- ago
Wealth-Lab 7, Build 7 - the 7's are wild!

Build 7 is coming early next week. The Performance of the Strategy Monitor for Streaming and Streaming Bars is about to make a quantum leap. Glitch has done it! Is 500 symbols in 2 seconds possible? Find out next week!
2
336
14 Answers

Reply

Bookmark

Sort
- ago
#1
You should add betting to this post)).

Looking forward to build 7!
0
- ago
#2
We are targeting Build 7's release tomorrow, April 20!
0
- ago
#3
Aahhh.... 420
0
- ago
#4
Yes, Elon Musk is my mentor 🤷🏼‍♂️
1
- ago
#5
Thanks for the 7-th update!

My dll strategies don't work (backtesting - all zeros in results) now). Is it only me? Maybe something wrong with settings on my side. Looks like I changed nothing).
0
- ago
#6
Please take your time to read one of these insightful articles, then follow author's suggestions:

http://catb.org/~esr/faqs/smart-questions.html
http://www.chiark.greenend.org.uk/~sgtatham/bugs.html

Having finished that, please provide the information necessary for troubleshooting in a new topic (sample code and Strategy settings) since this one deals with the Strategy Monitor, not backtesting.
0
- ago
#7
My test compiled strategy is working fine in a Strategy window ...

0
- ago
#9
Ok, thanks Glitch, its my turn now).
0
- ago
#10
Please, look at this Strategy Monitor log. Nothing changed for me (so the problem was somewhere else) - and it still doesn't let me enjoy perfomance improvement of build 7).


I use custom HDP, SDP and Broker Adapter, so the problem probably is located somwhere there.

20.04.2021 22:58:57: Status = LoadingData
20.04.2021 22:58:57: Start Streaming Thread
20.04.2021 22:58:57: Populating Data
20.04.2021 22:58:57: Calling GetHistories Pass 1
20.04.2021 22:59:13: GetHistories returned with 8 symbols
20.04.2021 22:59:13: Calling GetHistories Pass 2
20.04.2021 22:59:19: GetHistories returned with 7 symbols
20.04.2021 22:59:19: MAGN has 112 bars from Alor HDP 9.11
20.04.2021 22:59:19: SBER has 110 bars from Alor HDP 9.11
20.04.2021 22:59:19: MGNT has 143 bars from Alor HDP 9.11
20.04.2021 22:59:19: AFLT has 112 bars from Alor HDP 9.11
20.04.2021 22:59:19: YNDX has 111 bars from Alor HDP 9.11
20.04.2021 22:59:19: GMKN has 124 bars from Alor HDP 9.11
20.04.2021 22:59:19: MTLR has 336 bars from Alor HDP 9.11
20.04.2021 22:59:19: NextRun set to 20.04.2021 23:00
20.04.2021 22:59:19: Status = Idle
20.04.2021 22:59:19: MAGN failed to get Partial Bar
20.04.2021 22:59:19: SBER failed to get Partial Bar
20.04.2021 22:59:19: MGNT failed to get Partial Bar
20.04.2021 22:59:19: YNDX failed to get Partial Bar
20.04.2021 22:59:19: GMKN failed to get Partial Bar
20.04.2021 22:59:19: MTLR failed to get Partial Bar
20.04.2021 22:59:19: AFLT failed to get Partial Bar
20.04.2021 23:00:00: Status = Processing
20.04.2021 23:00:04: Ran Strategy on MAGN,SBER: 0 Signals, Run Time=3,69sec
20.04.2021 23:00:07: Ran Strategy on MGNT,YNDX: 0 Signals, Run Time=1,73sec
20.04.2021 23:00:11: Ran Strategy on AFLT,GMKN: 0 Signals, Run Time=1,69sec
20.04.2021 23:00:50: NextRun set to 20.04.2021 23:01
20.04.2021 23:00:50: Status = Incomplete
20.04.2021 23:00:50: 1 Symbol not Processed: MTLR
20.04.2021 23:01:00: Status = Processing
20.04.2021 23:01:03: Ran Strategy on GMKN: 0 Signals, Run Time=2,20sec
20.04.2021 23:01:06: Ran Strategy on MAGN,SBER: 0 Signals, Run Time=1,70sec
20.04.2021 23:01:09: Ran Strategy on YNDX: 0 Signals, Run Time=1,77sec
20.04.2021 23:01:11: Ran Strategy on AFLT: 0 Signals, Run Time=1,69sec
20.04.2021 23:01:46: Ran Strategy on MGNT: 0 Signals, Run Time=2,02sec
20.04.2021 23:01:50: NextRun set to 20.04.2021 23:02
20.04.2021 23:01:50: Status = Incomplete
20.04.2021 23:01:50: 1 Symbol not Processed: MTLR
20.04.2021 23:02:00: Status = Processing
20.04.2021 23:02:03: Ran Strategy on YNDX,GMKN: 0 Signals, Run Time=1,77sec
20.04.2021 23:02:05: Ran Strategy on MAGN,AFLT: 0 Signals, Run Time=1,72sec
20.04.2021 23:02:09: Ran Strategy on SBER: 0 Signals, Run Time=1,73sec
20.04.2021 23:02:15: Ran Strategy on MGNT: 0 Signals, Run Time=1,69sec
20.04.2021 23:02:50: NextRun set to 20.04.2021 23:03
20.04.2021 23:02:50: Status = Incomplete
20.04.2021 23:02:50: 1 Symbol not Processed: MTLR
20.04.2021 23:03:00: Status = Processing
20.04.2021 23:03:04: Ran Strategy on MAGN,AFLT: 0 Signals, Run Time=1,95sec
20.04.2021 23:03:07: Ran Strategy on MGNT,YNDX: 0 Signals, Run Time=2,23sec
20.04.2021 23:03:13: Ran Strategy on SBER: 0 Signals, Run Time=2,01sec
20.04.2021 23:03:16: Ran Strategy on GMKN: 0 Signals, Run Time=1,87sec
20.04.2021 23:03:50: NextRun set to 20.04.2021 23:04
20.04.2021 23:03:50: Status = Incomplete
20.04.2021 23:03:50: 1 Symbol not Processed: MTLR
20.04.2021 23:04:00: Status = Processing
20.04.2021 23:04:03: Ran Strategy on AFLT,MAGN: 0 Signals, Run Time=2,52sec
20.04.2021 23:04:06: Ran Strategy on YNDX: 0 Signals, Run Time=2,46sec
20.04.2021 23:04:09: Ran Strategy on GMKN,SBER: 0 Signals, Run Time=1,88sec
20.04.2021 23:04:33: Ran Strategy on MGNT: 0 Signals, Run Time=1,80sec
20.04.2021 23:04:50: NextRun set to 20.04.2021 23:05
20.04.2021 23:04:50: Status = Incomplete
20.04.2021 23:04:50: 1 Symbol not Processed: MTLR
20.04.2021 23:05:00: Status = Processing
20.04.2021 23:05:04: Ran Strategy on SBER: 0 Signals, Run Time=1,85sec
20.04.2021 23:05:07: Ran Strategy on YNDX,GMKN,MAGN: 0 Signals, Run Time=1,72sec
20.04.2021 23:05:10: Ran Strategy on AFLT: 0 Signals, Run Time=1,84sec
20.04.2021 23:05:12: Ran Strategy on MGNT: 0 Signals, Run Time=1,76sec
0
- ago
#11
Your DataSet has only 7 symbols? And it looks like the data provider is not updating all of them in a timely manner. GIGO as the old saying goes, if you test this with a provider like IQFeed which is very responsive and a DataSet like the Nasdaq 100 you’d see the difference. But based on the log the problem seems to lie in the latency of the data provider updating the data 🤷🏼‍♂️
0
- ago
#12
To be more specific, I can tell from the log that the Alor provider updated the symbols several seconds apart. The SM can only act when the data update occurs. If Alor could implement a heartbeat to force an update shortly after every 1 minute interval I think you’d see a great boost in performance!
0
- ago
#13
Yes, only 7 tickers.

Thanks! We will take a close look at your recommendations.
1
Cone7
- ago
#14
Here's what we're seeing with IQFeed. The only reason the S&P 500 has a symbol remaining is because I still have delisted symbol VAR in the DataSet. (It was replaced by PTC last week.)

This plays on a loop -

0

Reply

Bookmark

Sort