Data updates when Update Data on Demand is unchecked

Author: rickraphael

Creation Date: 6/7/2009 2:14 PM

Wealth Lab » Wealth-Lab Developer/Pro » Data updates when Update Data on Demand is unchecked

rickraphael

6/7/2009 2:14 PM

In the strategy ranking window, backtests always seem to do a data update before executing the first strategy, even when Update Data on Demand is unchecked. Is there a way to avoid this?

Eugene

6/7/2009 2:43 PM

Thank you for reporting. We're aware of the issue. Since it seems to happen only with Yahoo and MSN DataSets, try switching to Fidelity data for Rankings until it's fixed.

rickraphael

6/7/2009 3:48 PM

Very strange. I only use Fidelity as the data provider, never Yahoo or MSN. Anything else I should check?

Cone

6/7/2009 11:46 PM

QUOTE:
In the strategy ranking window, backtests always seem to do a data update

You said "always seems to". I'm observing that an on-demand update occurs with Fidelity DataSets in Rankings even when on-demand is disabled, implying that the update occurs only once, not always. Is that what you´re seeing?

rickraphael

6/8/2009 6:38 AM

No, when I hit "Begin" in the Strategy Ranking Window the bottom of the window always signals "Updating Data for:(DataSeries)". On a large data set it takes a long time (10 minutes) to change to the signal "Running Strategy: (Strategy Name). When I run the strategy in a Code Window, it "Collects the Data" in about 10 seconds and executes the strategy. Again, this is using only Fidelity data.

Cone

6/8/2009 9:22 AM

1. What's the scale of the DataSet?
2. What time of day are you running Rankings?

Either way, I'd appreciate it if you created a Support ticket for tracking and follow up. tia.

rickraphael

6/9/2009 5:06 AM

Dataset is Daily all data. I ran many tests over the weekend when the markets were closed and that's when it first occurred to me that something was up. I'll open a ticket.

Cone

6/9/2009 11:14 AM

Perhaps the problem occurs only on weekends and holidays then. Do you experience the problem during the week? That could be why I didn't see it when testing yesterday.

Eugene

6/12/2009 2:22 AM

No, I just ran a Ranking using Fidelity static data and it requested updates for an outdated DataSet. Although the markets are still closed, it's worth noting that today is not a holiday/weekend.

Cone

#10

6/12/2009 2:25 AM

Now I see it. It appears that it does the on-demand update only if the symbol isn't already up-to-date. We'll have to get it fixed in 5.5. Do we have a ticket for this one yet?

Eugene

#11

6/12/2009 3:09 AM

QUOTE:
Do we have a ticket for this one yet?

I don't think so.

rickraphael

#12

6/13/2009 8:54 PM

Sorry guys. I've been out of town all week and BTW my windows system is dead and I am in re-install hell so if you still need the ticket let me know and I'll send it on as soon as I can. Thanks.