Many "symbols left"
Author: jeffjs2003
Creation Date: 3/23/2015 2:06 PM
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jeffjs2003

#1
When I try to run two of my strategies on 60min intervals, I get status-messages stating that I have "146 symbols left"and "229 symbols left". This is out 170ea symbols and 267 symbols respectively in my data files. I tried running "RSI Agita" with the same 170ea symbol file and I only got 2ea symbols left.

Does this mean there's something wrong with my strategies?
What does "symbols left" mean?
How best to debug this?
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jeffjs2003

#2
Screenshots

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Eugene

#3
Update Completed(2) is printed when all processing is completed.

(N symbols left) - I believe this means that N symbols are left to update e.g. there was no trading that occurred for that bar (so no update is available).

Firstly, please sync your PC clock over the internet to make sure it's actual. It's essential for the SM that PC clock is accurate. If it didn't help, it looks like we need more details. Please right-click the problematic Strategy and enable logging, let it finish a scheduled run, view the log and paste it here with a summary of the symbols that are suspected of not updating or missing alerts. Thanks.
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jeffjs2003

#4
Hi Eugene, I re-syncronized my clock to the internet, althought I think it was originally (not absolutely sure). I enbabled logging by right-clicking on the two suspect strategies. However, there's no indication that I can see that it was actually enabled. If I don't hear back from you I'll assume it's ok and post the logs in about 45min after the next runs. Thanks.
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jeffjs2003

#5
I right-clicked on both of my strategies and clicked on where it said "enable logging" but I can't find where the log file is. The "wlp.txt" in the "Logs" folder still has yesterday's date and hasn't been updated.

It still shows "146 symbols left" for my custom strategy. Whereas, using the same symbol file and same 60min interval, but using the WL "RSI Agita" strategy I get only "3 symbols left". (My other strategy still shows "229 symbols left".)

The time-stamp is still 1-hour behind.

Suggestions?
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jeffjs2003

#6
Sorry, I didn't look close enough. See below:

3/23/2015 12:29:40 PM: All Updates Returned
3/23/2015 12:29:40 PM: Item Processing Completed
3/23/2015 12:29:40 PM: Calculating NextRun...
3/23/2015 12:29:40 PM: NextRun set to 3/23/2015 3:30:00 PM
3/23/2015 12:29:40 PM: Refreshing Item in GUI
3/23/2015 12:29:40 PM: Calculating NextRun...
3/23/2015 12:29:40 PM: NextRun set to 3/23/2015 3:30:00 PM
3/23/2015 12:29:40 PM: Leaving Streaming Filter Monitor Thread
3/23/2015 12:30:00 PM: Launch Monitor Thread for Streaming Updates
3/23/2015 12:30:00 PM: Entering Monitor Thread
3/23/2015 12:30:05 PM: Update Completed: AIRM, LastDate=3/23/2015 3:30:00 PM, O=48.58 H=48.8 L=48.56 C=48.67 V=34433 Count=27, AIRM,OHLCV
3/23/2015 12:30:05 PM: Applying Update
3/23/2015 12:30:05 PM: Clear Indicators
3/23/2015 12:30:05 PM: Creating Executor
3/23/2015 12:30:05 PM: Execute: AIRM Updated 60min 170ea
3/23/2015 12:30:05 PM: Update Completed: ALSN, LastDate=3/23/2015 3:30:00 PM, O=32.285 H=32.285 L=32.14 C=32.18 V=169873 Count=27, ALSN,OHLCV
3/23/2015 12:30:05 PM: Applying Update
3/23/2015 12:30:05 PM: Clear Indicators
3/23/2015 12:30:05 PM: Creating Executor
3/23/2015 12:30:05 PM: Execute: ALSN Updated 60min 170ea
3/23/2015 12:30:06 PM: Update Completed: ALTR, LastDate=3/23/2015 3:30:00 PM, O=36.56 H=36.57 L=36.43 C=36.45 V=387425 Count=27, ALTR,OHLCV
3/23/2015 12:30:06 PM: Applying Update
3/23/2015 12:30:06 PM: Clear Indicators
3/23/2015 12:30:06 PM: Creating Executor
3/23/2015 12:30:06 PM: Execute: ALTR Updated 60min 170ea
3/23/2015 12:30:07 PM: Update Completed: ASGN, LastDate=3/23/2015 3:30:00 PM, O=38.61 H=38.64 L=38.56 C=38.588 V=45135 Count=27, ASGN,OHLCV
3/23/2015 12:30:07 PM: Update Completed: BECN, LastDate=3/23/2015 3:30:00 PM, O=30.48 H=30.55 L=30.33 C=30.46 V=95418 Count=27, BECN,OHLCV
3/23/2015 12:30:07 PM: Update Completed: CACI, LastDate=3/23/2015 3:30:00 PM, O=89.82 H=89.88 L=89.55 C=89.55 V=18904 Count=27, CACI,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AL, LastDate=3/23/2015 3:30:00 PM, O=38.96 H=38.9799 L=38.86 C=38.9 V=40564 Count=27, AL,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AN, LastDate=3/23/2015 3:30:00 PM, O=63.45 H=63.52 L=63.37 C=63.4 V=56127 Count=27, AN,HLCV
3/23/2015 12:30:08 PM: Update Completed: BWA, LastDate=3/23/2015 3:30:00 PM, O=60.76 H=60.764 L=60.54 C=60.64 V=119376 Count=27, BWA,OHLCV
3/23/2015 12:30:08 PM: Update Completed: B, LastDate=3/23/2015 3:30:00 PM, O=40.23 H=40.26 L=40.1 C=40.1 V=28029 Count=27, B,HLCV
3/23/2015 12:30:08 PM: Update Completed: CAB, LastDate=3/23/2015 3:30:00 PM, O=58.85 H=58.9 L=58.61 C=58.7 V=92371 Count=27, CAB,OHLCV
3/23/2015 12:30:08 PM: Update Completed: BCC, LastDate=3/23/2015 3:30:00 PM, O=37.55 H=37.55 L=36.97 C=37.005 V=57038 Count=27, BCC,OHLCV
3/23/2015 12:30:08 PM: Update Completed: BID, LastDate=3/23/2015 3:30:00 PM, O=42.59 H=42.81 L=42.5407 C=42.805 V=87069 Count=27, BID,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AEE, LastDate=3/23/2015 3:30:00 PM, O=42.48 H=42.51 L=42.4 C=42.5 V=258583 Count=27, AEE,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AME, LastDate=3/23/2015 3:30:00 PM, O=53.79 H=53.795 L=53.7 C=53.745 V=105628 Count=27, AME,OHLCV
3/23/2015 12:30:08 PM: Update Completed: ANF, LastDate=3/23/2015 3:30:00 PM, O=22.44 H=22.89 L=22.43 C=22.58 V=995854 Count=27, ANF,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AJG, LastDate=3/23/2015 3:30:00 PM, O=47.58 H=47.58 L=47.41 C=47.46 V=67443 Count=27, AJG,OHLCV
3/23/2015 12:30:08 PM: Update Completed: ARG, LastDate=3/23/2015 3:30:00 PM, O=105.23 H=105.52 L=105.12 C=105.23 V=118373 Count=27, ARG,OHLCV
3/23/2015 12:30:08 PM: Update Completed: BIG, LastDate=3/23/2015 3:30:00 PM, O=50.74 H=50.7799 L=50.6 C=50.65 V=42396 Count=27, BIG,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AAN, LastDate=3/23/2015 3:30:00 PM, O=28.22 H=28.22 L=28.15 C=28.16 V=38888 Count=27, AAN,OLCV
3/23/2015 12:30:08 PM: Update Completed: BRO, LastDate=3/23/2015 3:30:00 PM, O=33.23 H=33.24 L=33.06 C=33.07 V=60767 Count=27, BRO,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AIR, LastDate=3/23/2015 3:30:00 PM, O=32.97 H=33.07 L=32.85 C=33 V=25188 Count=27, AIR,HLCV
3/23/2015 12:30:08 PM: Update Completed: BRS, LastDate=3/23/2015 3:30:00 PM, O=52.5 H=52.7 L=51.295 C=52.62 V=242069 Count=27, BRS,OHLCV
3/23/2015 12:30:08 PM: Update Completed: AZZ, LastDate=3/23/2015 3:30:00 PM, O=47.05 H=47.05 L=46.6 C=46.6 V=10831 Count=27, AZZ,OHLCV
3/23/2015 12:30:08 PM: Applying Update
3/23/2015 12:30:09 PM: Applying Update
3/23/2015 12:30:09 PM: Applying Update
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3/23/2015 12:30:09 PM: Applying Update
3/23/2015 12:30:09 PM: Applying Update
3/23/2015 12:30:09 PM: Applying Update
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Clear Indicators
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: ASGN Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: BECN Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: CACI Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AL Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AN Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: BWA Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: BIG Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: ARG Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AME Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AJG Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AEE Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: BID Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: BCC Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: CAB Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: B Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: ANF Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AAN Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: BRO Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AIR Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: BRS Updated 60min 170ea
3/23/2015 12:30:09 PM: Creating Executor
3/23/2015 12:30:09 PM: Execute: AZZ Updated 60min 170ea
3/23/2015 12:30:18 PM: Build Results: ALTR Alerts: 0
3/23/2015 12:30:21 PM: Replace Alerts: ALTR Alerts: 0
3/23/2015 12:30:21 PM: Update Completed(2): ALTR (169 symbols left)
3/23/2015 12:30:21 PM: Build Results: BIG Alerts: 0
3/23/2015 12:30:22 PM: Replace Alerts: BIG Alerts: 0
3/23/2015 12:30:22 PM: Leaving Update Completed
3/23/2015 12:30:22 PM: Build Results: AIRM Alerts: 0
3/23/2015 12:30:22 PM: Update Completed(2): BIG (168 symbols left)
3/23/2015 12:30:22 PM: Replace Alerts: AIRM Alerts: 0
3/23/2015 12:30:22 PM: Leaving Update Completed
3/23/2015 12:30:22 PM: Update Completed(2): AIRM (167 symbols left)
3/23/2015 12:30:22 PM: Leaving Update Completed
3/23/2015 12:30:22 PM: Build Results: ALSN Alerts: 0
3/23/2015 12:30:22 PM: Replace Alerts: ALSN Alerts: 0
3/23/2015 12:30:22 PM: Update Completed(2): ALSN (166 symbols left)
3/23/2015 12:30:22 PM: Leaving Update Completed
3/23/2015 12:30:24 PM: Build Results: ANF Alerts: 0
3/23/2015 12:30:27 PM: Replace Alerts: ANF Alerts: 0
3/23/2015 12:30:27 PM: Build Results: AJG Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): ANF (165 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: AJG Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: BWA Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): AJG (164 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: BWA Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: BRS Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): BWA (163 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: BRS Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: CAB Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): BRS (162 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: CAB Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: AN Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): CAB (161 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: AN Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: AAN Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): AN (160 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: AAN Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: B Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): AAN (159 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: B Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: BCC Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): B (158 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: BCC Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: ARG Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): BCC (157 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: ARG Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Build Results: AIR Alerts: 0
3/23/2015 12:30:27 PM: Update Completed(2): ARG (156 symbols left)
3/23/2015 12:30:27 PM: Replace Alerts: AIR Alerts: 0
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:27 PM: Update Completed(2): AIR (155 symbols left)
3/23/2015 12:30:27 PM: Leaving Update Completed
3/23/2015 12:30:32 PM: Build Results: BECN Alerts: 0
3/23/2015 12:30:32 PM: Replace Alerts: BECN Alerts: 0
3/23/2015 12:30:32 PM: Update Completed(2): BECN (154 symbols left)
3/23/2015 12:30:32 PM: Leaving Update Completed
3/23/2015 12:30:32 PM: Build Results: AL Alerts: 0
3/23/2015 12:30:32 PM: Replace Alerts: AL Alerts: 0
3/23/2015 12:30:32 PM: Update Completed(2): AL (153 symbols left)
3/23/2015 12:30:32 PM: Leaving Update Completed
3/23/2015 12:30:32 PM: Build Results: BID Alerts: 0
3/23/2015 12:30:32 PM: Replace Alerts: BID Alerts: 0
3/23/2015 12:30:32 PM: Update Completed(2): BID (152 symbols left)
3/23/2015 12:30:32 PM: Leaving Update Completed
3/23/2015 12:30:33 PM: Build Results: ASGN Alerts: 0
3/23/2015 12:30:33 PM: Replace Alerts: ASGN Alerts: 0
3/23/2015 12:30:33 PM: Build Results: AME Alerts: 0
3/23/2015 12:30:33 PM: Update Completed(2): ASGN (151 symbols left)
3/23/2015 12:30:33 PM: Replace Alerts: AME Alerts: 0
3/23/2015 12:30:33 PM: Leaving Update Completed
3/23/2015 12:30:33 PM: Build Results: BRO Alerts: 0
3/23/2015 12:30:33 PM: Update Completed(2): AME (150 symbols left)
3/23/2015 12:30:33 PM: Replace Alerts: BRO Alerts: 0
3/23/2015 12:30:33 PM: Leaving Update Completed
3/23/2015 12:30:33 PM: Update Completed(2): BRO (149 symbols left)
3/23/2015 12:30:33 PM: Leaving Update Completed
3/23/2015 12:30:33 PM: Build Results: AEE Alerts: 0
3/23/2015 12:30:33 PM: Replace Alerts: AEE Alerts: 0
3/23/2015 12:30:33 PM: Update Completed(2): AEE (148 symbols left)
3/23/2015 12:30:33 PM: Leaving Update Completed
3/23/2015 12:30:33 PM: Build Results: AZZ Alerts: 0
3/23/2015 12:30:33 PM: Replace Alerts: AZZ Alerts: 0
3/23/2015 12:30:33 PM: Update Completed(2): AZZ (147 symbols left)
3/23/2015 12:30:33 PM: Leaving Update Completed
3/23/2015 12:30:34 PM: Build Results: CACI Alerts: 0
3/23/2015 12:30:34 PM: Replace Alerts: CACI Alerts: 0
3/23/2015 12:30:34 PM: Update Completed(2): CACI (146 symbols left)
3/23/2015 12:30:34 PM: Leaving Update Completed
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jeffjs2003

#7
I've attached the latest logs for the WL "RSI Agita" and my custom strategy for comparison. As can be seen, it appears that the my strategy is quiting before it gets through all the symbols, whereas the the WL strategy leaves only 10 behind (maybe due to no change) using the same symbols and interval.
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jeffjs2003

#8
Symbols170ea
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Cone

#9
Make sure to update the DataSet with the Data Manager before beginning for the day, and I'll take a look at this tomorrow too.
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Cone

#10
Something I noticed when setting this up for today... you've selected to load "6 [most recent] Days". These are calendar days, which includes the weekend. With seven one-hour bars per session, this setting will load a maximum of 21 bars to start the day... barely enough to initialize the RSI Agita script with the 20-period selection. And RSI one of those indicators that needs an extended seed period to "settle down".

See Help > WealthScript Programming Guide > Indicators > Stability of Indicators

That said, this shouldn't cause the "symbols left" indication...
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Cone

#11
After the 1030 update, there were "3 Symbols Left" for the DataSet given above. The symbols corresponded to lack of updates from LADR, CBS/A, and PEYUF, the latter two of which last updated at 13:30 and 14:30 yesterday, respectively. Consequently, the indication is correct. I'll post again if I see an anomaly.
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jeffjs2003

#12
Yes, "RSI Agita" seemed to be running properly, I was just using that to compare with my custom strategy to see if I got as many "symbols left" as the custom strategies, which I didn't. That's what made me think there's something wrong with my custom strategy code. I updated my Datasets as you suggested and I don't see the many "symbols left" like I did yesterday (at least for the first run). I've attached the logs for each of my two custom strategies that I'm using. I'll watch the next run in about 30min at let you know. Meanwhile, do the log files look ok? Thanks.
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jeffjs2003

#13
Attached are the latest logs from my two custom strategies. Some observations:

1. The previous run is indicated as being yesterday rather than this morning: "Last Date = 3/23/2015 1:30:00 PM Next Run = 3/24/2015 11:30:00 AM".

2. There's no indication of any execution in the logs or watching the "Action" status real-time in the Strategy Window.

3. No seconds have elapsed in the logs.

4. There's a whole bunch of "skip updates". (There should have been many updates since there're 170ea symbols in one Dataset and 276ea in the other.)
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jeffjs2003

#14
I noticed that I was disconnected from Fidelity which would, of course, account for the lack of activity. My computer must have dropped the connection during the night. I re-activated my strategies and will let you know what happens. Another thing I noticed is that when I have my two 60min interval strategies I get a "unhandled exception" error when I try to ativate the second strategy. When that happens I click "continue" and it seems to proceed ok.
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jeffjs2003

#15
The strategies are executing now but I still get "144 symbols left" and "229 symbols left" . I've attached the log files. I have to leave for a dentist appointment so I won't be able to respond for a while. I really appeciate your help. Thanks again.
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jeffjs2003

#16
The last run of today indicated "120 symbols left" for one of my custom strategies and "193 symbols left" for the other. (See attached logs.) It looks like the strategies are quiting before going through all the symbols. Also, the time-stamp still indicates one period behind in the "Last Run" and "Next Run" columns. Any ideas as to what's going on or how best to debug this? Thanks.
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Eugene

#17
QUOTE:
4. There's a whole bunch of "skip updates".

Unless I'm missing something, this is expected as the SM was running before market open.

QUOTE:
2. There's no indication of any execution in the logs or watching the "Action" status real-time in the Strategy Window.

Maybe 20-25 bars of data is really not enough to execute your Strategy as Cone pointed out in post #10?

QUOTE:
Another thing I noticed is that when I have my two 60min interval strategies I get a "unhandled exception" error when I try to ativate the second strategy.

This should not happen. Please copy and paste the error message text, then delete your Strategies and add them from scratch.
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jeffjs2003

#18
The "skip updates" problem was due to being disconnected from Fidelity. My computer must have dropped the connection during the night. I re-established the connection and the "skip updates" went away but the "XXX symbols left" problem came back.

I increased the bar count to 64 but the problem still manifests.

The error seems to only occur when the data is actively streaming when the market is open so I can't reproduce now. However, I consistently encounter this error every time I try to enable both of my strategies, so when it happens again tomorrow I'll get a screenshot of it and post it. I've tried deleting and re-applying the strategies multiple times but the problem remains.

Edit:

The error only appears when I try to activate a second strategy when one is already activated. In other words, the first strategy activates without error but when I try to activate the second strategy it hangs up. It doesn't seem to matter which order the strategies are activated, the error only comes up after either one of the two is activated. Another weird thing is that it only seems to happen on the 60min interval. If I decrease the interval to anything less than 60min then the error doesn't show up. I'll re-verify tomorrow morning that these anomalies are repeatable just to be sure.
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Cone

#19
I found something. In a nutshell, don't use 60 minute bars using the Strategy Monitor with the Fidelity Provider - and especially with symbols that are infrequently traded.

Wealth-Lab Pro's Fidelity Provider builds 60-min bars from two 30-min bars. (Note that ATP's 60 minute bars end on cardinal hours rather than on the half-hour mark as in WLP.) Observations:

1. The Strategy Monitor is doing the processing every 30m for 60m intervals (Fidelity Provider only). It's understandable why the 30 min bars arrive, but the strategy processing shouldn't occur.

2. One of the problems with #1 is that new Alerts can be generated in the Alert pane every 30m, and this can be in mismatch with the number of Alerts in the upper pane, which update only at the end of the 60m interval.

3. If a symbol is infrequently traded such that a trade doesn't occur in the second half of the hour, strategy processing is skipped for that symbol, i.e., it adds to the count of "symbols left".

Until changes can be made, you can work-around all these issue by using 30m bars, SetScaleCompressed(60), and ensuring that trades only occur on 60m intervals. Let me know if you need help modifying your strategies for that.
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jeffjs2003

#20
I think for the time being I'll switch to the 30 minute intervals and try that out while I investigate SetScaleCompressed(60). In the programming guide I found "Multi-Time Frame Analysis > Intraday/Intraday" which discusses this. Are there other reference(s) you think might be helpful?

Will "SetScaleCompressed(60)" allow me to use my strategies that have been optimized for 60min or do they need to be re-optimized for 30min?

When using "SetScaleCompressed(60)" should the interval be set 30min in the monitor (alerts post-processed)?

What does "ATP" stand for?

Could any of this explain why my status displays one-period behind?

Do you know when the 60min bar will be fixed?

Can you think of a reason why "RSI Agita" WL strategy doesn't exhibit the many "symbols left" problem?
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Cone

#21
Answers in order:

1. QuickRef, Forum, and any other script that uses the function (Search Strategy Code in the Strategy Explorer).

2. SetScaleCompressed is just a way to evaluate indicators in a higher time frame when the chart's base interval is a lower time frame. If you modify the rest of the script correctly, the results should be identical... but since you're unfamiliar with the use of this function, I think you better ask for help.

3. The interval can be any that evenly divides into 60 for which you want script/trade processing to occur. (60) just means that you want to evaluate indicators in the 60 minute time frame.

4. Active Trader Pro

5. No, but the Strategy Monitor is clearly deficient for running Strategies in 60m intervals.

6. No. As of this minute, Fidelity doesn't even know of the problem yet.

7. Different DataSet? It depends on the number of illiquid symbols. See #3 in my previous post.
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kcbars

#22
Hello. I only run 1 minute strategies during the day, using Fidelity, and I've noticed that no matter if I'm running a strategy with 5 or 50 symbols, it always show some number of "symbols left" when the cycle completes. I'll attempt to attach a 3 minute log with a strategy running 15 symbols. If I'm understanding correctly, is this due to a price not changing during the update? Thanks.