I am trying to determine which NASDAQ 100 stocks have had a new daily RSI(20) crossing above 50. The one-step "Buy only" strategy buys one share of stock from a $10,000,000 account. There is no Sell step. The strategy runs with no problem in Backtesting. Running in the Strategy Monitor is very slow with Status cycling over and over on loading the same symbols. It seems that symbols are gradually being loaded after multiple attempts. Configuration is set to load 500 bars of daily data. Task Manager reports 0-2% of the processor being used. The CPU is using 1-3% for all open tasks. Memory is at 49% and there is 0-.01 MB/s transfer speed for the Disk and Network. The strategy has been running for 21 minutes with no end in sight based upon the symbol Loading Data activity.
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More information:
1. When a strategy is first activated in the Strategy Monitor (SM), the initial data load seems to happen as expected. Sample listing from Log Pane:
3/28/2021 00:58:28: WBA has 500 bars from WealthData
3/28/2021 00:58:28: MCHP has 500 bars from WealthData
3/28/2021 00:58:28: MRVL has 500 bars from WealthData
3/28/2021 00:58:28: NVDA has 500 bars from WealthData
3/28/2021 00:58:28: NextRun set to 3/29/2021 7:00 PM
3/28/2021 00:58:28: Status = Idle
Then, as the strategy is running, the follow shows in the log:
3/28/2021 01:23:50: Status = Idle
3/28/2021 01:24:04: Calling GetHistories
3/28/2021 01:24:04: GetHistories returned 102 symbols
3/28/2021 01:24:11: Calling GetHistories
3/28/2021 01:24:11: GetHistories returned 102 symbols
3/28/2021 01:24:18: Calling GetHistories
3/28/2021 01:24:18: GetHistories returned 102 symbols
3/28/2021 01:24:25: Calling GetHistories
3/28/2021 01:24:26: GetHistories returned 102 symbols
3/28/2021 01:24:27: Status = Deactivated
2. Status in the strategy pane reports "102 Symbols Loaded" when the run starts.
3. I ran the sample strategy A Seventeen Liner and it had the same problem that my simple strategy had. Once activated, Status shows a few symbols loading for 7 seconds. Another symbol then tries to load for seven seconds. The same few symbols out of the 102 in the dataset cycle through over and over without finishing.
4. I have let the SM run for several hours without it finishing.
5. The configuration settings shown by clicking on the SM Configure tab: data range of 500 bars, Daily scale, "Use Polling", and a fixed value size of 5000. The bottom of the screen indicates Yahoo! Finance Connected.
6. My dataset uses WealthData and is up to date.
7. I have been using the SM since my subscription started a week ago. The problem just started today.
Thanks for your help.
1. When a strategy is first activated in the Strategy Monitor (SM), the initial data load seems to happen as expected. Sample listing from Log Pane:
3/28/2021 00:58:28: WBA has 500 bars from WealthData
3/28/2021 00:58:28: MCHP has 500 bars from WealthData
3/28/2021 00:58:28: MRVL has 500 bars from WealthData
3/28/2021 00:58:28: NVDA has 500 bars from WealthData
3/28/2021 00:58:28: NextRun set to 3/29/2021 7:00 PM
3/28/2021 00:58:28: Status = Idle
Then, as the strategy is running, the follow shows in the log:
3/28/2021 01:23:50: Status = Idle
3/28/2021 01:24:04: Calling GetHistories
3/28/2021 01:24:04: GetHistories returned 102 symbols
3/28/2021 01:24:11: Calling GetHistories
3/28/2021 01:24:11: GetHistories returned 102 symbols
3/28/2021 01:24:18: Calling GetHistories
3/28/2021 01:24:18: GetHistories returned 102 symbols
3/28/2021 01:24:25: Calling GetHistories
3/28/2021 01:24:26: GetHistories returned 102 symbols
3/28/2021 01:24:27: Status = Deactivated
2. Status in the strategy pane reports "102 Symbols Loaded" when the run starts.
3. I ran the sample strategy A Seventeen Liner and it had the same problem that my simple strategy had. Once activated, Status shows a few symbols loading for 7 seconds. Another symbol then tries to load for seven seconds. The same few symbols out of the 102 in the dataset cycle through over and over without finishing.
4. I have let the SM run for several hours without it finishing.
5. The configuration settings shown by clicking on the SM Configure tab: data range of 500 bars, Daily scale, "Use Polling", and a fixed value size of 5000. The bottom of the screen indicates Yahoo! Finance Connected.
6. My dataset uses WealthData and is up to date.
7. I have been using the SM since my subscription started a week ago. The problem just started today.
Thanks for your help.
Thank you for the detailed report. It looks like this has to do with running on weekend only?
Just now tried the SM and it ran without a hitch.
The problem has returned. Five different strategies in the Strategy Monitor loaded data when activated a few minutes ago. All then displayed red "symbols not processed" messages. Restarted one strategy and it is now trying to read some symbols over and over. Given how this problem behaved last weekend, it is unlikely that this one strategy will finish. A pair of statements repeat every 7 seconds in the Log Pane:
4/2/2021 05:25:24: Calling GetHistories
4/2/2021 05:25:25: GetHistories returned 102 symbols (102 is correct for the dataset)
I had unintentionally left WL running for hours. When I returned to my computer, Windows Task Manager showed WL using approximately 3.5 GB of memory. I shut WL down and restarted it. The problem is occurring after the restart. I'll shut both the program and my computer down after sending this message and try SM again.
4/2/2021 05:25:24: Calling GetHistories
4/2/2021 05:25:25: GetHistories returned 102 symbols (102 is correct for the dataset)
I had unintentionally left WL running for hours. When I returned to my computer, Windows Task Manager showed WL using approximately 3.5 GB of memory. I shut WL down and restarted it. The problem is occurring after the restart. I'll shut both the program and my computer down after sending this message and try SM again.
Restarting my computer and WL did not clear the problem.
I can confirm seeing the same scenario unfolding with Polling selected as in your Post #1: Calling GetHistories followed by GetHistories returned 100 symbols and this won't stop. It doesn't happen if I click Activate but only when "Run now" is pressed.
Unsure about what to do. My SM shows:
My Strategy Settings are:
Starting with no strategy activated, I select the un-Activated TSI peak shorts strategy and select "Run Now" in the dropdown. The strategy is activated automatically and the run continues for hours trying to load data. If I start over, select the TSI peak shorts strategy, tap Activate and then right click Run Now on the strategy, the outcome is the same, i.e., the 25 symbols are not processed and the Log Pane shows the following over and over.
My Strategy Settings are:
Starting with no strategy activated, I select the un-Activated TSI peak shorts strategy and select "Run Now" in the dropdown. The strategy is activated automatically and the run continues for hours trying to load data. If I start over, select the TSI peak shorts strategy, tap Activate and then right click Run Now on the strategy, the outcome is the same, i.e., the 25 symbols are not processed and the Log Pane shows the following over and over.
Can you simply run the strategy in a strategy window instead of the strategy monitor? I mean, until we are able to fix this?
Sure. I did that today.
Just wondering, might there be a tie-in to running SM on days the market is closed? My first encounter with this issue was last weekend. The market was closed today and I had the same trouble.
Just wondering, might there be a tie-in to running SM on days the market is closed? My first encounter with this issue was last weekend. The market was closed today and I had the same trouble.
Yes, it looks like a bug related to running on the weekend.
@sdbens20
Please look forward to Build 7 with a fix.
Please look forward to Build 7 with a fix.
Great!
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