Dates in Strategy Monitor 6.1
Author: tinman
Creation Date: 3/2/2011 9:06 AM
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tinman

#1
Hello, apologies if this has already been addressed elsewhere, I'm still learning the ins-and-outs of WL.

My understanding of running strategies live is that, at every new interval (bar), WL will re-run each script for all the bars indicated, and generate alerts according to what happened in the final bar only.

Therefore it would seem prudent to run one's strategy from the same DATE each time, to guarantee identical behavior with the previous runs. Otherwise you might get alerts that are not in sync, which would be very bad! (May depend on the strategy.)

Here's the thing. When I select the Date Range option in Strategy Monitor, it gives me a Start Date and an End Date. I can change the Start Date (hopefully choosing the same date each time for consistency) but for some odd reason the End Date is grayed out. I would *think* this means the end date is ignored, yet strangely, confusingly, it seems to be fixed at 12/31/10. Today is 3/2/11. Will SM actually use the full complement of bars up through today or will it only go through Dec 31st? That obviously would not be useful...

So could someone please verify that SM handles the Date Range settings correctly, i.e. it uses all bars from the Start Date up to the current bar, and ignores the End Date?

Thank you.
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Eugene

#2
Yes, in 6.1 End Date is ignored in Strategy Monitor when the Date Range option is selected. The End Date is grayed out by design to further stress the fact it's not a backtest, so no End Date could apply here in SM.

Very easy to check though. Run this code in SM:
CODE:
Please log in to see this code.
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Eugene

#3
Alas, the bug is live in 6.1. :(

Not sure what happened when I made the test case above but do not use the Date Range option in 6.1.
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Cone

#4
We're sorry about this, but I thought I remembered checking that this was fixed too. It's still an "active" bug waiting to be fixed - there are simple workarounds, however.

Knowing that the bug exists, you can still use the Date Range option by following this procedure when adding the Strategy to the Monitor.

1. Remove the Strategies (from the S. Monitor) whose End Date needs editing.
2. One by one, open them in a Strategy Window and configure the settings.
3. For the Data Range control, enter any date far into the future for the end date, like 1/1/2050.
4. Click the "Monitor" in the lower left status bar to add it to the S. Monitor, and check the settings.

This should not be a problem again for another 39 years.
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