2 vs 4 digits for Pricing Decimal Places
Author: sshiggins
Creation Date: 2/9/2017 9:20 PM
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sshiggins

#1
From the attached image, you can see that I had to manually close the short position I was discussing in https://www.wealth-lab.com/Forum/Posts/Alert-from-Strategy-Monitor-not-being-generated-consistently-38575.

About that time WLP froze and became unresponsive. It was consuming a lot of CPU (~15% of i7-6700 at 4GHz) and memory usage was growing (memory leak?).

When I closed the app from the task manager and restarted all appeared to be working OK.

I went to the Account Balances and Positions, I noticed the price column paper Account1 had started showing 2 vs 4 digits at about the time of the freeze. I then went to other paper accounts to see if they were showing the same issue. They were, but all transactions were now showing 2 digits. I went back to the first paper account and it to was now only showing 2 digits.

I then went to Orders and paper Account 1 and it showed 4 digit prices, then 2 digit prices starting at about the time of the freeze. I navigated away from Account 1 to others and back, then all rows showed just 2 digits.

I have closed WLP and restarted it, but all rows are showing 2 digit pricing vs 4 digit, even though preferences are set to 4 digits. If I backtest a strategy it only shows 2 digits as well.

- What is going on and how do I get back to display 4 digits?

- Are % based trades placed at 4 digits or 2 digits depending on the preferences setting?

NOTE: Another side effect of the freeze and restart is that 2 of the 3 paper accounts I was trading against had there balances impacted. They both now show a balance of over $2M less. I did not see what positions were held when I rebooted, but is it like either cash or active positions disappeared across the restart of WLP.
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sshiggins

#2
On another NOTE:

I just noticed the special characters for login to fidelity issue. I do have some special characters, but the initial login works fine. Does WLP attempt to re authenticate during the day, potentially causing an issue?

>> I am changing the pwd now.
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Eugene

#3
QUOTE:
About that time WLP froze and became unresponsive. It was consuming a lot of CPU (~15% of i7-6700 at 4GHz) and memory usage was growing (memory leak?).

1. How many strategies and alerts are you used to have in the Strategy Monitor, if using it during the crash?
2. Were any performance visualizers other than the built-in active in the Strategy window at the time of freeze, if you used this tool in real-time trading?

QUOTE:
NOTE: Another side effect of the freeze and restart is that 2 of the 3 paper accounts I was trading against had there balances impacted.

Abrupt program termination can impact many XML files - like data provider configuration files and/or paper trading settings. Looks like the latter could have been affected.

QUOTE:
Does WLP attempt to re authenticate during the day, potentially causing an issue?

A WLP.txt log file might help troubleshoot this odd case. For future, please refer to these threads for a how-to:

https://www.wealth-lab.com/Forum/Posts/WL-crash-after-placing-order-32378/Page/1
https://www.wealth-lab.com/Forum/Posts/Accessing-Error-Protocol-33828/Page/1

Substitute "MS123" with "Fidelity Investments", "WealthLabDev" with "WealthLabPro", "wld.txt" with "wlp.txt" (hope I haven't overlooked something).

QUOTE:
>> I am changing the pwd now.

Good idea.
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sshiggins

#4
After changing pwd, I am still having this issue.

Only 2 digits are displayed when back testing or paper trading, even though preference is set to 4 digits.

Also, does the preference setting have any effect on the number of digits used by a strategies logic?

Regarding your Questions:

QUOTE:
1. How many strategies and alerts are you used to have in the Strategy Monitor, if using it during the crash?
2. Were any performance visualizers other than the built-in active in the Strategy window at the time of freeze, if you used this tool in real-time trading?

1. 3 or 4 strategies running with 2 to 10 alerts at any one time
2. I only had the built-in performance visualizers installed at the time
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Cone

#5
QUOTE:
Does WLP attempt to re authenticate during the day
No, but from what we understand, the authentication cookie is refreshed automatically every 2 or 4 hours.

QUOTE:
Only 2 digits are displayed when back testing or paper trading, even though preference is set to 4 digits.

Do you have any entries in the Symbol Info Manager, and if so, is Futures Mode enabled?

QUOTE:
does the preference setting have any effect on the number of digits used by a strategies logic
Yes, as described in the User Guide > Preferences > Advanced Options > Decimal Places. Also see Preferences > Backtest Settings > Turn off limit/stop order rounding entirely

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Eugene

#6
QUOTE:
Also, does the preference setting have any effect on the number of digits used by a strategies logic?

Do you have Symbol Info Manager populated with various config strings? In this case, its settings would override matching symbols such as BAC on your screenshot. Even with Futures Mode disabled, Advanced Options > Decimals Places would not apply. Please double check this tool.

QUOTE:
1. 3 or 4 strategies running with 2 to 10 alerts at any one time
2. I only had the built-in performance visualizers installed at the time

Thanks.
#1 is likely to count off Strategy Monitor's issues with serializing enormous numbers of alerts to its configuration file.
#2 probably scratches off a visualizer issue with some unexpected data.
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sshiggins

#7
The Symbol Info Manager was the issue.

thanks!
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Eugene

#8
You're welcome.