60 minute scheduling question
Author: heech
Creation Date: 11/5/2008 10:33 AM
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heech

#1
Hi all,

Can someone tell me when strategies with 60 minute bars are scheduled to run, in the strategy monitor? I know it runs at 3:30 PM. Is the next run at 9:30 AM, or at 10:30 AM in the morning?

What's the recommended method for modifying this? Running at 9:30 AM and processing that last bar of the previous day is a little bit late, since *so much* happens within the first 3-5 minutes of the trading day. (I had a stop order hit this morning, even though it should've been canceled on the basis of that last 30 minute bar.)

Do I really need to tweak my local clock ahead by 15 minutes? Or is there some sort of configurable way of doing this?

Thanks in advance.
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Cone

#2
The last run of the day should be 4:00 because that's the market close, and, the first run of the day should be 10:30 because that's the end of the first hour interval.

Note: This is different than AT Pro.
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heech

#3
Cone,

I'll double check at close of day today, but I'm pretty sure that the last run of the day yesterday was scheduled at 3:30 PM. After the 3:30 run, the "next scheduled run" was definitely for this morning. (You're right it was at 10:30 AM this morning.)
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Cone

#4
I'll check too. At least in my opinion, that would be a problem if the last run didn't occur at 4pm.
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Cone

#5
And the answer is.. 10:30 tomorrow!

Would you be kind enough to create a support ticket for this issue? tia.
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heech

#6
Right, I see the same thing. Sure... for now, I guess I'll just manually do a run after 4 PM.

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heech

#7
Something is still odd here. I tried doing a "run now" within the strategy monitor at 4:10 PM... and while it ran, the results aren't correct. I know it should be generating an alert based on that last 4:00 PM bar, but it's not.

I open the strategy up (right click and 'Open Strategy in Strategy Window'), and run... and it gives me the alert that I'm expecting from this screen. It must be seeing the 4 PM bar in this context.

But I'm just not getting it in the Strategy Monitor -> Alert window. Maybe it'll show up if I run after 4:30 PM... I'll update when I find out. But if it does, that suggests something else is going on here, and the strategy monitor execution environment is different from the strategy running on its own.

EDIT: And previous question is still here. Any chance there's a programmable way to *schedule* a run...?
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heech

#8
Yep, doing "run now" within strategy monitor after 4:30 gives me the alert I expected. I'll issue a new support ticket, since it's not identical to the other problem.
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Cone

#9
QUOTE:
Any chance there's a programmable way to *schedule* a run...?
No.
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heech

#10
A related but more benign bug: 30-minute strategies run at 4:00 PM *and* 9:30 AM.