Data issues: Only getting close and when running a strategy
Author: wphill
Creation Date: 1/18/2010 12:39 PM
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wphill

#1
Data issues: Only getting close and when running a strategy I would like to have it automatically go to current date.

Re limited data being downloaded:

This happens sporadically, more in one data set than others but it is still evident in multiple data sets. For instance, the chart will have continuous candlestick bars (the preference set) but then will lead into faint hash bars which represent the close. These limited close data bars are on the more recent end of the data range.

For a fix I called support at wealth lab. I went into

C:\Documents and Settings\william\Application Data\Fidelity Investments\WealthLabPro\1.0.0.0\Data\FidelityFMDFundamentalProvider

and other similar files to delete all previously downloaded data, and then re downloaded.
This worked quite well. All tickers in data set were present as before and all charts retained their drawing applications. But, over time, the close-only data re appeared. Something tells me that this may be happening when I try to get data on demand when clicking on the streaming function in the little right hand corner. Which i do in the middle of the day to see how certain positions are faring.

How do I permanently avoid getting this only-close data? note--i can't recall how i did this, but my sense is that I looked and found that only the close was being downloaded and that it is not a case of the information just failing to appear on the chart...or is it?

Re: data range function.
I have multiple strategies....which eventually will be about 50 among different data sets. What they will have in common is the same data range: e.g from May 25, 2005 to the "current date" Each 2 or 4 weeks my drill is to run the stategy and log selected performance data. The Sharpe Ratio figure will be regarded, as one example, of knowing if a strategy's equity curve is improving...holding its own...or trending down. It is a must, though, that these strategies have the same data range. The "from" part ...e.g. may 25, 2005 is easily saved and reliably re-appears. Unfortunately, though, there is not the same clarity about the "to" in the data range.

Is there a way to fix the strategy to always use the most "current" data and for this to happen when I open the strategy?

As it is now, I have to let the strategy run and then go into the data range, check off most current data, and then wait for it to run a second time.

Interestingly, though, after a few runs, I have noticed that I actually get what I want but it just is not stable. Specifically, I will open a strategy, it automatically runs and I notice in the performance table that the most recent data is being used...wow, that's great...however, after so many seconds...the strategy automatically re-runs and uses a data range that is less than current. Is this "normal?" Maybe I am not updating data sets, first, and that this confuses the data range function?

Currently, I am using w.lab 5.5
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Eugene

#2
QUOTE:
Re: data range function.

Sounds like you might try opening the Preferences dialog (hit F12) > Advanced Options > "Save the following items with a Strategy..." and checking the [x] Data range.

QUOTE:
Currently, I am using w.lab 5.5

btw, consider upgrading to 5.6 for Position Sizers, Monte Carlo Visualizer, Buy&Hold Benchmark Symbol, Pushing Code for Indicators, and more.
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wphill

#3
QUOTE:
Sounds like you might try opening the Preferences dialog (hit F12) > Advanced Options > "Save the following items with a Strategy..." and checking the [x] Data range.


That has been done....when using the data range....for the "to" part....a calendar opens up and there is a little box at the bottom for checking off most recent data..which is different from a hard date.

QUOTE:
btw, consider upgrading to 5.6 for Position Sizers, Monte Carlo Visualizer, Buy&Hold Benchmark Symbol, Pushing Code for Indicators, and more.


Code in the program needs to be adjusted to accomodate 5.6....but this will happen....
Are you saying that 5.6 can be pre-programed to give most recent data for the "to" part?..No matter, I can see that the trend for upgrades is a good one.

Re: data limited to the close price:
Any thoughts on why when I look at my chart, or elsewhere, here and there I only get the close price?
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Eugene

#4
QUOTE:
That has been done....when using the data range....for the "to" part....a calendar opens up and there is a little box at the bottom for checking off most recent data..which is different from a hard date.

Oh, I see. You're talking about being able to have the chart loaded with data from some static date to the most recent date. Like in WL4, where starting date could be fixed and ending date left unchecked. That's no longer an option in V5. I guess it was dropped for simplification. As a workaround, try entering a very distant ending date.
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wphill

#5
QUOTE:
That's no longer an option in V5. I guess it was dropped for simplification. As a workaround, try entering a very distant ending date.


As usual, you re=stated the issue much better than what I did. Now it is my turn to say, "Oh i see." Instead of checking off "today" in the "to" part of the data range I can just key in a disant date like January 19, 2012, and then "save." Come two years from now, if I am still using that strategy,etc then I will have to bump it up again. I have not yet updated to 5.6....Is the data range function different from 5.5?

fwiw...i'm going to go look at a quad core pc . If i understand previous feedback, i will be able to run four optimizations at the same time...and, be able to do other tasks within w.lab while the optimizations are running.

As for multi tasking within w.lab while an optimization is running...am I corrct to assume that I could still do this with a Pentium processor..a single core..even using the same data set...it is just that multi tasking would slow things down?

As for a best fit computer to run multiple optimizations, perhaps i am asking the wrong question. Could I run multiple optimizations on one of the newer processors such as intel's "i3 or i5" as well as "quad core"?
The latter is going to be more pricey and may not be necessary. Personally, I prefer to buy from Costco because of their extra year of warranty and quad cores are not showing up there among their laptops.

sorry for sneaking in a question off thread.
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Eugene

#6
The data range is not different in 5.6. But you got my point.

Re multi-tasking: yes, you could always imitate multi-tasking with a Pentium but to really feel the difference, a multi-core CPU is required. Not just for WL5, but to a simple task like running half-dozen concurrent archiving tasks together... very smooth and leaving plenty of cycles for doing other stuff.
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Cone

#7
Why not bump it to a date that you'll never see? I'm afraid we all must stop using Wealth-Lab some day :)
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wphill

#8
Eugene...you got ahead of me...you are fast on responding....any commentary to help me pick my next computer...laptop actually. I edited the last post. thanks
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Eugene

#9
Sorry, no PC recomendations from me.
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Eugene

#10
QUOTE:
But, over time, the close-only data re appeared. Something tells me that this may be happening when I try to get data on demand when clicking on the streaming function in the little right hand corner

Sounds like a Fidelity data issue, since the error persists after clearing the files physically. Scroll down to I have a problem with Fidelity data.
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mdaumer

#11
I am having the same issue with both Fidelity and Yahoo data. I am using WLP 5.6.20 on WIN 7. Was this issue ever resolved and, if so, how?

Thanks
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Eugene

#12
Please read your already open ticket where I have already replied.

Re: "the same issue with both Fidelity and Yahoo data"

To anyone interested: Yahoo! data isn't affected with this known bug of Fidelity data (when mixing stock and fund symbols in the same Fidelity dataset - to be fixed), there was a misconception.
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