Strategy Monitor no Alerts with IQFeed
Author: cicerotullius
Creation Date: 1/3/2017 9:46 AM
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cicerotullius

#1
I'm using the strategy monitor to see all my alerts for all my strategies in one place (as it is intended to do). When I use in a strategy in the Strategy monitor the "yahoo" data provider, then it runs without any problems and I see all the alerts.
When I use a data set that is with iqFeed then it does not run in the strategy monitor (or actually it does run, but doesn't produce any alerts) it does not show / create any alerts. It is of no difference if I let it run at a schedules time or if I go manually to "run strategy now" -- always the same.

the exactly same strategy and the same data set -- if I open the strategy file and select the data set and run it as a backtest, everything works fine, it shows me the actual and past trades, all the backtest data etc.
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Cone

#2
The S. Monitor has special hooks that need to be implemented by data providers. We'll check the status of that for IQFeed and get back to you on it. Thanks for the post.
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Cone

#3
I just ran a quick test with IQFeed daily data. It updated fine and produced alerts as expected.

Let's start by verifying your version of:
1. IQFeed client
2. IQFeed Provider (2016.10 is the latest)

What group of symbols and time frame are you testing?
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Eugene

#4
The IQFeed provider has always supported the St.Mon. (including intraday timeframes). In addition to what Cone is asking for (and it's very important to update to 2016.10 since the penultimate build was flawed), I'd like to know this if problem persists:

1. What is the data scale?
2. What about position sizing?
3. And your data loading range, what is it?
4. Are you sure that the market hours of your unknown IQFeed DataSet are configured correctly in the Market Manager?
5. Right-click on strategy item, enable logging, let it run, please copy/paste or attach the log (in supported TXT format) here.
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cicerotullius

#5
iQF extension is 2016.10
iQF version is 5.2.5.0

data scale: daily, data set is also daily data, type of security: Stocks from NYSE, trading hours are defined in market manager.
Position size is RAW mode / fixed dollar. data loading range is 6month.
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cicerotullius

#6
I can see it now in the Log:

most Titels return this error message, what is this:

1/3/2017 06:21:34: Executing: ABBV
1/3/2017 06:21:34: Error(4): Der Index lag außerhalb des Bereichs. Er muss nicht negativ und kleiner als die Auflistung sein.
Parametername: index
1/3/2017 06:21:34: Executing: ABT
1/3/2017 06:21:34: Error(4): Der Index lag außerhalb des Bereichs. Er muss nicht negativ und kleiner als die Auflistung sein.
Parametername: index
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Eugene

#7
Thanks. That's an IndexOutOfRangeException which is supposedly taking place in your strategy when using IQFeed data. Doesn't matter that the backtest works as the SM is a environment with its own peculiarities.

By chance, are you using external symbols like in discussion thread below?

IQFeed and Strategy Monitor -> No alerts

We might need to review your code demonstrating the error to reproduce / understand it.
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cicerotullius

#8
Thx found the bug, I was using historic split adjust from Yahoo and as well I had external symbol in Yahoo format. Both changed, now it works.
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Eugene

#9
I took another look and the bug in the referred topic has been already resolved. Could you give me an idea as to what you've changed exactly?