Strategy Monitor and Time Zones
Author: ichechet
Creation Date: 8/10/2010 12:08 PM
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ichechet

#1
I see some strange things in SM. First I have GMT+5 TimeZone. Now I have 22:20 local time. I use hourly 24 hours timeframes in my DataProvider. When I start SM it shows that Next run will be on 23:00. It's correct. But if I run strategy now it changes Next run on 13:00 Sounds like it changed on GMT-5 timezone. All the candles I have also in local TimeZone. But I receive alerts 10 hours after the signal. For example, I receive 11:00 alert at 21:00. Sounds like WLD mixes 2 TimeZones: my GMT+5 and GMT-5. Please tell me what to do to make TimeZones right.
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Cone

#2
QUOTE:
I use hourly 24 hours timeframes in my DataProvider
Not sure what you mean by this. Times should be DateTime types.
Does your provider override the GetMarketInfo method and provide the Open and Close Market times?
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ichechet

#3
It means that my provider has a code:

CODE:
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I don't use TimeZoneName because I want to see all times as local time.
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Cone

#4
I haven't dealt personally with this topic, but in my view if you don't set the TimeZoneName to your local time zone, then how are you going to see all times as local?

The SM keys off you local computer time which is GMT + 5, so I'd guess that by default that your TimeZoneName is GMT + 0. Translating back to GMT would require a 5 hour subtraction, so I would have thought you'd see 18:00, instead of 13:00.

Anyway, it doesn't hurt to experiment, and the first thing to try is to set TimeZoneName to your local "Time Zone Name".
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Eugene

#5
That's right, you should return a correct time zone name. Otherwise Wealth-Lab defaults to the ET time zone.
CODE:
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Eugene

#6
btw, GetMarketInfo was a part of our streaming data provider troubles in WLD5 - a fix is coming.
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ichechet

#7
Quite confused %)

CODE:
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Nothing changes after I added TimeZoneName. The problem is in Alert. It runs 10 hours later. In ET time. I really need to see alerts at the right time with no 10 hours delay. I have local time candles. And as I see - ET schedule and alerts generating. Plese tell me what to do?
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Cone

#8
It should work. Wait until the next WLD release then.
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ichechet

#9
I don't know does it help, but I see how Strategy Monitor works. It takes TimeZone from Data Provider and Last Run / Next Run Time shows in this TimeZone. But it executes in ET TimeZone! I know that new release is coming, but maybe you can tell me how to turn off ET TimeZone? You said that it's an International Version, so why you hardcoded ET?
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Eugene

#10
Not "we", but the developers at Fidelity. It's been a long-standing issue that is being worked out.

In Wealth-Lab Developer 6 (ca. 09/01/2010), Strategy Monitor should run intraday strategies at proper intervals in your local time, although it seems that the display time will still reset itself to ET. :(

This has to be double-checked though, but considering there's simply no time left to fix anything in 6.0 anyway, we'll probably have to live with this cosmetic issue until 6.1.
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ichechet

#11
Eugene, thank you! I know that you do your work well. But please tell to "developers at Fidelity" that their soft MUST be International. You know that there are many markets in the world. And many countries in the world too. I just want to run Strategy Monitor right. Hope my dreams will come true with WLD 6.
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Eugene

#12
Just double checked a few intraday providers in 6.0.

Regardless of the way the time zone is returned in GetMarketInfo (i.e. it can be as simple as "Eastern Standard Time" or use "...CurrentTimeZone.Name", the point is to have a round-the-clock MarketInfo), strategies are executing every minute.

Unfortunately, ET time is still returned as Last/Next Run time in the SM (a bug that is already entered for the 6.1 queue), but at least there's no execution delay.
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hankt

#13
Also, there is no amount of spoofing the start time on a Monday morning where I live (GMT +8) as the system uses execution times of eastern time - which would mean a run on Sunday and it's impossible to set my next run to a Sunday.

This is the third time in 2 versions I've brought up this issue.

Has there been a fix to this yet?
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Eugene

#14
You're reviving a 1 1/2 year old thread started by someone else using an older version at that time and which is no longer actual. It could help if you provide a more detailed explanation.
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hankt

#15
Hi Eugene, this thread covers the topic of error within Wealth Lab for those of us that have paid for the product and operate outside of EST.

The issues have been well described in this thread. For instance, your own: "Unfortunately, ET time is still returned as Last/Next Run time in the SM (a bug that is already entered for the 6.1 queue), but at least there's no execution delay."

I also have issues getting today's market data in GMT +8; I need data for after the close on the 4th, but WLD (I'm using 6.1) evidentally thinks that this is impossible as my 17:00 is 05:00 the same day in EST. I understand this may be due to Yahoo and MSN not yet having the PREVIOUS DAY'S market close data

In preferences I have my time zone set.

And now, an uninstall, directory delete and reinstall has cured the 6.2 upgrade.
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Eugene

#16
QUOTE:
The issues have been well described in this thread.

They are obsolete. If you still have an issue after upgrading to 6.2, I'd appreciate a 'from scratch' explanation.
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