just8
- ago
Hypothetically, if a WL8 user sleeps in past market open because they where up until 2am getting their Interactive Brokers real time streaming working for the ASX (AU), how would they go about retroactively producing those signals?

Background:
I have read the Strategy Monitor help.
I have read over 100 posts here with the "Strategy Monitor" keyword. Some had solutions I tried and gave me other ideas I tried.
I have watched this excellent video from Cone? https://www.youtube.com/watch?v=4S2sgDRwMuY

Error:
I am basically trying to replicate what is in this video, but I do not get the signals in the bottom pane below. Note this screenshot is just a placeholder. I know there is no strategy in it. I deleted it before taking the screenshot. It's here because of the error messages on the RHS that the strategy triggered. Given the error, many of my efforts at getting this to work were focused on date and time settings.

The strategy uses Norgate data for the All Ords in Oz.

The answer could simply be that this is not possible by design, which I am OK with.

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Cone8
 ( 24.19% )
- ago
#1
Since you deleted the strategy item and the configuration is not shown, there's not enough information to answer concisely.

It looks like your using Norgate EOD data.
What's the streaming for?
What's the scale/interval to run the Strategy?
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- ago
#2
There's an error in the log, "Need to add DateTime also", which may be a clue?
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just8
- ago
#3
Given the datetime error in the strategy monitor log, I was thinking that this was a Norgate data format issue. So drag and dropped the Knife Juggler sample strategy into the strategy monitor and it worked fine. Screenshot below.



Also a daily strategy with polling. No streaming required.

I have just dragged and dropped my almost identical strategy across and it does not work. Same datetime error as mentioned above. Uses the same Strategy monitor->strategy settings as above.

Will continue troubleshooting with a focus on date and time settings as per the error message in the log and as pointed out by Eugene.
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just8
- ago
#4
I can reproduce the error in the Knife Juggler sample strategy now.

Without any changes the Knife Juggler sample strategy works as expected.

1. Add the following indicator compare to value to the buy block as per below.
2. Save the strategy and drag and drop into the strategy monitor
3. Run the strategy on the Strategy "All Ordinaries excl S&P ASX 300 Current & Past" Norgate data.
4. Note that no signals are produced and the error Exception: "One or more errors occurred. (Need to add DateTime also) (Need to add DateTime also) (Need to add DateTime also) (Need to add DateTime also)" appears in log.

I was also able to replicate with Dow30 Wealth lab data but was more intermittent/hard to trigger. Sometimes it worked. More likely to fail the first run.


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Cone8
 ( 24.19% )
- ago
#5
I can duplicate it those (Need to add...) errors on the "Current and Past" DataSet. My suspicion is that it has something to do with the Norgate Provider identifying dates on which instruments entered and left the index.

It should work, but just (just?) don't use that one for the Strategy Monitor. There's no reason to care about "past" when you're trading for "today".

Use the DataSets in the regular "Norgate Data" folder. We can look into the errors though.
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just8
- ago
#6
Got the entire Wealth-lab 8 system working end to end this morning with IB (Australia) and Norgate data.
Have placed the first trades.

So this thread is closed. Lesson is don't use datasets (Norgate or all?) designed for back testing in the strategy monitor.
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