Multiple streaming data strategies
Author: angel57
Creation Date: 9/17/2009 8:49 PM
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angel57

#1
I have a workspace that runs the same strategy on different symbols. For example, strategy1 is comparing SPY to USO (oil) and GLD (gold). Strategy2 is comparing QQQQ to USO and GLD. Sometimes one of the strategies aborts with the following error, "Runtime error: Thread was being aborted", and a dialog box error message "An executing strategy blocked the streaming data update. The strategy run was terminated." So, I assume one strategy is blocking the other from getting access to the same set of GLD and USO data. Is there a way to code around this, or cause one strategy to wait or check the access to the data without aborting? Thanks.
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Cone

#2
The error message is by design. It prevents Fidelity Streaming from crashing when an end-of-interval interrupt occurs while the Strategy is already executing. However, the design may have to be reconsidered in order to run these pair strategies. Please create a support ticket and tell us more about your setup. tia.
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ss161

#3
i seem to be getting the same issue with one strategy running, with 1 minute bars, and two symbols within strategy. should that be happening? there is nothing else running on Wealth-lab to cause a conflict other than the 1 active strategy.

also, if a run a strategy live via the Strategy Monitor will that cause less conflicts? I think I read that there is no streaming in the Strategy Monitor, the strategy just executes itself again at every specified interval? Would there be more of an execution delay this way compared to having the strategy run live in Streaming mode?
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Cone

#4
I mentioned it in the ticket I think, but imho you shouldn't use streaming for a strategy that uses external symbols since those secondary symbols will not be updated in a timely manner - they'll be one bar behind (another bug).

So, you should probably use the S. Monitor. Yes, there will be a few seconds more delay, but at least the external symbols should be properly updated - we should check that!
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