Strategy Monitor does not update data
Author: ilya_shulc
Creation Date: 6/5/2020 5:28 PM
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ilya_shulc

#1
Hello, do not load data through SM, however, if I open the chart, then they start loading and the strategy is executed. Attached a log on minute TS, TS test, the simplest. On other timeframes, the same thing. If I start updating data in Data Manager, then the strategies in SM also work, but the next day, no. Data is also not updated and the strategy does not start. Everything was set up well in Market Manager, time and symbols, other settings are just as good. I upload data through Finam broker, Quik trading terminal.


In the attachment, the log of the minute timeframe shows that the data is not loading (VBM0). And five minutes timeframe (GDN0), during the execution of the strategy, I turned on the chart and went to load the data and execute the strategy.


Also in the attachment is an example strategy (TS).
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ilya_shulc

#2
File Log
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Eugene

#3
Hi,

No idea how "well" is "well" but apparently your market's Close time is configured to end on 19:45 in the Market Manager. Then the data past this time is filtered out by WL and strategy execution cannot start in the SM. To prove you could either reconfigure the market's properties in the MM (set a different end time) or temporarily disable the MM for QUIK provider altogether as instructed in the article.
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ilya_shulc

#4

I turned on WL at 19.45 in the VBM0 log, so there is a record from now on. GDN0 log works from 18.50 (18.45-19.00 evening clearing). Once again, I can start SM at any time and it will not work, but as soon as I update the DM or the flow chart, all strategies in SM work. The whole question is that data through Quik is not loaded in SM mode.
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ilya_shulc

#5

These are my MM settings.
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Eugene

#6
#1. Typically, Skip Update (not current) in the SM log is indicative of that your PC clock is off. It's on top of this article: Errors | Strategy > Strategy Monitor doesn't work. Sync your PC clock as suggested.

#2. If #1 didn't fix it read on. Although I can't tell for sure since the 3rd party QUIK provider is not supported here, it may not be compatible with Strategy Monitor's intraday update feature (i.e. RequestUpdates not overridden by the provider developer). Is it created by Mr. Chechet? If so you might want to contact him directly.
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ilya_shulc

#7
well, if there is a time out of sync, why does SM work after I run updates through DM, why does SM work when quotes are loaded via chart.
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Eugene

#8
For explanation, see #2 in my post above.
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