Hi:
I am running WLP 5.4 on a 64-bit Vista.
While monitoring custom-built strategies with streaming data (From Fidelity), I do not getting any alerts during the trading day. However, when I run the same strategies with the Chart window on the stocks during the day, I do get a buy-sell signal.
I believe this may be a simple understanding of the functionalities/data flow.
Any help is appreciated.
Thanks,
Sri
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Are your custom strategies using AtClose orders?
Are there enough bars loaded when adding the strategy to the Strategy Monitor?
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How many stocks are in the DataSet that you're monitoring?
What is the interval?
Is your computer clock accurate?
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Hi Eugene:
Thanks for the reply.
One newbie bug I discovered is that I was using "Bars.Count-1" for my data loop, i.e.
for(int bar = 20; bar < Bars.Count-1; bar++)
Fixing this to
for(int bar = 20; bar < Bars.Count; bar++)
should trigger alerts now, I guess.
So, I was really passing "bar" to my orders, instead of "bar+1".
In response to your questions,
(1) The strategies simply use BuyAtMarket(bar+1), ShortAtMarket(bar+1) and ExitAtMarket(bar+1) orders only.
(2) I believe there are enough bars loaded, it does tell me there were historical trades
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I am using two datasets, six stocks in total
Interval is 1 minute data (10 days of historical tick data for each stock)
On the computer clock, No, I have not synced this to the minute,
please let me know where I can find notes on syncing this with the streaming data.
Thanks a lot.
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Perfect synch is not too important, but if you synch to internet time, it will be just fine.
For sure the problem was stopping your loop 1 bar too early, but that means you were not using the same Strategy that was creating Alerts in a Chart Window like you indicated in the first post.
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To be clear, I was not getting an Alert even in the Chart Window, but simply a buy-sell signal
on the chart itself.
Thank you both.
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Okay, that's clear now. Anyway, I'm glad you found the trouble :)
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