- ago
It looks like there are quite a few changes from V6 in the way to run daily strategies in V7 automatically in the Strategy Monitor. It appears that I can no longer set a time for a strategy to run. Rather I can only select how long after market close it will run. Further, the limit for after market close appears to be 5 hours (300 minutes.).

If the above is true, I am concerned that daily Yahoo! data (fetched through WL) will not update within 5 hours of market close. My past experience is that it seems to update around 3 AM EST the following day.

When I did a Run Now on the strategy, the signals were quite different than running in the Strategy Window (backtest). (Dozens of signal vs. a few.) Don't know why. I attach a picture of my configuration settings in case you see something amiss.
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- ago
#1
Here is image

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- ago
#2
Another related concern I've already mentioned - is that you can't send orders after trading hours for Russian market, but an hour or so before the opening. So I can't set auto Daily runs for Russian market with current options.
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- ago
#3
it's now 11:05 PM EST (7+ hours after market close) and Yahoo! has not provided today's OHLC data, at least not to WL. If you go to Yahoo! website however, today's data is included in historical data available for download.
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- ago
#4
QUOTE:
it's now 11:05 PM EST (7+ hours after market close) and Yahoo! has not provided today's OHLC data, at least not to WL.

With its download restrictions and late data availability, Yahoo may be a suboptimal choice for the U.S. market. We already suggested alternatives in another conversation, have you had a chance to explore them and perhaps other providers?

QUOTE:
If you go to Yahoo! website however, today's data is included in historical data available for download.

Just to make sure we're on the same page, the tabular data on their website isn't representative. The only real historical data available for download is the ASCII file that you get from Yahoo website by clicking the synonymous button near the data table. Did you check against this file by opening it in Excel?
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- ago
#5
QUOTE:
If the above is true, I am concerned that daily Yahoo! data (fetched through WL) will not update within 5 hours of market close. My past experience is that it seems to update around 3 AM EST the following day.

WL6 had a preference which included the current day's partial bar so the data could be available shortly after the close when enabled. Since WL7 does not apply static data corrections and excludes the partial bar, there is no room for that endpoint anymore. Can you check the WL6 Data Manager to see if the Yahoo tab has the partial bar option activated?
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- ago
#6
QUOTE:
The only real historical data available for download is the ASCII file that you get from Yahoo website by clicking the synonymous button near the data table. Did you check against this file by opening it in Excel?

I did not but I have never found them to be different. I will have to check shortly after market close today (As WL is already updated with yesterday's daily data at this moment) and confirm.
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- ago
#7
QUOTE:
Can you check the WL6 Data Manager to see if the Yahoo tab has the partial bar option activated?

It does not.
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- ago
#8
I think the only issue here is that the means by which to set the run time for dailies and the limit in setting a time when symbols will be updated. Can you make it more flexible or at minimum remove or extend the 300 min after close max limit? Even a global setting for running all dailies would resolve for my application.
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Glitch8
 ( 11.19% )
- ago
#9
Sure, the limit is increased to 17 hours in Build 30. Considering there is only 17.5 hours between market close and open in the US I think this makes sense.
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#10
That's good news. Thanks.
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- ago
#11
QUOTE:
Sure, the limit is increased to 17 hours in Build 30. Considering there is only 17.5 hours between market close and open in the US I think this makes sense.


I think I can utilize this for Russian market as well. I just need to set an alarm clock for Monday).
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- ago
#12
QUOTE:
I will have to check shortly after market close today

@Eugene - it's one hour after market close and Yahoo! Finance has already posted daily historical data updates on their site. As I said I would, I downloaded data and opened in Excel spreadsheet to confirm downloaded data was updated as well.
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- ago
#13
Test case: Fortunately one of the Asian exchanges which Wealth-Lab 7 recognizes by default has just closed. I created a new Y! DataSet and verified that the data for a symbol can be downloaded within minutes after close. Then I truncated the last few bars of that Asian ticker and ran a Daily strategy in the SM on it. The SM has correctly pulled updated bars which I then verified in the Data Manager. Since they're treated identically under the hood, there is no difference between the U.S. market or an Asian exchange internally in Wealth-Lab 7.

If a user jumped the gun with an early update he/she can right click the provider on Historical Providers and choose "Clear internal request tracking info" to fix this.

Bottom line: there is no issue getting a Yahoo symbol to update in time in Wealth-Lab 7 provided the data has become available for real. Yahoo has been a problematic source but there is no shortage of other data providers for replacement:
https://www.wealth-lab.com/Extension
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- ago
#14
Hi @Eugene. I did a "Clear Internal Request..." for Yahoo provider.

It's about 40 min after market close in NY and Yahoo website history download already has today's OHLC prices. I opened a chart for the same symbol (AAPL) in V7 and it only shows data through yesterday. (V6 works the same way as V7). Is there something else I should check / try to get todays data in V7?
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- ago
#15
Hi Robert,
I'll try to check today after close. Here's what you can do if stuck again today: truncate the last bar on your Y! DataSet and repeat update at about the same time after market close. Does it help?
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- ago
#16
40 min after close and data isn't available on Yahoo website. I think this is a non-issue. Besides, B30 is released so you can now increase the limit above 300 minutes.
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- ago
#17
Yahoo download including today's data was available for me immediately after market close.

I truncated one bar from symbols and confirmed truncation did remove one bar. I then updated DataSet. Still did not download today's data from Yahoo.
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- ago
#18
QUOTE:
I truncated one bar from symbols and confirmed truncation did remove one bar. I then updated DataSet. Still did not download today's data from Yahoo.

Forgot to stress that in this case you'd better "clear internal tracking info" or restart WL7 before repeating update.

QUOTE:
Yahoo download including today's data was available for me immediately after market close.

Even if it's opposite for me as the CSV file was missing the Nov 5 bar, you'd want to postpone update to include possible corrections in the Yahoo data.

As we know from a previous feedback, Yahoo's free data may get delayed for a day or two, it's subject for download restrictions, results may vary depending on geolocation etc. It doesn't make sense to invest further effort in this since you've got the solution in B30 - and all the alternative data providers.
https://www.wealth-lab.com/extension/detail/DataExtensions
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- ago
#19
These SM issues appear to be resolved in WL8
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Best Answer
Glitch8
 ( 11.19% )
- ago
#20
Great, thanks for reporting! Good to hear some positive news once in a while 😅
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