Strategy doesn't run in SM on set time
Author: hankt
Creation Date: 1/9/2013 7:11 PM
profile picture

hankt

#1
I have 2 strategies live in the strategy monitor. One has "Use Preferred Strategy Parameter Values assigned in Optimization" checked on and the other does not.

The one with this checkbox ticked can be set to run exactly as I want for time. Set execution time to 06:30 and it happens. The other cannot tell what day it is in. If I run it manually, it says the next run is 06:35 again today - although that time has passed.

I have no timezone settings in either strategy (is that even possible?) and if I tick "Use Preferred Strategy Parameter Values assigned in Optimization" on the second strategy, it's time can be set to run as desired.

Time for the user of software is most likely to be in their own localized settings, right? My computer is set to UTC+8 - correct for Hong Kong.
profile picture

hankt

#2
Forget my last "fix" - I still can't get the second strategy to fire at a logical time (future date) based on local time.

See screen prints attached.

https://dl.dropbox.com/u/58843243/Screen_Prints20130110.docx

profile picture

Eugene

#3
QUOTE:
See screen prints attached.

Sorry, I don't have MS Office and won't be looking at PDFs and DOCXs for screenshots. Our revamped forum should have the ability to include screenshots, but so far you could do it in a traditional manner -- by uploading to an image hoster. Here's the simplest way using snag.gy:

To post an image, press Alt and Prt Scrn, then visit Snag.gy and simply paste it like the page instructs you to. Next, obtain the direct link by appending "i." to the URL as follows: "http://snag.gy/image.jpg" becomes "http://i.snag.gy/image.jpg" (without quotes). Finally, paste the direct link to the full-size image between a pair of IMG tags (you should see a pane with "...LINK, QUOTE, CODE, IMG" buttons when adding a new post).
profile picture

Eugene

#4
QUOTE:
If I run it manually, it says the next run is 06:35 again today - although that time has passed.

If you ran it manually, starting from WL 6.4 it will deactivate itself and will not run again. Consequently, "next run time" is not applicable to it. You will have to activate the strategy manually for it to function normally.

Hope this helps.

P.S. Make sure to not select "Run this Strategy Now" immediately after clicking "Activate" -- otherwise the Strategy stuck in "Run Once beginning..."
profile picture

hankt

#5
I know that the running manually will deactivate the strategy. I have had my crippled wealth-lab running strategies live for several months.

When the strategy is deactivated it has another time on it...I hadn't brought that issue up yet.

Sorry, I didn't realize you applicationally challenged. Neither word nor pdf are difficult to learn though and it is early in 2013 - add to your resolutions!

A word doc allowed all screen shots in one easy to move file and share file.

Drop box is a hosting service BTW.

Here are the screen shots:
https://dl.dropbox.com/u/58843243/strategy_after_manual_run.jpg
https://dl.dropbox.com/u/58843243/strategy_after_activation.jpg
https://dl.dropbox.com/u/58843243/strategy_settings.jpg
https://dl.dropbox.com/u/58843243/adjusting_time_to_GMT17_30.jpg
https://dl.dropbox.com/u/58843243/strategy_after_activation_post_adjustment.jpg

Thanks,

Hank
profile picture

hankt

#6
You like that?

"Last run at 07:00"

after "reactivation" due to not running today:

"Next run at 06:30" the same day....
profile picture

Eugene

#7

This is an ASCII DataSet. ASCII is not supported in the Strategy Monitor. By its very nature, ASCII (Metastock, WL4 and a number of other providers) data can not support on demand updates, it is incompatible with the Strategy Monitor, will not update on a by interval basis, and should not be employed there at all.

This explains the effects you're noticing. Choose a different data provider for your SM strategies -- one that supports on demand data updates like Yahoo!, BBFree etc.

That's it.

P.S.
QUOTE:
Sorry, I didn't realize you applicationally challenged. Neither word nor pdf are difficult to learn though and it is early in 2013 - add to your resolutions!

:) Nice joke. But it's absolutely not about learning.

It is much more welcome to a suppoter if users choose lightweight and built-in MS Paint to save in a lossless, clear and small PNG format and then upload it to imageshack.us (w/o registration) or to snag.gy with a single strike of Ctrl-V.

Preferring lossy and blurry JPEG/GIF (or a huge BMP), packing it in a document of a proprietary format (causing headache to the folks using OpenOffice), and uploading it on a file hoster is way more complicated and suboptimal.
profile picture

hankt

#8
The strategy before this one creates the ASCII dataset.

You might recall from some of our earlier interactions, I trade across markets and allocate trades as a percent of equity - thus I can't use an external data provider. I have had to create a dataset in a single currency to accomplish my goal.

What does the dataset have to do with TIME SCHEDULE OF THE RUN???

This was all working fine until about a week and a half ago. The only difference is that I upgraded some of the community components.

I can do png formatting in the future.
profile picture

hankt

#9
Eugene,

Just so that you are clear, an image is a file and snag.gy is a file hoster.

"uploading it on a file hoster is way more complicated"

Dropbox (or Google doc sharing) is no different except I do not need to open a web page. I just save the image directly into the synchronized directory on my pc.

Ever since we moved out of the 8.3 world I have endorsed meaningful file names, both in professional/contracted work and in my own. Thus the process to me is just as easy for you using snag.gy (which is a very nice service and just as free as your first 5gb of Dropbox use!).

Thus if we are going to exchange png files(rather than the lossy jpegs automatically created via pasting into snag.gy), my way is actually easier.

[rant]
This is all not to mention that I try to not to support anything in java. It is becoming more difficult, but the refusal of java to adhere to windows standards of user interface specifications drives me nuts!
[/rant]
profile picture

Eugene

#10
QUOTE:
What does the dataset have to do with TIME SCHEDULE OF THE RUN???

I can tell for sure that "Use Preferred Strategy Parameter Values..." has absolutely nothing to do with this.
QUOTE:
This was all working fine until about a week and a half ago.

Blame it on the New Year. Might be some of the Santa Claus wonders? ;)

On a serious note, I just ran the same strategy on ASCII Daily data with PVs activated/deactivated. Both triggered on time BUT actually ran 5 minutes past their scheduled Execute time. For those 5 minutes, strategies were stuck in red. After timeout, the SM determined that symbols were not updated in time and proceeded to executing the strategy on the DataSet. (Of course they can not be updated in time -- it's ASCII data that does not support on demand data updates!)

I guess all you have to do is wait for 5 minutes, which is unimportant with Daily bar scale. Hope that helps.
profile picture

hankt

#11
I can't get a time setting that, once I click "Activate" will allow the strategy to be executed on the next business day! Let alone getting it re-schedule to run after the strategy that has created the ASCII dataset!!!

If I choose a run time of 06:30 am, the strategy says next run time 7:30pm today after I am done changing the settings, click "OK" and am looking at the Strategy Monitor. If I click "Activate Strategy" that time changes to 06:30 this morning which is 10 hours ago.

If I set it to 17:30 the next run time says 06:30 1/12/2013 (Saturday morning) after I am done changing the settings. If I then click "Activate Strategy" the time changes to today at 5:30 pm (in one hour).

The times are different for both strategies even if I set the for the same run time and click "Activate Strategy."

This has been fine since November when both the strategy that creates the ASCII dataset and the follow on trading strategy went live.

THE WALK THROUGH

When I click on "Change Settings" on the strategy that creates the ASCII dataset it shows "Market Close: 23:59 GMT 08:00:00"


Next I click "OK" and am looking at the Strategy Monitor. Things look copasetic for that strategy, right?


Now I click on "Activate Strategy" and...


Everything turns out OK; it is ready to go for Monday morning.

When I click on "Change Setttings" on the strategy which runs against the dataset it shows "Market Close: 23:59 GMT -05:00:00"
and the "Execute Local" = 19:30 GMT 08:00:00



I click OK and look at it in the strategy Monitor and it shows:


And, after I click "Activate Strategy" this is the new "Next Run" date and time:



If I set it to 17:30 the next run time says 06:30 1/12/2013 (Saturday morning) after I am done changing the settings. If I then click "Activate Strategy" the time changes to today at 5:30 pm (in 25 minutes from now).

The importance is that one of my markets opens shortly after that scheduled run time. I have my dataset updates set to run just at my 04:00 (China Standard Time) in order to do a single update and get global post market prices in one run.
profile picture

Eugene

#12
The two data providers (BBFree and ASCII) have a difference with regard to time zone they are operating in by virtue of different MarketInfo settings. Neither BBFree nor ASCII have any means of determining the time zone. However, BBFree defaults to the current time zone (UTC+8 in your case) while ASCII defaults to Eastern Standard Time in the similar situation.

To stress this once again: the ASCII provider is not designed to be compatible with the Strategy Monitor i.e. receive and process data updates, by its nature. While it may work there, we take no responsibility if it doesn't work properly. Thanks.
profile picture

hankt

#13
OK, how else might I build in multiple currency & multiple market support?

You might recall that my account is in HKD and I trade Asia markets - primarilly equities.

I would prefer to do the currency conversion at the time of sizing so that my alerts all came in using the native currency of the executing exchange.

I also need to rework for exchange defined lot sizes and last price defined spreads for both backtesting and alert/order creating from the Strategy Monitor.

The answer to all is probably a security master. I can't think of a better way to know that some stocks on the Singapore exchange trade in SGD and some in USD and that I need to allocated capital to each asset in the portfolio as a percent of HKD?

Once you move out of one currency (the USDonut environment!) things get a bit more detailed.
profile picture

gregoryfisher

#14
I am having the same trouble with Strategy Monitor. I have strategies set to run at 6:30 and they don't run many days. This problem started happening when I upgraded to 6.4 from 6.3. Lots of other reliability issues and crashes. Recommendation is to move to 64 bit windows with as much RAM as possible. Very frustrating I know.
profile picture

Eugene

#15
Hank is having a presumably different question due to the use of ASCII provider (which isn't directly comparable to the Fidelity static provider, built with streaming updates and the SM in mind).


At the risk of repeating the same verdict here, in Support portal, and in email, our answer will not change:

It has been determined that your 32-bit system with only 2Gb RAM is not sufficient with the tasks you're accomplishing. Your out of memory exceptions will go away after installing more RAM + and moving to 64-bit Windows + and switching to 64-bit Wealth-Lab. That's it.
profile picture

Eugene

#16
P.S. The SM in WLP 6.3 should probably not be directly compared to 6.4 as far as the Fidelity provider is concerned. First, the move to .NET 4.0 framework with new memory management, and then, the all-new behavior of the Fidelity provider in the SM due to streaming bar updates (exclusive to WLP so far).
profile picture

gregoryfisher

#17
you know obviously you did not read what I said. Aside from the crashes the strategies that are set to run at specific time are not running. That's in addition to the other issues. I have escalated this to Fidelity and they were using 64 bit Windows 7 and they are seeing the same issues. Maybe you should stop trying to defend and start looking how to fix these issues.