Glitch8
 ( 12.08% )
- ago
You can find the beta release on our extensions page, and here is the direct link:

https://www.wealth-lab.com/extension/detail/Norgate

Please report any positive or negative findings here, thanks!
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- ago
#1
I'm currently using Norgate Data with WL6 [Data Updater 4.2.1.79 & Data App I/F 4.1.5.73].

Does the WL8 Norgate Data Extension beta release use the same or compatible interface so that I can use my current Norgate Data Updater installation?
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Glitch8
 ( 12.08% )
- ago
#3
Note: WL8 connects directly to the Norgate Data Updater, not the old Norgate "Premium Data", and the Updater needs to be updated to its most recent version.
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#4
I've downloaded the extension and subscribed to Norgate. I'm assuming it takes a bit before they connect me to their data?
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Glitch8
 ( 12.08% )
- ago
#5
I assume once you subscribe you should be able to use the Norgate Downloader to obtain the data.
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#6
You are right...
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#7
Works without a hitch for me.
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#8
I've installed the Norgate extension in WLv32. I see this in NDU v4.2.1.77 > Integration > Wealth-Lab:


I've refreshed that screen, also rebooted the PC but it's not seeing the extension.
Any special steps required to get NDU to see the extension in WL8?
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- ago
#9
The erroneous "Extension not installed" that some users were seeing has been fixed.

@Sammy_G Just start Wealth-Lab v8 - you should see Norgate Data shown in various places (such as Data Sets, Data Manager -> Norgate Data, and Indicators).

Best regards,
Richard.
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- ago
#10
QUOTE:
I'm currently using Norgate Data with WL6 [Data Updater 4.2.1.79 & Data App I/F 4.1.5.73].
Does the WL8 Norgate Data Extension beta release use the same or compatible interface so that I can use my current Norgate Data Updater installation?


@RoDenSwain

The WL8 Norgate Data Extension is separate from the WL6 extension but operates in the much the same fashion (but supports various features only available in WL8, plus with some additional enhancements too).

Both will operate independently on your PC (i.e. you can have both WL6 and WL8 running simultaneously, with both accessing Norgate Data).

Best regards,
Richard.
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- ago
#11
At some point, will access to the Meta Data to get symbols/indexes GICS codes and descriptions for the corresponding sector, industryGroup, industry and subIndustry?




. . . Yes, I am up and running with both WL6 and WL8. Thanks - I had to address the symbols' ASCII files I exported from the Updater into WL8.

FYI, I have been exporting ASCII files from the Updater daily to WL8 for many months now so the symbols and data provider priority for ASCII and Norgate data were causing an issue.
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Glitch8
 ( 12.08% )
- ago
#12
The extension can read Norgate data directly, no need to export ascii files.
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#13
QUOTE:
At some point, will access to the Meta Data to get symbols/indexes GICS codes and descriptions for the corresponding sector, industryGroup, industry and subIndustry?


We'll be updating our documentation to reflect how to do this.

Firstly, add a reference:

CODE:
using WealthLab.Norgate;


then within your code you can access the following methods:

CODE:
Metadata.ClassificationAtLevel Metadata.ClassificationDescription Metadata.ClassificationDescriptionAtLevel Metadata.CorrespondingIndustryIndex


The arguments to these methods are:
symbol - typically you'd use bars.Symbol
schemename - "GICS" or "TRBC"
level - 1-4 (for GICS) and 1-5 (for TRBC)

For CorrespondingIndustryIndex there are also two additional arguments:
indexfamilycode - "$SPX" "$SP1500" "$XJO" "$XKO" or "$SPTSXC" are currently supported
indexpricetype "PR" or "TR" (i.e. Price Return or Total Return)

There's a lot more MetaData available too... just use the code editor in WL8 and type in Metadata. (i.e. with a period at the end of Metadata) and code completion will show you the other methods available.

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#14
Yes. . . Thanks, that what I was looking for.
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#15
There was an update to the NDU module while d/l data (to v4.2.1.79) after which WL8 and Norgate were able to communicate.
Hope all the capabilities of the extension get written up in the Help\ Data Extensions soon.
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- ago
#16
The following method is in the updated extension documentation but is not available to the code:

Metadata.ClassificationName


from documentation https://norgatedata.com/wealth-lab-usage.php

ClassificationName | String | Returns the classification name for the given classification scheme

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#17
BUG: The extension does not compress daily data to higher-than-daily scales.

I tested a strategy using Nasdaq-100 dataset via the ND extension and then again using the same data as an ASCII export.
The extension does *not* compress data:


But the ASCII data works fine:

I've highlighted the relevant note.

Hope this gets fixed soon.
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Glitch8
 ( 12.08% )
- ago
#18
The extension does not NEED to compress the data. It returns weekly data natively.
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- ago
#19
When the graph has a distance on the right, or when trying to make it, it gives an error.

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#20
Strategy backtests run on Norgate datasets on higher-than-daily scale are failing but run w/o a hitch on non-Norgate sets. You can verify on your own PC.
There's something broken somewhere.
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Glitch8
 ( 12.08% )
- ago
#21
Yes, I confirmed the Weekly issue, I let Richard from Norgate know about it, we'll get it released for the next beta build.

The exception when adding space to the chart was on the WL8 side and is fixed for Build 33.
1
- ago
#22
Weekly/Monthly/Yearly ftime scales should be fixed - please run an update in NDU and restart WL8.

@RoDenSwain - Noted. We'll get the ClassificationName fixed.
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- ago
#23
There was an update to the NDU module today also though the version remained the same (v4.2.1.79). Now the Weekly strategies run OK using Norgate datasets.

BUT there is a new issue now...
The data appears to load until the last full week only (i.e. a partial week won't load) so as I run a weekly strategy today (Thu, 2/16/23) the backtest results and signals are as of Fri, 2/10/23 (last complete week). Even the chart that before running the backtest showed current (incomplete) week's data (bearing end-of-week date 2/17/23) gets rolled back 1 bar (to 2/10/23) after the backtest.

I believe this should be fixed and the standard behavior seen with all non-Norgate datasets - which use/display current week's info even if incomplete - should be maintained.
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Glitch8
 ( 12.08% )
- ago
#24
But why would you want signals based on a partial week anyway? 🤔
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Cone8
 ( 28.25% )
- ago
#25
WL8 loads only fully-complete bars in Intraday and Daily charts . In my opinion, the problem is that Weekly+ scales show partial bars due to Daily compression. Because of that, I can't get signals from last Friday without limiting the date to before Monday. For consistency, Weekly+ should work like Norgate does now. If you want to see the partial bar, you just turn on Streaming - just as you would for all other scales.
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- ago
#26
@Glitch,
Its not about the Signals per se. Here's why one would need a bar-in-progress on a higher-than-daily scale:
1. Sometimes you just need to quickly check something e.g. what new stop values may be across all symbols or where the price is in relation to a trendline, etc.
2. One can double-click the signals to check how the chart looks at this point in time w/o having to scroll through the entire dataset.
3. For uniformity across all datasets; since all non-Norgate datasets currently have this behavior Norgate should too.
Note that its not just Weekly but also Monthly & Yearly scales the situation applies to.

To summarize:
- Norgate should return the data for Strategies using higher-than-daily scale even if its still in-progress
- if they want to timestamp the data (Weekly/Monthly/Yearly) with the date of the Daily bar that its based on I would be in HUGE favor of that!! I find it disconcerting that WL8 timestamps higher-than-daily bars with end-of-period date rather than the actual date that its based on.
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Cone8
 ( 28.25% )
- ago
#27
That's your opinion. Mine is that for uniformity across all DataSets and scales, WealthLab shouldn't return partial bars in static charts. If you need to see a partial bar, you turn on Streaming.
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#28
Make the bahavior uniform across ALL datasets.

As for streaming... that's totally impractical for a large dataset... besides, what provider would one even use to patch the gap with Norgate data?
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#29
QUOTE:
I find it disconcerting that WL8 timestamps higher-than-daily bars with end-of-period date rather than the actual date that its based on.

This is the only correct way to do it.

And I support @Cone on this:

Mine is that for uniformity across all DataSets and scales, WealthLab shouldn't return partial bars in static charts.

Wealth-Lab is about system trading, not peeking inside the incomplete bar for discretionary "what if" signals.
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- ago
#30
To repeat... the partial bar behavior should be uniform across ALL datasets.
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Glitch8
 ( 12.08% )
- ago
#31
>> Make the bahavior uniform across ALL datasets.<<

We can’t dictate to third party developers how to develop their extensions.
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Cone8
 ( 28.25% )
- ago
#32
I wouldn't go so far to say that end-of-bar/date timestamps is the only correct way to do it, but WealthLab's Synchronizers used for multi-timeframe analysis assumes that convention - so this is required.
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- ago
#35
Thanks Glitch. That's great news!
1
- ago
#36
Thanks for the feedback here regarding the extension.

Build 3 of the WL8 Norgate Data extension has been released.

Changes are:

. Renaming of various indicators to prevent overlap (i.e. suffix Norgate) and consistency of class names to match documentation.
. Partial bars are returned for weekly/monthly/quarterly/yearly.
. Added some metadata items relating to classification.

Best regards,
Richard Dale
Norgate Data
1
- ago
#37
In order to reproduce the results form Bensdorp's book "Automated Stock Trading" I need a watchlist/DataSet which contains data from 1995 with both listed and delisted stocks traded at the three exchanges AMEX, NASDAQ and NYSE.

How can I create such a DataSet with Norgate (Platinum)?

I know AMES is called "NYSE American" today which is available form Norgate - fine.

But if I try to access "Delisted" NDU says "If Delisted is selected, then Listing Exchange filters cannot be shown"

So how can I go NYSE, tradeable+delisted?
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- ago
#38
Two issues were found with using the "ClassificationName" method:

(1) The Level 2 GICS ClassificationName is blank only for 'Media & Entertainment' industry Group [$SP1500ME GICS 50200000]


string industryGroup_Idx_symbol = Metadata.CorrespondingIndustryIndex(bars.Symbol, "$SP1500", 2, "PR");

string industryGroup_name = Metadata.ClassificationName(industryGroup_Idx_symbol, "GICS");



(2) All Level 4 GICS ClassificationName returns the detail GICS description.


Note: Only a limited number of stocks were processed. [Dataset has 209 stocks/ETFs]
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- ago
#39
How to update Norgate Datasets? Button not available.

0
- ago
#40
QUOTE:
How to update Norgate Datasets?

Using the Norgate Data Utility software.

https://norgatedata.com/downloads.php
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#42
After the WL8 reboot, the data appeared.
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#43
QUOTE:
In order to reproduce the results form Bensdorp's book "Automated Stock Trading" I need a watchlist/DataSet which contains data from 1995 with both listed and delisted stocks traded at the three exchanges AMEX, NASDAQ and NYSE.

How can I create such a DataSet with Norgate (Platinum)?

I know AMES is called "NYSE American" today which is available form Norgate - fine.

But if I try to access "Delisted" NDU says "If Delisted is selected, then Listing Exchange filters cannot be shown"

So how can I go NYSE, tradeable+delisted?


@DrKoch

There's no way to determine where a stock was previously listed (note, its listing venue may have changed several times over the years).

However, we do provide an indicator called MajorExchangeListedTimeSeries() described that determines whether the stock was listed on a major exchange.
https://norgatedata.com/wealth-lab-usage.php
(Note, this only goes back to 2000).

You'd also want to create a dynamic watchlist (in watchlist library) inclusive of delisted securities too. i.e. Create Dynamic -> Stock Market -> Equity -> Operating/Holding, and make sure the Delisted filter is selected. Name it something like "US OpHolding inc Delisted" - it will then appear in WL8 when you start it next within "Norgate Data" Datasets.
1
- ago
#44
@RoDenSwain

(1) has been fixed - please run an update.
(2) will be fixed in the next release of the extension


0
- ago
#45
The extension is looking good now and probably out of "beta" testing. Thanks to all that were involved in the testing - your feedback was great.

For further support on this extension, please email support@norgatedata.com
2
- ago
#46
My "Strategy Monitor" is not loading Norgate data.



WLData and Yahoo data are being loaded.

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Glitch8
 ( 12.08% )
- ago
#47
What Build of the Norgate extension are you using?
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- ago
#48
WL 33
Norgate 5
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Glitch8
 ( 12.08% )
- ago
#49
Can you show us your settings for the strategy in the SM?
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- ago
#50
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Glitch8
 ( 12.08% )
- ago
#51
I see the issue, Norgate isn't returning the correct tradable symbols for its DataSets, working on a fix.
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Glitch8
 ( 12.08% )
- ago
#52
OK, it's fixed in Build 6, now available.
0
- ago
#53
Even though I have Norgate Data selected as an Event Provider there are no Event icons for it, would be awfully useful if they were.
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