Order Alerts not going through to Staging Area
Author: boreland
Creation Date: 11/17/2015 12:13 PM
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boreland

#1
This is something I have be struggle with for a while. Sometimes it work other times not.

He is the procedure I've been following:

1. Open new chart and then open a strategy.
2. Enter streaming mode.
3. Click on "Monitor" link which open up the Strategy Monitor
4. Select the chart and click the "Activate Strategy" Button.
5. Click auto-stage button

When the order alert appears on the chart no alert seems to appear in the strategy monitor.

It has worked from time to time, buy right now it is not. What am I doing wrong?

EDITED BY EUGENE (the below has been moved from a different thread):

I rebooted wealthlab several times and pulled out most of my hair. Right now its almost working but there are issues. I have one very simply strategy running. The alerts now appear in the strategy monitor and are staged correctly, BUT a whole bung of orders showed up in the order window from who knows where?

What is

Error 5 failed to compare two elements in the array?
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Eugene

#2
QUOTE:
When the order alert appears on the chart no alert seems to appear in the strategy monitor.

1. Double check that the strategy's settings are absolutely identical between the Strategy window and the SM. Everything counts: position sizing (which shouldn't be a Portfolio Simulation mode for the SM), data loading range, bar scale etc.
2. Have you made sure that a Position.Priority has been assigned or you have activated "Use worst trades..." in Preferences?

QUOTE:
BUT a whole bung of orders showed up in the order window from who knows where?

From right-click trading, from other strategies... Rings a bell?

QUOTE:
Error 5 failed to compare two elements in the array?

Sounds like an error message. As my crystal ball is broken, could you kindly suggest where is it coming from?
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boreland

#3
Eugene that error message appeared in the strategy monitor in the action column.

Can not really do any more testing now as market has closed. Trade alerts have been coming through as of late, but I've noticed that some orders get stuck in the staged mode , or if they fill they do not show a fill price. Right now trading is being done in a paper account, but same problem occurs when orders go through to a live account. To be clearer, orders placed via chart right click also can get stuck in the staged (not always) mode even though they get executed by Fidelity. If you hit refresh they show filled but the price info is missing.

Does the strategy monitor automatically start up again in the morning?


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Eugene

#4
QUOTE:
Does the strategy monitor automatically start up again in the morning?

Depending on what you mean by saying "starts up". Assuming that the Strategy Monitor is open, the Strategy is activated and Wealth-Lab is running, processing your strategy should restart on next market session.

QUOTE:
Eugene that error message appeared in the strategy monitor in the action column.

Can't remember having experienced it before. I may be wrong (just speculating) but it might be some error appending the updated bits of data. Could you right-click on the strategy item, enable logging and if the error persists, copy/paste (or attach if it's big to paste) it here, please?

QUOTE:
To be clearer, orders placed via chart right click also can get stuck in the staged (not always) mode even though they get executed by Fidelity. If you hit refresh they show filled but the price info is missing.

Sorry, can't help with this - Cone should know what's wrong here.
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boreland

#5
I quick update.

Something is preventing the script from running under the strategy monitor. I trying to isolate the problem by running a very simple set of rules. The one thing I would like to point out to others who may be experiencing similar problems, you know your strategy is running OK if it shows trade in the trades column. If the value is zero your script is probably not running.
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Eugene

#6
I doubt that it's a reliable indicator. A strategy does not have to trade to be running OK. The log, however, should pinpoint the problem. If you need assistance with this, please provide the SM log and more details (strategy rules/code, settings like position sizing, data loading range etc.)
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boreland

#7
Eugene I've found the problem. I had this code in my strategy:

CODE:
Please log in to see this code.

Once removed it works OK. Why was this is a problem? I should also point out that it stopped other "good" strategies from working too.
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Eugene

#8
Since ChartRenderer can't operate without the GUI context, it probably throws an exception when your Strategy is running in the SM.
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boreland

#9
Is there a conditional I can put around this so that it does not execute when running in the SM?
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Eugene

#10
Yes. See code examples for ChartStyle Property and IsPricePane Property in the QuickRef.