Setting Data Range in Strategy Activation Settings
Author: sdbens20
Creation Date: 9/20/2014 2:29 AM
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sdbens20

#1
Adding strategies to the Strategy Monitor results in a data range default of 5/30/2013 - 9/16/2014. I want to use 9/20/2004 - current. I can use the Strategy Activation Settings to change 5/30/2013 to 9/20/2004 but cannot change 9/16/2014 to current or any other date. My data is updated through 9/19/2014.

Several days ago, I ran several WFO optimizations using the sliding window setting. It almost looks like the dates for the current interval from those runs are the Strategy Monitor's default data range.

How can I get the Strategy Monitor to allow use of a 9/4/2004 - current data range.

Thanks,

Sherm
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Eugene

#2
Sherm,

You can not set an ending date in the SM. The ability to set an ending date that existed in previous releases was an unsupported oversight. Fortunately, we can strike it off the list of open issues as it's been disabled for some time (at least since 6.6): "(4167) End Date should be ignored in Strategy Monitor Date Range settings".
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sdbens20

#3
**** Please disregard this post. I've rebuilt the workspace and things to be OK for now. *****


Thanks.

How can I get a date range of 9/20/2004 - 9/19/2014 (or whatever the most recent data date is) to be used on the strategies listed in the Strategy Monitor? When I open the Strategy Activation Settings, the date range is at 5/30/2013 - 9/16/2014. I can change 5/30/2013 to 9/20/2004 but the end of the range stays fixed at 9/16 even though my data is updated through 9/19/2014. Running the strategy doesn't cause data through 9/19 to be considered. The alerts in the Alerts window are dated through 9/16 even though the strategies were rerun on 9/19 on current data.
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Eugene

#4
There's no point in setting any fixed date range in SM since the idea is to have the ending date open. The optimal solution is to switch to "Fixed Bars" or "Most Recent". Looking at your data range, it's clearly "Most Recent 10 years". There's an unsupported workaround but why complicate things?

P.S. Since this question is actually a continuation of another thread, splitting the discussion turned out to be unnecessary:

Trades in ATVI disappeared after data update.
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