COT data update crashes Wealth-Lab
Author: kbellare
Creation Date: 6/5/2013 11:08 PM
profile picture

kbellare

#1
I downloaded and installed the COTs data provider from Commitents of Traders.
When i try to update the data from the Tools->DataManager, it hangs WealthLab and asks me to exit the software. How do i get

Also, in my strategy, I'm referencing COTS data series (weekly) along with TradingBlox futures daily data series for the same corresponding symbols. How do i map all the COTS symbols (e.g. AD for Australian Dollar) with the TradingBlox series for Australian Dollar (A0D0IB), so i can reference both series in the same strategy? I need to do this for all 42 symbols so that i can backtest the strategy across any/all futures in the data-set - pl advise

thx
Kiran
profile picture

Eugene

#2
QUOTE:
When i try to update the data from the Tools->DataManager, it hangs WealthLab and asks me to exit the software.


It doesn't hang for me but just quietly times out. Their web server seems to be experiencing some sort of temporary problems: I couldn't download their data file manually. Try later tomorrow or next week.

QUOTE:
How do i map all the COTS symbols (e.g. AD for Australian Dollar) with the TradingBlox series for Australian Dollar (A0D0IB), so i can reference both series in the same strategy?


To get an idea, take MatchingSymbol() routine in this downloadable Strategy's code for example:

Futures and Options Trader 2008-02 | COT extreme-position system
profile picture

kbellare

#3
It gives an error popup "WealthLab Pro has stopped working correctly. Windows will close the program and notify you if a solution is available"
Am I doing something wrong in Update DataSet? I tried the Update tab in the Data Manager Tool.

Also, I downloaded and opened the strategy you mentioned above, but it doesn't show me the Editor tab so i can't access the source code. I tried running it on some Trading Blox futures symbols but it executed 0 trades - perhaps because i don't have any COT data.

thanks
Kiran

profile picture

Eugene

#4
QUOTE:
Am I doing something wrong in Update DataSet?

Since I am not able to reproduce it, I believe that something has gone wrong with the source data file. Probably the server returned a broken file that can't be parsed. Enable hidden file/folder visibility in Windows Control Panel > Folder Options, and navigate here to delete the cot_hist.zip file, then retry update:

"c:\Users\username\AppData\Roaming\Fidelity Investments\WealthLabDev\1.0.0.0\Data\COTFreeProvider\.."

QUOTE:
Also, I downloaded and opened the strategy you mentioned above, but it doesn't show me the Editor tab so i can't access the source code. I tried running it on some Trading Blox futures symbols but it executed 0 trades - perhaps because i don't have any COT data.

You're opening the strategy from the ActiveTrader Strategy pack. Compiled strategy libraries are not editable. You have to download all uploaded strategies using "Open Strategy > Download..." (for that, uncheck "Published since..." if engaged), and open that particular strategy. These remain fully editable.