In a nutshell, this morning I had a buy occur in the strategy monitor that when run in the strategy window does not occur. The steps were as follows:
Opened WL 8 fresh.
Opened Strategy Monitor
Dragged my strategy into Strategy Monitor
Selected stock RBLX, 1000 bars, streaming, 30 shares, 1-minute scale, PV checked. The strategy requires pre-market data, so I used a market I had created for this purpose. The strategy monitor settings dialog showed the market as selected. (And, it still does if I go to configure the strategy in the strategy monitor.)
My strategy executed a buy at 9:36. I was surprised given the action. Later, unfortunately, this resulted in a small loss.
So, in the Strategy Monitor I right-clicked on the my strategy and selected Open in a Strategy Window. Next, I ran a back test in the newly opened strategy window and the aforementioned buy did not occur. That surprised me.
WL 8 version is 16.
TD Ameritrade Extension version is 9.
Trading preferences - Portfolio Sync - everything checked.
I can't share the strategy code - its a lot of code.
Perhaps, is there something I am overlooking in the settings? Thanks.
Opened WL 8 fresh.
Opened Strategy Monitor
Dragged my strategy into Strategy Monitor
Selected stock RBLX, 1000 bars, streaming, 30 shares, 1-minute scale, PV checked. The strategy requires pre-market data, so I used a market I had created for this purpose. The strategy monitor settings dialog showed the market as selected. (And, it still does if I go to configure the strategy in the strategy monitor.)
My strategy executed a buy at 9:36. I was surprised given the action. Later, unfortunately, this resulted in a small loss.
So, in the Strategy Monitor I right-clicked on the my strategy and selected Open in a Strategy Window. Next, I ran a back test in the newly opened strategy window and the aforementioned buy did not occur. That surprised me.
WL 8 version is 16.
TD Ameritrade Extension version is 9.
Trading preferences - Portfolio Sync - everything checked.
I can't share the strategy code - its a lot of code.
Perhaps, is there something I am overlooking in the settings? Thanks.
Rename
Answered in User Guide (F1) > Extensions > TD Ameritrade > Data > Streaming. The key is this part:
TDA streaming data is not tick-by-tick and updates no faster than once per second. For this reason Wealth-Lab's TDA-powered bars built by streaming will have differences when compared to true historical bars. While there may be a minimal practical difference for an intraday trader, strategy trades can be different than when using TDA's historical bars in backtest, which come from tick-by-tick, full-lot trading.
Then read about the Streaming Bars selection.
Resolved:
Use Streaming Bars instead of streaming so that your trades with the Strategy Monitor match the strategy's trades using historical data.
TDA streaming data is not tick-by-tick and updates no faster than once per second. For this reason Wealth-Lab's TDA-powered bars built by streaming will have differences when compared to true historical bars. While there may be a minimal practical difference for an intraday trader, strategy trades can be different than when using TDA's historical bars in backtest, which come from tick-by-tick, full-lot trading.
Then read about the Streaming Bars selection.
Resolved:
Use Streaming Bars instead of streaming so that your trades with the Strategy Monitor match the strategy's trades using historical data.
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