Staging Delays
Author: CandCB
Creation Date: 2/24/2009 12:42 PM
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CandCB

#1
I am experiencing delays between the time the buy symbol appears on the chart and the Alert. Today the buy symbol appeared on the chart at 1:07 and the Alert at 1:23.

Any suggestions?
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Cone

#2
I suggest you post the strategy.

When an Alert occurs, the signal won't appear on the chart until the end of the next interval, which is the actual entry or exit bar. However, suggesting that a 1:23 Alert causes a 1:07 buy signal is wholly backwards and suggests a problem with the strategy code.
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CandCB

#3
The "Alert" on the chart occurred at 1:07 and was displayed. At 1:23 an "Alert" in the strategy monitor occurred and staged an order 15 minutes after the "Alert" on the chart.

I took screen shots of this but I don't know how to post them.
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Cone

#4
It can happen.

1. Are you using the same data loading for both windows?
2. Same scale?
3. Is your Bad Tick filter enabled? A difference in the data can occur between streaming and the static data that the S.M. uses due to that filter.

Images - upload your image to a server and then put the link between the IMG tags.
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CandCB

#5
Yes, Yes, and No.

I open WL, click to open the strategy, check the scale (1 min.), data range (Most recent 2 days), the position size, and the stock. I then click "Add to Stategy Monitor" on the chart. In the strategy monitor screen, I click change settings, make sure everything has been set correctly, and click autostage and then OK. I then Activate the strategy.

Am I missing something?

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Cone

#6
I can't tell, but I can say that if everything's the same, there's no way that a computer program can give different goesouttas if the all goesintas are the same. Ergo, something's different, but I can't see it from here.
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jkwong

#7
I have experience the same problem only on window Vista but not on Window XP. (i.e. Same strategy and setup on both PC, Scale is 1-min, data range is 500 and there are 34 in the list). Look to me window vista strategy monitor having problem getting stream data across. I saw a lot of skipping and time up messages in the action field. Strategy monitor show last run 1:07, next run 1:08 and the system clock is 1:29.
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Cone

#8
QUOTE:
vista strategy monitor having problem getting stream data across.
This is now a confirmed problem with Vista :(

Aside: The Strategy Monitor does not use streaming, rather it gather complete bars at the end of the interval.
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jkwong

#9
Cone, any idea what the status on this problem? (i.e. ETA)
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Cone

#10
It's too early to say since no one really knows the source of the problem, just that its symptoms appear only to occur on Vista machines.
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jkwong

#11
Cone, I have some good news for you. I transfer the entire database from XP to Vista and the problem disappear. Now we know where the source of the error came from.
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Cone

#12
You know more than I do then. What exactly did you copy? The entire \Data\ folder? Or just the Data\FidelityStaticProvider folder?
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jkwong

#13
I copy the entire \Data\folder and it works.
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Cone

#14
Pretty interesting, but certainly not recommended. At a minimum there are likely to be path names in the WealthLabConfig.txt that don't transfer properly to a Vista installation. Anyway, thanks for the info, it's a good clue.