Strategy Monitor won't generate alerts.
Author: dsicking
Creation Date: 6/5/2010 3:01 AM
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dsicking

#1
I have developed an intra-day script that I want to utilize.

I put it in Strategy monitor and no alerts are generated when buy/sell signals are produced.

Generic strategies such as 3x2 generate alerts, but my code doesn't

Any ideas?
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Eugene

#2
1. What type of orders does your Strategy have? Does your strategy produce Alerts (how do you determine that)?
2. How much seed data is required by your strategy? Is there enough data loaded? What kind of data loading range you have selected?
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dsicking

#3
1. What type of orders does your Strategy have? The strategy uses standard buy & sell commands like:

SellAtClose(bar, p, "Group1"); and BuyAtClose(bar, "Group1|");


Does your strategy produce Alerts (how do you determine that)? The strategy will turn red when it is supposed to run. It will then turn black and the last run time will update without an alert. After watching this happen all day, I right click the strategy and it shows a trade from midday. To test it I put a buy command in on every bar and still nothing.

2. How much seed data is required by your strategy? Is there enough data loaded? What kind of data loading range you have selected?

The strategy requires 100 bars of seed data. (use SMA over 100 bars). The system uses a 30 minute time frame so, 100 bars is on about 8 days. I use a 2 month minimum time frame.

I reloaded all of my data bases for a 30 minute interval because i found a reference
that this could create trouble.

PS- I could probably debug this myself, if I could test it after hours. Is there any way to do that?

Any thoughts?
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Eugene

#4
There's no such thing as an Alert for an AtClose(bar) order. Please see Programming Trading Strategies > Alerts in the WealthScript Programming Guide, where the How to: Alert for AtClose Signals may be particularly helpful.
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dsicking

#5
As you can tell, I am a neophyte. I will change to at market. I am sorry for wasting your time and I appreciate all you do on these forums. Most of what little I know came from reading your comments.

Thank you.
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