- ago
some orders to thinkorswim order fired twice, three times or fourtimes on yesterday 4/14
.

can you please take a look at it?
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Cone8
 ( 6.64% )
- ago
#1
Please give us some context.
1. Which trading tool were you using?
2. Does the strategy create multiple positions?
3. I assume Auto-Trade, but please confirm that. (It's really surprising that the same order could be duplicated during Auto-Trade.)

Also, I notice that your exit sizes were a share less that the entry. Are you using % of equity sizing? In any case, consider if the Trading > Portfolio Synch Preferences are right for you. If the script is only trading one position per symbol per account, then Portfolio Synch is the way to go.
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- ago
#2
fixed size 1000$
single position

wealthlab 7 build 52

I use auto trade
please only focus on 4/14. I don't have position before 4/13

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- ago
#3
It crashed when I try to save the current workspace. I have restarted the software
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#4

can't save workspace error:
System.TypeInitializationException: The type initializer for '†††
†††ˆžš' threw an exception.
---> System.MissingMethodException: Method not found: 'System.String WealthLab.Core.Tokenizer.AppendToken(System.Object)'.
at †††
†††ˆ’Ž.†††
†††ˆ’.†††
†††ˆ’œ(RuntimeTypeHandle )
at †††
†††ˆžš..cctor()
--- End of inner exception stack trace ---
at WealthLab.Candlesticks.cwCandlesticks.get_WorkspaceString()
at RepositoryTest.SetExporter(Object , RepositoryTest )
at WealthLab7.WorkspaceManager.StopDatabase(MainWindow i, Tokenizer caller)
at WealthLab7.WorkspaceManager.SortDatabase(String first, Boolean iscust)
at WealthLab7.WorkspaceManager.SaveWorkspace()
at WealthLab7.MainWindow.PrintList(Object )
at WealthLab7.MainWindow.VisitAnnotation(Object res, RoutedEventArgs selection)
at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)
at System.Windows.Controls.MenuItem.InvokeClickAfterRender(Object arg)
at System.Windows.Threading.ExceptionWrapper.InternalRealCall(Delegate callback, Object args, Int32 numArgs)
at System.Windows.Threading.ExceptionWrapper.TryCatchWhen(Object source, Delegate callback, Object args, Int32 numArgs, Delegate catchHandler)
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Glitch8
 ( 13.29% )
- ago
#5
Hi replyxfl,

It looks like you might have a Candlesticks extension window open? It looks like that is causing the issue. It seems there's a problem in the Candlesticks extension for WL7 when saving a Workspace. It works fine in WL8, but for now can you try to close the Candlesticks extension window before saving the Workspace and see if that helps?
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Cone8
 ( 6.64% )
- ago
#6
QUOTE:
please only focus on 4/14. I don't have position before 4/13
Yes, thank you. Let's look at the trades for just one symbol:

SH
4/14/2022 10:30:09
4/14/2022 10:30:22
4/14/2022 10:30:35
4/14/2022 10:30:50

These Market orders are 13 - 15 seconds apart. That's not possible with Auto-Trade unless you're using tick or second intervals - and that's not possible in the Strategy Monitor. I'm still looking for context. Are you using n-Second Streaming charts? What Provider? (TDA only supports 1-minute intervals, historically)
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- ago
#7
I am using 60 minutes, polling. Now I have just changed to streaming data. I wonder if you polling has a bug of race condition. After order is fired, but beore the order is updated, another order is fired.
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Cone8
 ( 6.64% )
- ago
#8
Re: Streaming
As we try to stress in the Help guide, the 'Streaming Bars' selection is the way to go. Broker Streaming services tend to provide conflated data, so the resulting bars often have slightly different OHLC/V values than a historical chart. Streaming Bars will produce bars identical to an historical chart.

Strategy Monitor, 60 minute bars, polling. Thanks.

As a follow up, how many symbols are in your DataSet? Ideally, please post your DataSet symbols so that I can try to duplicate it with close to the same conditions. Sometimes, behavior may depend on the symbols used.

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- ago
#9
streaming bar is grayed out, streaming data is ok. I am using streaming data now. Before I was using polling. the symbols are EUM PSQ RWM SH SJB
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Cone8
 ( 6.64% )
- ago
#10
QUOTE:
streaming bar is grayed out,
Right you are. That's a bug and we'll get that fixed ASAP. Thanks.

Edit -
Actually I think it's okay. You can confirm.. Once you selected Streaming for 60-Minute bars (or any intraday scale starting at 1-Minute), the Streaming Bars selection will be available for TD Ameritrade. If it's not, please attach a screenshot!
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#11
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#12
grayed out
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Cone8
 ( 6.64% )
- ago
#13
Good try!
The Broker is Ameritade, but which Streaming Provider is selected?

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- ago
#14
streaming provider is td ameritrade
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Cone8
 ( 6.64% )
- ago
#15
The curious thing about your image is that the label "Use Streaming Bars" is not greyed-out, but I can see the option is greyed out. I'd sure like to see the whole image - ALL of the settings - to try to duplicate that.

From my perspective, the only way you could even possibly have that disabled with Streaming: TD Ameritade is:
1. the Scale is Daily or higher (which it is not)
Or,
2. you're using an old version of the TD Provider (before TD build 16). The current version is build 21.
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#16
why saying symbols not processed after switch to streaming

I am using build 52
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Cone8
 ( 6.64% )
- ago
#17
Symbols aren't processed when there's no data for the bar. Of course this is unlikely to be the case. It would be helpful to know more - like which historical providers you have check in the Data Manager and their order top to bottom, and also when you initialized the Strategy Monitor.

What build of the TDA Provider have you installed?

Aside - don't let this distract you from answer the questions above -
there is a problem with TDA 60-minute historical bars closing at 4pm when the market filter is selected. You'll notice that charts are missing the 3:30 to 4pm bar. In general, Wealth-Lab needs to solve and standardize hourly bars for all providers. It's an open bug.
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- ago
#18
how to check What build of the TDA Provider have you installed?
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#19
You can do version check in the Home Page tool (it's in the Tools menu).
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#20
I am having older version 14, I am downloading new version now. Can you please provide alert that new extension available to download for my installed extension?
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#21
The Home Page tool loads when you start WL, notifying you about newer version availability.
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#22
I have installed the new td client, but can't stream, do I need to create new key?
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Cone8
 ( 6.64% )
- ago
#23
That shouldn´t be required, but you may need to log in again to refresh the token. Do it in the Data Manager > Historical Providers > TD Ameritrade Settings page.
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#24
it doesn't work for streaming. historic is fine.
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Cone8
 ( 6.64% )
- ago
#26
QUOTE:
you may need to log in again to refresh the token.
I'm going to revise this to say, "you MUST log in to refresh or create the token!".

Click the button right below the red message "Expired or not yet Created" to log in and create the token for your Consumer Key in Wealth-Lab.
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#27
I clicked login button, but nothing happens
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#28
the error message is the same as my previous post: expired or yet created. I think there is a bug for your new version of TD client
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Cone8
 ( 6.64% )
- ago
#29
There's no bug. (It works for everyone else.)
Do you have a pop up blocker active? Wealth-Lab needs to open a browser dialog to serve the TD Ameritrade OAuth login screen.
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Glitch8
 ( 13.29% )
- ago
#30
Let us know if you want to schedule a Zoom call, maybe we can spot something if we see this happening.
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#31
I found the error message. Looks like your code has a bug
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Glitch8
 ( 13.29% )
- ago
#32
You’ll need to upgrade to the latest versions of both WL (I think this is WL7) and the TD extension. Let’s see your Home Page screenshot which will let us see which build you are running.
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- ago
#33
after installing build 53, it is working. I wonder if you can provide compatibility check when install new version of sw such as td client to save us a lot of time
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Glitch8
 ( 13.29% )
- ago
#34
Good idea, we'll do that!
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- ago
#35
from you: there is a problem with TDA 60-minute historical bars closing at 4pm when the market filter is selected. You'll notice that charts are missing the 3:30 to 4pm bar. In general, Wealth-Lab needs to solve and standardize hourly bars for all providers. It's an open bug..

When are you going to fix this? it is very critical
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Glitch8
 ( 13.29% )
- ago
#36
Let’s start working on this for Build 5!
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Glitch8
 ( 13.29% )
- ago
#37
There, that's looking better ...

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- ago
#38
great, do I need to upgrade to WL8?
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Glitch8
 ( 13.29% )
- ago
#39
If you want this change then yes, and wait until Build 5, target release date tomorrow.
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