Hi.
I am confused by the signal date in the strategy screener. I ran the same strategy as backtest and in the strategy screener. The signal dates in the backtest are 09.01. (today) and the signal dates in the screener are (all) 06.01. Is there a special reason for it?
I am confused by the signal date in the strategy screener. I ran the same strategy as backtest and in the strategy screener. The signal dates in the backtest are 09.01. (today) and the signal dates in the screener are (all) 06.01. Is there a special reason for it?
Rename
Assuming those are Daily bars, we'll call that a bug. It should be the date of the signal bar.
I can't duplicate it though. What Scale and Provider are you using in the Strategy Window?
I can't duplicate it though. What Scale and Provider are you using in the Strategy Window?
I use IB and updated the daily bars today. So, the Strategy Screener is correct with "06.01.", which should be the signal date, if I understand you correctly. For the strategy, data was only taken from the selected IB dataset (backtest dataset selection).
The problem is that the IB Provider is not removing the Daily partial bar when it should - that's a bug. The really bad news is that these partial bars are in the cache and will not be corrected automatically, so you need to truncate the data after 1/6/2022.
Thanks, it is not a practical problem in that case because i simply use the strategy screener signals. I only paper trade today, so everything is fine. It was important to me how to evaluate the situation.
Until the bug will be fixed, how does the best procedure looks like to avoid that case. Simply avoid an update on the same day?
Until the bug will be fixed, how does the best procedure looks like to avoid that case. Simply avoid an update on the same day?
IB Provider Build 19 (11/11/2022) started using a RemovePartialBar() function offered in the DataProviderBase. That's where the problem is - it's not removing premarket data.
If you update during premarket, there's a good chance you need to refresh your daily data - or at least truncate your Daily DataSets after 11/11/2022. Until it's fixed (probably in WL8 Build 28) don' t update your Daily data during the premarket session.
If you update during premarket, there's a good chance you need to refresh your daily data - or at least truncate your Daily DataSets after 11/11/2022. Until it's fixed (probably in WL8 Build 28) don' t update your Daily data during the premarket session.
Thanks Cone.
Thanks for identifying the problem! - fixed for WL8 Build 28.
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