Performance issue: WLP5 Strategy Monitor vs WLP4 real-time scans
Author: da42007
Creation Date: 5/3/2009 12:09 PM
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da42007

#1
I'm seeing a delay of approx 60-90 secs for WLP5 to give real-time trading alerts via the Strategy Monitor when compared to WLP4's Real-Time Scans. WLP4 will execute a script and give alerts almost instantaneously following the completion of say a 10min bar, whereas using the same script in WLP5 and the same number of symbols and bars, there is a significant delay before the script is executed and the alert given. Try Neo Master for example on 10min bars with the Dow 30. You should see the WLP5 delay in script execution time even without an alert being generated. Compare this to almost instant script execution in WLP4. I find WLP5 indispensable for back-testing, where the performance is stunning compared with WLP4...but for real-time alerts I have to use WLP4 to get a timely signal. I have reported this to Fidelity and they have verified the delay. Hopefully the next version of WLP5 will resolve this issue since it is a superb product. I hope that more people in the community can verify the issue and hopefully raise its priority for resolution or suggest a workaround.
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Eugene

#2
It looks like WL5 tries to download missing data, causing the delay.

Are you trying to load All Data, or another setting in excess of what's required?
Have you created an intraday DataSet that contain the symbols with the desired interval (10-min)?
Have you updated your intraday DataSets before a trading day starts?
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da42007

#3
Eugene - thanks for the response.

>>Are you trying to load All Data, or another setting in excess of what's required?
700 bars
20 symbols
>>Have you created an intraday DataSet that contain the symbols with the desired interval (10-min)?
Yes
>>Have you updated your intraday DataSets before a trading day starts?
Yes