Is there SetScale60min?
Author: topbooks
Creation Date: 3/16/2019 8:33 PM
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topbooks

#1
I checked, there is not.
If possible let me working around it?

Say I run a script 400 daily bar on SPY. In mid of script, I switch it to 60 minutes, then switch back.

I know I can run it on 60 minute, in mid switch back to daily, they switch back to 60 min, but that did not work for me. Since I want set it into daily Strategy Monitor.

Thanks as always
William
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Eugene

#2
Yes it may be possible for some cases but what is the point of doing it? To better understand your task please clarify it.
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topbooks

#3
The reason I ask from daily to 60 minutes scale change statement is due to I have so much difficulty to run 60 minutes scale Wealth-lab scripts on Strategy Monitor, I have 2 PC run these job whole day long (starts before I left for work), and when I got home, some times one failed, the other worked, but data not right.

If I can write a script run on daily base, I can schedule it in SM at 5pm, and told it to SetScale60m, do last hour study, general a data file for me to be used for another set of daily Welath-lab scripts. Make sense?

Thank you so much for your help
William
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topbooks

#4
Using daily script on SM has another advantage, I can schedule 10 scripts at different time, so the PC can handle them better.
If use 60 minutes scripts on SM, they all start at same time. Some times, the PC just hung or "No response".
Thanks
William
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Eugene

#5
William,

Thanks for clarifying. I have a feeling that you may be trying to put the cart before the horse. From a WealthScript perspective there's a way to "peek" inside intraday data from a higher bar scale. But the intraday data still has to be updated and then processed by your strategy. If 400 days of 60-min data makes your script "fall on its knees" so that "2 PCs run these job whole day long" then something's not quite right.

I believe that the correct approach may be to determine the bottleneck in your strategy rather trying out different workarounds in Wealth-Lab:

1. Let's see what exactly do your strategies do. Could you post the code for our review?
2. The PC should not hang on starting 10 strategies at the same time unless there's a coding error (or concurrent file usage) and/or the PC isn't fast enough.

Let's have the technician understand what goes wrong first.
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Cone

#6
A note about the 60-minute scale in Wealth-Lab, just in case you're not aware.

Most TA and charting apps end 60-minute bars on the top of the hour (like IQFeed). Wealth-Lab does not pick this convention arbitrarily and instead uses the market's opening time (0930 for U.S. stock market) as the "anchor" to create hourly bars for trading activity ending at 1030, 1130, etc. Nonetheless, the last 60-minute bar of the day only consists of 30 minutes of trading activity, from 1530 to 1600.

Consequently, this occurs when:
1. Wealth-Lab scales data from a lower interval (e.g., 5-minutes) to 60 minutes.
2. Using Weath-Lab Pro's Fidelity Provider (which does not match AT Pro's 60-minute bars)
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topbooks

#7
Thank you both.
Here is the code, major part, of course, copied from your work, only a few lines are mine, and I know I am not good at it.
It creates a csv file as result, and I use a Perl script convert it to text file readable by my another script running on daily base.

CODE:
Please log in to see this code.


if I can switch daily scale Wealth-lab script to 15 minutes (as Cone said, 60 min has problem with last 30 minutes) and switch back to daily, then I can combine my daily scripts and 15 min script into one script and put it on Strategy Monitor 10 minute later then other similar scripts, So they are not rush in at same time.

So, seems SetScale15minutes (or 10 minutes, 30 minutes) is a function I need. I think others will use it too.
Thank both so much for your help.

William
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topbooks

#8
I am change to 30 minutes scale to avoid last hour only has 30 minutes issue.
Thanks,
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Eugene

#9
Okay, a Strategy that pauses execution by blocking the current thread for exactly 238 seconds in hope that "other scripts" have finished processing by then (not guaranteed). But one Strategy is not sufficient to understand your workflow. Nothing answers the question: why the export to text files takes place in principle? Why it all has to be like that?

QUOTE:
If I can write a script run on daily base, I can schedule it in SM at 5pm, and told it to SetScale60m, do last hour study, general a data file for me to be used for another set of daily Welath-lab scripts. Make sense?

+
QUOTE:
It creates a csv file as result, and I use a Perl script convert it to text file readable by my another script running on daily base.

Sounds quite convoluted to me. Why should it be a Perl script rather than to make the "another" script compatible with this Strategy's output directly? How do other Wealth-Lab Strategies and Perl scripts deal with the open files? It's not clear but it's crucial to understand the corrupt output.

No "SetScaleXXMinutes" is going to happen, and it may not even be needed. But much more information about your workflow is still required to make any suggestions. To take further steps I need to understand what end result you're trying to reach with all this.
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topbooks

#10
I found a major bug in my code. Let me working on it.
The reason I use Perl to process data before feed it into another Wleath-lab script, is that I am better in Perl coding, I can figure out a way what I need, but in C#, I am not good enough. I will need 100 times more time to write C# code to get same result if without Perl.
Thank you both for your help.
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Eugene

#11
QUOTE:
The reason I use Perl to process data before feed it into another Wleath-lab script, is that I am better in Perl coding, I can figure out a way what I need,

You could ask that on our forum. Maybe we find a shortcut if you set a task and describe why one strategy is fed with the data export by another strategy via files.
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