ScaledInd-not-applied-to-external-symbol

2023-04-04T08:05:12Z - 2023-04-04T08:05:12Z ago

ScaledInd not applied to external symbol?

This code works fine:

CODE:
indicator = new ScaledInd(bars,new StochK(bars,6),HistoryScale.Daily);

And this one causes a startup error at last line:

CODE:
externalSymbol = GetHistory(bars, "RI.RVI_1MIN_150505");
indicator = new ScaledInd(externalSymbol,new StochK(externalSymbol,6),HistoryScale.Daily);

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Eugene8

2023-04-04T10:28:11Z - 2023-04-04T10:28:11Z ago

I can reproduce this...
EDIT: ...if the data provider is unchecked on Data Manager's Historical Providers tab. Is this the case?

Eugene8

2023-04-04T11:38:17Z - 2023-04-04T11:38:17Z ago

Try this as a workaround:

CODE:
var externalSymbol = GetHistory(bars, "RI.RVI_1MIN_150505", "your ASCII DataSet name");

DenisPolezhaka8

2023-04-14T06:35:54Z - 2023-04-14T06:35:54Z ago

The corresponding Data Provider is checked. I also tried to specify the appropriate parameter in the function. And it didn't work. I see the same error.

DenisPolezhaka8

2023-04-24T06:13:13Z - 2023-04-24T06:13:13Z ago

Hello!

I would like to know the status of this issue.

Eugene8

2023-04-24T06:21:59Z - 2023-04-24T06:21:59Z ago

I was unable to reproduce.

DenisPolezhaka8

2023-04-24T06:46:10Z - 2023-04-24T06:46:10Z ago

I am still getting this error. Please tell me what can I do to fix it? Perhaps I can help you reproduce it.

Eugene8

2023-04-24T20:15:01Z - 2023-04-24T20:15:01Z ago

Ironically, what you might want to try at the moment is the opposite of what's been suggested in this topic i.e. ScaleInd: make a call to BarHistoryCompressor.

DenisPolezhaka8

2023-04-25T06:51:44Z - 2023-04-25T06:51:44Z ago

Eugene, hi!

Did according to your advice. I still get an error on the second line.

CODE:

externalSymbol = GetHistory(bars, "RI.RVI_1MIN_150505");         
BarHistory CompressedBars = BarHistoryCompressor.ToDaily(externalSymbol);

Cone8

( 43.04% )

2023-04-25T08:57:58Z - 2023-04-25T08:57:58Z ago

What's the debug output for this?

CODE:
        public override void Initialize(BarHistory bars)
      {
         WriteToDebugLog(String.Format("{0}, Scale: {1}, Count {2}, Start {3:o}, End {4:o}",
            bars.Symbol, bars.Scale, bars.Count, bars.DateTimes[0], bars.DateTimes[bars.Count - 1]));
         
         BarHistory ext = GetHistory(bars, "RI.RVI_1MIN_150505");
         if (ext != null)
         {
            WriteToDebugLog(String.Format("{0}, Scale: {1}, Count {2}, Start {3:o}, End {4:o}",
               ext.Symbol, ext.Scale, ext.Count, ext.DateTimes[0], ext.DateTimes[ext.Count - 1]));
         }
         else
            WriteToDebugLog("ext is null");
         
        }

DenisPolezhaka8

2023-04-26T06:34:53Z - 2023-04-26T06:34:53Z ago

#10

Cone, hello!

Here is what the terminal outputs:

SPFB.RTS_YFL_20200508, Scale: 60 Minute, Count 8799, Start 2020-06-01T11:00:00.0000000, End 2022-12-30T23:00:00.0000000
RI.RVI_1Min_150505, Scale: 60 Minute, Count 8799, Start 2020-06-01T11:00:00.0000000, End 2022-12-30T23:00:00.0000000

Cone8

( 43.04% )

2023-04-26T10:25:45Z - 2023-04-26T10:25:45Z ago

#11

I think we're a step closer... it looks like you're accessing ASCII data whose base scale is 1-minute bars, and the Strategy Settings are scaled to 60-minute bars. Is that accurate?

Nonetheless, I still can't duplicate the issue with my DataSets.

DenisPolezhaka8

2023-04-27T06:17:23Z - 2023-04-27T06:17:23Z ago

#12

Cone, hello!

I send you files with quotes:

https://drive.google.com/file/d/1lMtPgX_2K6pr1tp87f3nfayOtb-KiHsm/view?usp=sharing

https://drive.google.com/file/d/1ARtSDIj9JbkTqEMiG4NnqVj10KrIljUJ/view?usp=sharing

The base symbol scale is 5 minutes (SPFB.RTS_YFL_20200508.txt).

The base scale of the additional symbol is 1 minute (RI.RVI_1Min_150505.txt).

DenisPolezhaka8

2023-05-03T07:18:58Z - 2023-05-03T07:18:58Z ago

#13

Cone, hello!

Is there any progress on the issue?

Cone8

( 43.04% )

2023-05-03T16:48:34Z - 2023-05-03T16:48:34Z ago

#14

Not yet!

Cone8

( 43.04% )

2023-05-03T16:59:32Z - 2023-05-03T16:59:32Z ago

#15

For me, it still works fine with, even with your data. Here's my output for that same test. With the Pre/Post Filter disabled, there are 9411 bars.

CODE:
SPFB.RTS_YFL_20200508, Scale: 60 Minute, Count 9411, Start 2020-06-01T11:00:00.0000000, End 2022-12-30T23:00:00.0000000
RI.RVI_1Min_150505, Scale: 60 Minute, Count 9411, Start 2020-06-01T11:00:00.0000000, End 2022-12-30T23:00:00.0000000

I don't know why our tests with the same data and range produced a bars.Count that differs by more than 600 bars.

Let me ask, you didn't put the 5-minute ASCII data in the same folder as the 1-minute data, did you?

DenisPolezhaka8

2023-05-04T06:35:23Z - 2023-05-04T06:35:23Z ago

#16

Cone, hello!

Made a video just in case. Perhaps it will show missing details.

https://drive.google.com/file/d/1gW6E9pbzBohExFezUDiGXT5fNNYP7m1_/view?usp=sharing

Cone8

( 43.04% )

2023-05-04T10:14:30Z - 2023-05-04T10:14:30Z ago

#17

Thanks, but you're missing the status bar for the Strategy Window.

Maybe it has something to do with the Market assigned. Add this to the top of the script -

CODE:
WriteToDebugLog(externalSymbol.Market.Name);

For me, since I didn't assign a market, it's defaulting to US Stocks, and with the Pre/Post filter, the result is 9411 bars -

CODE:
US Stocks
SPFB.RTS_YFL_20200508, Scale: 60 Minute, Count 9411, Start 2020-06-01T11:00:00.0000000, End 2022-12-30T23:00:00.0000000
RI.RVI_1Min_150505, Scale: 60 Minute, Count 9411, Start 2020-06-01T11:00:00.0000000, End 2022-12-30T23:00:00.0000000

DenisPolezhaka8

2023-05-05T06:44:20Z - 2023-05-05T06:44:20Z ago

#18

Cone, hello!

Sending character settings:

Also for the experiment I set Security Type-Stock, market-US Stocks, currency-USD. I get the same error and the same number of candles.

Cone8

( 43.04% )

2023-05-05T15:52:24Z - 2023-05-05T15:52:24Z ago

#19

No change for me with those SymbolInfo. When you said you get the "same number of candles" - do you mean the same as your previous result or the same as mine?

If the result is not 9411 bars, we need to find out why that's different. In that case, please right click your 60 min chart, paste the data into a text document (not excel) and please give me a download link.

DenisPolezhaka8

2023-05-11T07:03:47Z - 2023-05-11T07:03:47Z ago

#20

Hello Cone!

QUOTE:
1. "No change for me with those SymbolInfo. When you said you get the "same number of candles" - do you mean the same as your previous result or the same as mine?"

The same one I had before.

2. I am sending you the data uploaded in the way you described:

https://drive.google.com/file/d/1UBMVffcTShLuwD_G0Aelk3hsPDul4Xi7/view?usp=sharing

Cone8

( 43.04% )

2023-05-15T08:45:00Z - 2023-05-15T08:45:00Z ago

#21

Oddly, I think I see a data compression error in my data, that which "works", but not yours, the one throwing an error.

Looking at this now.

Cone8

( 43.04% )

2023-05-21T21:19:35Z - 2023-05-21T21:19:35Z ago

#22

We've got the compression fixed for this "hourly-compression-with-a-market-close-near-midnight" scenario. Let's see if it all works correctly for you too when Build 36 is ready, (probably later this week).

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