23:42:05: CVS has 1’643 bars from S&P 100 13/07/2022 23:42:05: PFE has 1’643 bars from S&P 100 13/07/2022 23:42:05: LLY has 1’643 bars from S&P 100 13/07/2022 23:42:05: HD has 1’643 bars from S&P 100 13/07/2022 23:42:05: DD has 1’643 bars from S&P 100 13/07/2022 23:42:05: MA has 1’643 bars from S&P 100 13/07/2022 23:42:05: AXP has 1’643 bars from S&P 100 13/07/2022 23:42:05: UNH has 1’643 bars from S&P 100 13/07/2022 23:42:05: BA has 1’643 bars from S&P 100 13/07/2022 23:42:05: AIG has 1’643 bars from S&P 100 13/07/2022 23:42:05: GE has 1’643 bars from S&P 100 13/07/2022 23:42:05: V has 1’643 bars from S&P 100 13/07/2022 23:42:05: JPM has 1’643 bars from S&P 100 13/07/2022 23:42:05: DUK has 1’643 bars from S&P 100 13/07/2022 23:42:05: WFC has 1’643 bars from S&P 100 13/07/2022 23:42:05: ABT has 1’643 bars from S&P 100 13/07/2022 23:42:05: UPS has 1’643 bars from S&P 100 13/07/2022 23:42:05: QCOM has 1’643 bars from S&P 100 13/07/2022 23:42:05: MCD has 1’643 bars from S&P 100 13/07/2022 23:42:05: T has 1’643 bars from S&P 100 13/07/2022 23:42:05: MMM has 1’643 bars from S&P 100 13/07/2022 23:42:05: CVX has 1’643 bars from S&P 100 13/07/2022 23:42:05: BK has 1’643 bars from S&P 100 13/07/2022 23:42:05: BAC has 1’643 bars from S&P 100 13/07/2022 23:42:05: AMT has 748 bars from S&P 100 13/07/2022 23:42:05: VZ has 1’643 bars from S&P 100 13/07/2022 23:42:05: JNJ has 1’643 bars from S&P 100 13/07/2022 23:42:05: SBUX has 1’643 bars from S&P 100 13/07/2022 23:42:05: UNP has 1’643 bars from S&P 100 13/07/2022 23:42:05: MDLZ has 1’643 bars from S&P 100 13/07/2022 23:42:05: NKE has 1’643 bars from S&P 100 13/07/2022 23:42:05: KHC has 1’643 bars from S&P 100 13/07/2022 23:42:05: FDX has 1’643 bars from S&P 100 13/07/2022 23:42:05: AMGN has 1’643 bars from S&P 100 13/07/2022 23:42:05: HON has 1’643 bars from S&P 100 13/07/2022 23:42:05: XOM has 1’643 bars from S&P 100 13/07/2022 23:42:05: EMR has 1’643 bars from S&P 100 13/07/2022 23:42:05: USB has 1’643 bars from S&P 100 13/07/2022 23:42:05: TGT has 1’643 bars from S&P 100 13/07/2022 23:42:05: KO has 1’643 bars from S&P 100 13/07/2022 23:42:05: MDT has 1’643 bars from S&P 100 13/07/2022 23:42:05: TMO has 841 bars from S&P 100 13/07/2022 23:42:05: TMUS has 506 bars from S&P 100 13/07/2022 23:42:05: LIN has 506 bars from S&P 100 13/07/2022 23:42:05: NextRun set to 13/07/2022 23:45 13/07/2022 23:42:05: Status = Idle 13/07/2022 23:45:00: Pass 1 - GetHistories returned 100 symbols 13/07/2022 23:45:00: Status = Processing 13/07/2022 23:46:14: Ran Strategy on CHTR,CRM,PYPL,BLK,ORCL,GD,NVDA,AMZN,AMT,NFLX,CVS,UPS,GILD,PG,PEP,ABBV,WBA,COF,VZ,MRK,QCOM,C,META,SPG,DIS,AAPL,PFE,BA,BRK.B,JNJ,MCD,WMT,EXC,GM,COP,CL,SBUX,BMY,AIG,T,FDX,GOOGL,GS,F,DHR,UNP,DOW,AVGO,TXN,LLY,TSLA,GE,MMM,MDLZ,CMCSA,CSCO,ACN,ADBE,V,COST,MDT,MSFT,MET,RTX,AMGN,CVX,NKE,HD,TMO,NEE,INTC,JPM,HON,CAT,KHC,TMUS,BK,DD,LMT,MA,IBM,UNH,SO,MS,LIN,MO,XOM,DUK,ABT,BAC,KO,LOW,BKNG,AXP,WFC,PM,EMR,BIIB,USB,TGT: 0 Signals, Run Time=1.25min 13/07/2022 23:46:14: NextRun set to 14/07/2022 23:45 13/07/2022 23:46:14: Status = Completed 13/07/2022 23:46:14: Processed all Symbols
0
- ago
#6
Did you try a different provider i.e. not Nasdaq? It's visibly having an issue parsing some metadata due to a change (probably not breaking).
0
- ago
#7
QUOTE:
Did you try a different provider i.e. not Nasdaq? It's visibly having an issue parsing some metadata due to a change (probably not breaking).

As you can see in the picture above, the Nasdaq Streaming Provider isn't changeable within the SM Scheduler.

This morning I did some further research. First I cleaned the custom dataset via the Data Manager. Found three symbols which were inactive and removed them immediately but the error behavior is the same.

Then I created a new Custom Dataset. I took the 50 most liquid S&P 500 stocks by Volume from yesterdays trading day. The error behavior remains the same.

As a next step, I took a simple C# coded MAMA/FAMA crossover strategy with a trailing Exit, without any complex rotation logic, ran it with the bulit-in Nasdaq 100 and Dow 30 dataset and a "cleaned" custom Dataset. The result keeps the same as with a coded rotation strategy. The bulit-in Nasdaq 100 and Dow 30 Dataset works fine, the custom Dataset remains trapped in his loop.


I'm a little perplexed...
0
Glitch8
 ( 8.38% )
- ago
#8
Eugene, he’s using polling so the Nasdaq streaming is not coming into play here.
0
- ago
#9
Yes but topic starter's DataSet is not W-D (only used for comparison), it's Nasdaq historical - and the log is full of Nasdaq errors.
1
Glitch8
 ( 8.38% )
- ago
#10
Got it, Springroll you should check your Data Manager Historical Providers and possibly uncheck Nasdaq and instead try a different Provider like Yahoo or perhaps QData. It seems like the Nasdaq Historical Provider is causing the problems here.
0
Best Answer
- ago
#11
QUOTE:
It seems like the Nasdaq Historical Provider is causing the problems here.

Disabled the Historical Nasdaq Provider so that only Q-Data, Wealth-Data and Yahoo is active. Restarted WL8 but the lower Toolbar and the Log still shows that I'm connected through Nasdaq?


0
- ago
#12
QUOTE:
Restarted WL8 but the lower Toolbar and the Log still shows that I'm connected through Nasdaq?

I'm pretty sure that this time it's a message from the Nasdaq streaming data provider, not the Nasdaq historical. This can be ignored.
0
- ago
#13
Disabling the Nasdaq Hist. provider was probably the solution. I will now run the coded rotation strategy for a few days and check, whether or not this behavior will reappear.


0
- ago
#14
Marking to investigate the Nasdaq metadata issue.
0
- ago
#15
There is a breaking change at Nasdaq side affecting our routine that gets the company name and other metadata. Hence all those errors in the Log Viewer. Fixed this for DataExtensions B7.
0

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