Today I had three pairs strategies running in Strategy Monitor, and three streaming charts (three of the six symbols) running the same strategy.
The connection to the brokerage is active, and there were two actual orders sent to T D Ameritrade.
According to the backtests I ran after market close, there should have been 18 orders.
There were no signals through the strategy monitor (I know because Order Manager shows under the column "Source" "streaming chart"), but there were two orders from the streaming charts.
I really think you guys need to take a close look at this area of your coding.
One suggestion is to have the option to retain all the entries during a day in Order Manager, maybe a "debugging mode" ?
The connection to the brokerage is active, and there were two actual orders sent to T D Ameritrade.
According to the backtests I ran after market close, there should have been 18 orders.
There were no signals through the strategy monitor (I know because Order Manager shows under the column "Source" "streaming chart"), but there were two orders from the streaming charts.
I really think you guys need to take a close look at this area of your coding.
One suggestion is to have the option to retain all the entries during a day in Order Manager, maybe a "debugging mode" ?
Rename
I trust your word but besides it there's hardly eny evidence to serve as matter for troubleshooting.
The key is that the orders were generated at the end of the previous day as Day orders. See the answer and solution in this discussion:
https://www.wealth-lab.com/Discussion/Missing-orders-when-connected-to-TD-Ameritrade-6380
https://www.wealth-lab.com/Discussion/Missing-orders-when-connected-to-TD-Ameritrade-6380
Here is a suggestion that should help move this forward:
Can you guys provide a strategy that will not lose much money, even make a small profit over time, and has been tested to work well both in a streaming chart and Strategy Monitor. Then users like me can implement it with a live broker in a streaming chart and Strategy Monitor on our computer. This will help determine if there is an issue with the user's setup.
Can you guys provide a strategy that will not lose much money, even make a small profit over time, and has been tested to work well both in a streaming chart and Strategy Monitor. Then users like me can implement it with a live broker in a streaming chart and Strategy Monitor on our computer. This will help determine if there is an issue with the user's setup.
Just use the SMA50 SMA 200 Crossover strategy and modify the periods to trade a little faster.
For those on the Premium Plan, install the Alpaca Broker (otherwise $49.95) and sign up for a free account. You can paper trade with that "live" paper account and see the trading reflected in the broker's account pages. It works really well!
For those on the Premium Plan, install the Alpaca Broker (otherwise $49.95) and sign up for a free account. You can paper trade with that "live" paper account and see the trading reflected in the broker's account pages. It works really well!
Where do I get my Alpaca "secret key"? Their website gives me the API key, but Wealth-Lab is also asking for a secret key.
I just answered my own question: if you re-generate the key, the box with a secret key magically appears.
However, unfortunately, when I re-start Wealth-Lab, set up data manager, drag a strategy to strategy monitor, and then chose Alpaca as the broker, I get these error messages:
System.AggregateException: One or more errors occurred. (Response status code does not indicate success: 404 (Not Found).)
---> System.Net.Http.HttpRequestException: Response status code does not indicate success: 404 (Not Found).
at System.Net.Http.HttpResponseMessage.EnsureSuccessStatusCode()
at System.Net.Http.HttpClient.GetStringAsyncCore(Task`1 getTask)
--- End of inner exception stack trace ---
at System.Threading.Tasks.Task.ThrowIfExceptional(Boolean includeTaskCanceledExceptions)
at System.Threading.Tasks.Task`1.GetResultCore(Boolean waitCompletionNotification)
at WealthLab.Alpaca.AlpacaBroker.Connect()
at WealthLab.Backtest.BrokerBase.ConnectBroker()
at SpecificationHelper.RateCallback(Object , SpecificationHelper )
at WealthLab7.StrategyMonitorSettingsWindow.CountAuthentication()
at WealthLab7.StrategyMonitorSettingsWindow.RegisterAuthentication(Object reference, SelectionChangedEventArgs col)
at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)
at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)
at System.Windows.Controls.ComboBox.OnSelectionChanged(SelectionChangedEventArgs e)
at System.Windows.Controls.Primitives.Selector.SelectionChanger.SelectJustThisItem(ItemInfo info, Boolean assumeInItemsCollection)
at System.Windows.Controls.ComboBox.NotifyComboBoxItemMouseUp(ComboBoxItem comboBoxItem)
at System.Windows.Controls.ComboBoxItem.OnMouseLeftButtonUp(MouseButtonEventArgs e)
at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)
at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
at System.Windows.UIElement.ReRaiseEventAs(DependencyObject sender, RoutedEventArgs args, RoutedEvent newEvent)
at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)
at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)
at System.Windows.UIElement.RaiseTrustedEvent(RoutedEventArgs args)
at System.Windows.Input.InputManager.ProcessStagingArea()
at System.Windows.Input.InputProviderSite.ReportInput(InputReport inputReport)
at System.Windows.Interop.HwndMouseInputProvider.ReportInput(IntPtr hwnd, InputMode mode, Int32 timestamp, RawMouseActions actions, Int32 x, Int32 y, Int32 wheel)
at System.Windows.Interop.HwndMouseInputProvider.FilterMessage(IntPtr hwnd, WindowMessage msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
at System.Windows.Interop.HwndSource.InputFilterMessage(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
at MS.Win32.HwndWrapper.WndProc(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
at MS.Win32.HwndSubclass.DispatcherCallbackOperation(Object o)
at System.Windows.Threading.ExceptionWrapper.InternalRealCall(Delegate callback, Object args, Int32 numArgs)
at System.Windows.Threading.ExceptionWrapper.TryCatchWhen(Object source, Delegate callback, Object args, Int32 numArgs, Delegate catchHandler)
However, unfortunately, when I re-start Wealth-Lab, set up data manager, drag a strategy to strategy monitor, and then chose Alpaca as the broker, I get these error messages:
System.AggregateException: One or more errors occurred. (Response status code does not indicate success: 404 (Not Found).)
---> System.Net.Http.HttpRequestException: Response status code does not indicate success: 404 (Not Found).
at System.Net.Http.HttpResponseMessage.EnsureSuccessStatusCode()
at System.Net.Http.HttpClient.GetStringAsyncCore(Task`1 getTask)
--- End of inner exception stack trace ---
at System.Threading.Tasks.Task.ThrowIfExceptional(Boolean includeTaskCanceledExceptions)
at System.Threading.Tasks.Task`1.GetResultCore(Boolean waitCompletionNotification)
at WealthLab.Alpaca.AlpacaBroker.Connect()
at WealthLab.Backtest.BrokerBase.ConnectBroker()
at SpecificationHelper.RateCallback(Object , SpecificationHelper )
at WealthLab7.StrategyMonitorSettingsWindow.CountAuthentication()
at WealthLab7.StrategyMonitorSettingsWindow.RegisterAuthentication(Object reference, SelectionChangedEventArgs col)
at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)
at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)
at System.Windows.Controls.ComboBox.OnSelectionChanged(SelectionChangedEventArgs e)
at System.Windows.Controls.Primitives.Selector.SelectionChanger.SelectJustThisItem(ItemInfo info, Boolean assumeInItemsCollection)
at System.Windows.Controls.ComboBox.NotifyComboBoxItemMouseUp(ComboBoxItem comboBoxItem)
at System.Windows.Controls.ComboBoxItem.OnMouseLeftButtonUp(MouseButtonEventArgs e)
at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)
at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
at System.Windows.UIElement.ReRaiseEventAs(DependencyObject sender, RoutedEventArgs args, RoutedEvent newEvent)
at System.Windows.RoutedEventArgs.InvokeHandler(Delegate handler, Object target)
at System.Windows.EventRoute.InvokeHandlersImpl(Object source, RoutedEventArgs args, Boolean reRaised)
at System.Windows.UIElement.RaiseEventImpl(DependencyObject sender, RoutedEventArgs args)
at System.Windows.UIElement.RaiseTrustedEvent(RoutedEventArgs args)
at System.Windows.Input.InputManager.ProcessStagingArea()
at System.Windows.Input.InputProviderSite.ReportInput(InputReport inputReport)
at System.Windows.Interop.HwndMouseInputProvider.ReportInput(IntPtr hwnd, InputMode mode, Int32 timestamp, RawMouseActions actions, Int32 x, Int32 y, Int32 wheel)
at System.Windows.Interop.HwndMouseInputProvider.FilterMessage(IntPtr hwnd, WindowMessage msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
at System.Windows.Interop.HwndSource.InputFilterMessage(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
at MS.Win32.HwndWrapper.WndProc(IntPtr hwnd, Int32 msg, IntPtr wParam, IntPtr lParam, Boolean& handled)
at MS.Win32.HwndSubclass.DispatcherCallbackOperation(Object o)
at System.Windows.Threading.ExceptionWrapper.InternalRealCall(Delegate callback, Object args, Int32 numArgs)
at System.Windows.Threading.ExceptionWrapper.TryCatchWhen(Object source, Delegate callback, Object args, Int32 numArgs, Delegate catchHandler)
1. Did you check "Paper Trading Account"?
2. How did you enter the keys to the Data Manager? I'd suggest you do it via copy/paste, making sure no leading/trailing spaces are captured.
2. How did you enter the keys to the Data Manager? I'd suggest you do it via copy/paste, making sure no leading/trailing spaces are captured.
Connecting to the broker is off topic. Please create another topic to continue that discussion.
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