Hello. My intra-day strategies are working awesome with the Strategy Monitor but something happened with my daily bar based strategies that used to work fine as well. After recent WL updates, do I need do do something with these strategies?
Thank you in advance.
Thank you in advance.
Rename
QUOTE:
something happened with my daily bar based strategies
If there were a nomination for the most cryptic post, yours would certainly deserve to compete in the knockout round! With some other post about something else, of course.
In other words, what happened? What, precisely, is not working for your Daily strategies?
:D :D :D
Sorry about the funny description. It's just that after updating to the most recent WL release my multi-day timed strategies that worked ok on the Strategy Manager don't do it anymore, while the intra-day work fine.
Sorry about the funny description. It's just that after updating to the most recent WL release my multi-day timed strategies that worked ok on the Strategy Manager don't do it anymore, while the intra-day work fine.
So these day bar strategies backtest ok but symbols are not loaded in the Strategy Monitors and these strategies appear in red color
Are there any clues for us in the Log Viewer?
Or in the Strategy Monitor Processing Log?
Or in the Strategy Monitor Processing Log?
I am running it in the Strategy Monitor. There is no error message in the log. One of the strategies is an very simple RSI-based running over a TQQQ and SQQQ dataset (2 symbols). As said before everything run fine and get stream of intra-day data. Looking at the problem with these daily bars strategies, one of them is a very simple minimum RSI weight idea, buying one symbol a day and selling it with a trail SL. The dataset is Nasdaq 100 and sometimes I get the message "max number of real time request has been reached". Despite I am subscribed to IB real time data services, maybe it's still limited to a certain number of data/symbols. Do you think so? Now I am trying to speculate what is the problem running these two strategies. Strategy Settings in the Strategy Monitor where set to "Use Streaming Data", maybe I should use "Polling" in case there is a limit from my data provider (IB). Am I right? Additionally, would decreasing "Data Range" to the minimum necessary bars (as specified on strategy's indicator periods, lookups, etc.) help to reduce data streaming use?
QUOTE:What is the source of the message? Where does it appear?
I get the message "max number of real time request has been reached".
QUOTE:Use Polling, not streaming, for a Daily strategy.
Despite I am subscribed to IB real time data services,
QUOTE:Without paying for extra quote packs, you're limited to 100 streams, and that includes what's showing on the TWS quote page.
maybe it's still limited to a certain number of data/symbols. Do you think so?
QUOTE:No, data range doesn't add to or reduce streaming requirements. By the way, for intraday strategies, you should use Streaming Bars for the best result. The difference is explained in the User Guide.
Additionally, would decreasing "Data Range" to the minimum necessary bars (as specified on strategy's indicator periods, lookups, etc.) help to reduce data streaming use?
Thank you Cone for the answers. I am confident I will solve it with the changes you point out. I will reply in case I can not solve it, but I am pretty sure I will. The message is on the lower bar, regarding IB connection.
QUOTE:Okay, then if you click on it, there may (or not) be more information in the Log Viewer.
The message is on the lower bar, regarding IB connection.
Anywway, it seems that you just need to switch to Polling, Activate the Strategy, and make sure that your preferred Historical Provider is the first one checked in the list of Historical Data Providers in the Data Manager.
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