The Strategy Monitor (Polling mode) is not showing signals that the Strategy is showing.
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Test strategy: A Seventeen Liner
DataSet: SP100 (WealthData)/ Daily/ up-to-date
The strategy shows 9 signals for today:
Same strategy and dataset in Strategy Monitor (SM) using Polling mode:
SM doesn't show any signals (I ran it 3 times just to be sure):
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Summary: The Strategy Monitor (Polling mode) is not showing signals that the Strategy is showing. I would encourage the developers to confirm it on their own PCs.
Possibilities:
1) I'm doing something wrong; if so, what?
2) Ordinarily, I use Wealth-Lab in Offline Mode and that was the case here also as I'm using Polling, not streaming. But for the sake of testing it I unchecked Offline Mode but the result was still the same - no signals.
Kindly advise how to fix.
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Test strategy: A Seventeen Liner
DataSet: SP100 (WealthData)/ Daily/ up-to-date
The strategy shows 9 signals for today:
Same strategy and dataset in Strategy Monitor (SM) using Polling mode:
SM doesn't show any signals (I ran it 3 times just to be sure):
----------------------------------
Summary: The Strategy Monitor (Polling mode) is not showing signals that the Strategy is showing. I would encourage the developers to confirm it on their own PCs.
Possibilities:
1) I'm doing something wrong; if so, what?
2) Ordinarily, I use Wealth-Lab in Offline Mode and that was the case here also as I'm using Polling, not streaming. But for the sake of testing it I unchecked Offline Mode but the result was still the same - no signals.
Kindly advise how to fix.
Rename
Although it shouldn't make huge difference with this strategy, at the first glance your data loading settings vary greatly: most recent 10 years vs. 3 years. Double check your settings and also Trading Preferences.
I see it. It looks like a the Strategy Monitor is using partial bar data for Daily bars when you run it during the day. We'll need to correct that! (Not sure about intraday "run now")
In other words, the S. Monitor is running with data on 11/8 insteady of 11/7 like the Strategy Window.
In other words, the S. Monitor is running with data on 11/8 insteady of 11/7 like the Strategy Window.
Strategy is for backtesting so you test over a longer period to get a sense over different market periods.
Strategy Monitor is only for generating signals for next bar. It is redundant to load data beyond what's required for indicators, incl their stabilization period. Even 3yrs is greatly excessive for this strategy. Anyway, using 10yrs, as in the parent strategy, makes NO difference - there are NO alerts.
Is there any particular setting in Trading Preferences that you think may be causing this? I haven't changed any setting recently and in the past Strategy Monitor used to generate signals.
Strategy Monitor is only for generating signals for next bar. It is redundant to load data beyond what's required for indicators, incl their stabilization period. Even 3yrs is greatly excessive for this strategy. Anyway, using 10yrs, as in the parent strategy, makes NO difference - there are NO alerts.
Is there any particular setting in Trading Preferences that you think may be causing this? I haven't changed any setting recently and in the past Strategy Monitor used to generate signals.
@Cone,
Oops, looks like we cross-posted!
Can you please make sure that when used in Polling mode it uses the data that the user has instructed it to use and treat it as current not try to second-guess - regardless of the time it is run? It may be trying to go online to retrieve the latest data but I find that unacceptable.
Oops, looks like we cross-posted!
Can you please make sure that when used in Polling mode it uses the data that the user has instructed it to use and treat it as current not try to second-guess - regardless of the time it is run? It may be trying to go online to retrieve the latest data but I find that unacceptable.
Yah, I already said it was an error, but thanks for bringing our attention to it.
Fixed for Build 21 -
I upgraded from WL8 B18 B17 to B21 and now am experiencing what sounds like a similar / related issue to this post.
My Strategies running in the Strategy Monitor (9:00 daily market time, pre-market) are randomly providing erroneous signals as compared to running the strategy directly (outside the SM). If I perform a "Run Now" in the SM after a Strategy fail, it usually (always?) yields the correct signals.
By "random" I mean I am running several Strategies in SM, and different Strategies appear to fail or succeed on different days.
Please advise any data I can provide or actions I can try to help troubleshoot the issue.
My Strategies running in the Strategy Monitor (9:00 daily market time, pre-market) are randomly providing erroneous signals as compared to running the strategy directly (outside the SM). If I perform a "Run Now" in the SM after a Strategy fail, it usually (always?) yields the correct signals.
By "random" I mean I am running several Strategies in SM, and different Strategies appear to fail or succeed on different days.
Please advise any data I can provide or actions I can try to help troubleshoot the issue.
Two things:
1) Make sure you are not getting different results each time running the strategy to begin with, due to insufficient simulated capital and NSF positions.
2) Ensure that the settings match EXACTLY in the SM and the Strategy window.
If both of things are resolved the signals should match, like below. Note that below I have different quantities, which I expected because I'm using a % of Equity sizing and am loading only 500 bars in the SM while the Strategy window had more data. So, the equity had more time to build up in the Strategy window, and the quantities are larger.
1) Make sure you are not getting different results each time running the strategy to begin with, due to insufficient simulated capital and NSF positions.
2) Ensure that the settings match EXACTLY in the SM and the Strategy window.
If both of things are resolved the signals should match, like below. Note that below I have different quantities, which I expected because I'm using a % of Equity sizing and am loading only 500 bars in the SM while the Strategy window had more data. So, the equity had more time to build up in the Strategy window, and the quantities are larger.
QUOTE:
1) Make sure you are not getting different results each time running the strategy to begin with, due to insufficient simulated capital and NSF positions.
Manual "Run Now" results are accurate and consistent with multiple runs after failure. The problem seems related to the initial scheduled daily run. My position sizing is 1 share in both SM and non-SM runs, so I don't see that NSF could be the culprit.
QUOTE:
2) Ensure that the settings match EXACTLY in the SM and the Strategy window.
They do. This has been running without error for months until I upgraded from B17 to B21.
I got fails again this AM from a scheduled auto-run in SM. I checked logs and found errors. After Run Now, errors disappeared, and signals were correct in both cases. Two strategy logs pasted below.
I see from the log that there seems to be problem accessing symbol data for both strategies. The first strategy yielded correct signal, possibly because the unavailable symbols were not included in signals. The second strategy yielded no signals initially, and then 84 signals after Run Now.
The discrepancy in the degree of fail between the two strategies likely has to do with their construct and degree of dependency on all symbol data.
Do you think this apparent data fetch issue is the underlying cause of the random failures with scheduled runs I am experiencing? Any idea how this could be precipitated by the upgrades, or is it a coincidence?
I see from the log that there seems to be problem accessing symbol data for both strategies. The first strategy yielded correct signal, possibly because the unavailable symbols were not included in signals. The second strategy yielded no signals initially, and then 84 signals after Run Now.
The discrepancy in the degree of fail between the two strategies likely has to do with their construct and degree of dependency on all symbol data.
Do you think this apparent data fetch issue is the underlying cause of the random failures with scheduled runs I am experiencing? Any idea how this could be precipitated by the upgrades, or is it a coincidence?
CODE:
STRATEGY #1 Scheduled Auto-run 11/17/2022 06:00:00: Status = Processing 11/17/2022 06:00:00: Pass 1 - Requesting updates for 68 symbols... 11/17/2022 06:00:09: Pass 1 - UpdateHistories returned 66 symbols 11/17/2022 06:00:09: Ran Strategy on NIO,VZ,NKLA,COIN,BITO,BBBY,IWM,KWEB,AAPL,PTON,GLD,INTC,NVDA,WBD,EEM,SQ,META,LCID,RIOT,EFA,HYG,DIS,T,WMT,F,ROKU,AMZN,DKNG,ET,AMC,SLV,FCX,XOM,AMD,MSFT,MU,PYPL,SHOP,FXI,UBER,RBLX,BAC,GOOGL,MARA,CHPT,GME,AFRM,TSLA,EWZ,SOFI,PFE,BA,XLF,BABA,UPST,NFLX,C,ARKK,OXY,SNAP,NCLH,GDX,JPM,XLE,GM,PLUG: 5 Signals, Run Time=755ms 11/17/2022 06:00:19: Pass 2 - Requesting updates for 2 symbols... 11/17/2022 06:00:20: Pass 2 - UpdateHistories returned 0 symbols 11/17/2022 06:00:30: Pass 3 - Requesting updates for 2 symbols... 11/17/2022 06:00:30: Pass 3 - UpdateHistories returned 0 symbols . . . 11/17/2022 06:05:02: Pass 29 - Requesting updates for 2 symbols... 11/17/2022 06:05:02: Pass 29 - UpdateHistories returned 0 symbols 11/17/2022 06:05:02: NextRun set to 11/18/2022 06:00 11/17/2022 06:05:02: Status = Incomplete 11/17/2022 06:05:02: No Updates for 2 Symbols: TLT,WFC Run Now 11/17/2022 07:32:33: Running Now 11/17/2022 07:32:35: Status = Processing 11/17/2022 07:32:35: Pass 1 - Requesting updates for 68 symbols... 11/17/2022 07:32:37: Pass 1 - UpdateHistories returned 1 symbols 11/17/2022 07:32:38: Ran Strategy on NIO,NKLA,EEM,GLD,NVDA,RBLX,GM,WMT,KWEB,EFA,RIOT,ROKU,SHOP,ET,AFRM,GME,AAPL,LCID,SLV,AMC,EWZ,MARA,XLE,GOOGL,BBBY,BITO,META,AMZN,AMD,ARKK,XLF,CHPT,COIN,HYG,F,C,BA,FCX,GDX,XOM,INTC,DIS,DKNG,BABA,PYPL,NFLX,TSLA,JPM,IWM,SQ,UBER,UPST,FXI,SNAP,TLT,SOFI,VZ,WBD,MSFT,OXY,MU,PFE,NCLH,PLUG,PTON,T,BAC,WFC: 5 Signals, Run Time=507ms 11/17/2022 07:32:38: NextRun set to 11/18/2022 06:00 11/17/2022 07:32:38: Status = Completed 11/17/2022 07:32:38: Processed all Symbols STRATEGY #2 Scheduled Auto-run 11/17/2022 06:00:00: Status = Processing 11/17/2022 06:00:00: Pass 1 - Requesting updates for 68 symbols... 11/17/2022 06:00:09: Pass 1 - UpdateHistories returned 60 symbols 11/17/2022 06:00:10: Exception running Strategy on : Sequence contains no elements 11/17/2022 06:00:20: Pass 2 - Requesting updates for 8 symbols... 11/17/2022 06:00:21: Pass 2 - UpdateHistories returned 0 symbols 11/17/2022 06:00:31: Pass 3 - Requesting updates for 8 symbols... 11/17/2022 06:00:32: Pass 3 - UpdateHistories returned 0 symbols . . . 11/17/2022 06:05:06: Pass 29 - Requesting updates for 8 symbols... 11/17/2022 06:05:06: Pass 29 - UpdateHistories returned 0 symbols 11/17/2022 06:05:06: NextRun set to 11/18/2022 06:00 11/17/2022 06:05:06: Status = Incomplete 11/17/2022 06:05:06: No Updates for 8 Symbols: GOOGL,NFLX,AMZN,INTC,TSLA,XLF,LCID,CHPT Run Now 11/17/2022 07:40:21: Running Now 11/17/2022 07:40:21: Status = Processing 11/17/2022 07:40:21: Pass 1 - Requesting updates for 68 symbols... 11/17/2022 07:40:24: Pass 1 - UpdateHistories returned 8 symbols 11/17/2022 07:40:24: Ran Strategy on EEM,AFRM,NKLA,KWEB,AMC,MARA,BBBY,WMT,BITO,META,AMD,NVDA,TLT,ARKK,EFA,RIOT,ROKU,SHOP,SNAP,SOFI,SQ,MU,GOOGL,NCLH,GME,PLUG,PTON,NFLX,PYPL,AMZN,HYG,FXI,NIO,COIN,BA,GLD,RBLX,GDX,INTC,DIS,VZ,XLE,TSLA,ET,WBD,XLF,PFE,BAC,XOM,SLV,DKNG,UBER,GM,LCID,C,UPST,CHPT,BABA,IWM,JPM,AAPL,OXY,WFC,EWZ,F,FCX,MSFT,T: 84 Signals, Run Time=630ms 11/17/2022 07:40:24: NextRun set to 11/18/2022 06:00 11/17/2022 07:40:24: Status = Completed 11/17/2022 07:40:24: Processed all Symbols
We'll look into it after the market close.
So that we can try to duplicate what you're seeing,
1. what provider is the 68-symbol DataSet linked to? (or is it unlinked)
2. which Historical Providers are checked in the Data Manager (from top to bottom)?
So that we can try to duplicate what you're seeing,
1. what provider is the 68-symbol DataSet linked to? (or is it unlinked)
2. which Historical Providers are checked in the Data Manager (from top to bottom)?
QUOTE:
1. what provider is the 68-symbol DataSet linked to? (or is it unlinked)
Strategy 1 & 2 are using Yahoo daily data
QUOTE:
2. which Historical Providers are checked in the Data Manager (from top to bottom)?
TD Ameritrade
Yahoo! Finance
Q-Data
At what time of day is your scheduled run? Even now, 2 hours after the market close, Y! is not serving today's bar yet.
Furthermore, I can see now that I've tried so much to get a bunch of data from Y!, they're rejecting requests from my IP.
I don't know about TDA, but Q-Data isn't ready until around 12am EST.
Furthermore, I can see now that I've tried so much to get a bunch of data from Y!, they're rejecting requests from my IP.
CODE:The lesson here is that you should not rely on Y! data. Use Y! only for the few index symbols you need. Use TD or another source for the majority of the data. To do it, you should create your linked DataSet with the preferred provider, like TDA or Q-Data.
11/17/2022 18:05:02: Pass 25 - UpdateHistories returned 0 symbols 11/17/2022 18:05:02: NextRun set to 11/18/2022 18:00 11/17/2022 18:05:02: Status = Incomplete 11/17/2022 18:05:02: No Updates for 68 Symbols: BITO,LCID,KWEB,GLD,EEM,MARA,GME,ET,C,NKLA,NCLH,CHPT,GOOGL,EWZ,COIN,XLE,NFLX,AMD,OXY,XLF,FCX,PLUG,AMZN,FXI,GM,ARKK,SNAP,BBBY,TSLA,SHOP,PTON,GDX,BAC,TLT,INTC,SOFI,AMC,XOM,DIS,ROKU,SQ,PFE,HYG,META,RIOT,EFA,AFRM,DKNG,UBER,WMT,SLV,BA,UPST,WFC,NIO,F,RBLX,IWM,PYPL,BABA,VZ,WBD,JPM,AAPL,NVDA,MSFT,MU,T
I don't know about TDA, but Q-Data isn't ready until around 12am EST.
Got it. Glad you could confirm.
The failing strategies are running at 9 AM ET, 30 min before market open. I have a TDA account, and I get free streaming and same-day daily data after market close. Yahoo is legacy. Really haven't had problems with it lately. But you're right, you can't count on it updating until after midnight.
I will change provider as you suggested and see if there are any symbols not available.
The failing strategies are running at 9 AM ET, 30 min before market open. I have a TDA account, and I get free streaming and same-day daily data after market close. Yahoo is legacy. Really haven't had problems with it lately. But you're right, you can't count on it updating until after midnight.
I will change provider as you suggested and see if there are any symbols not available.
@Cone - Wanted to let you know I changed my primary data provider to Q-Data and I haven't seen any discrepancies with strategy signals running in the SM for over a week now. Thanks.
Thanks, I like good news :)
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