WLPro 6.2 issues
Author: Sammy_G
Creation Date: 6/26/2011 8:28 PM
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Sammy_G

#1
During the past 3-4 days that I had WL Pro 6.2 installed (upgrade from 6.1), I noticed the following problems:
- Memory usage was an issue. Some of my rotation strategies that used to run comfortably in v6.1 couldn't run in 6.2, kept giving 'Out of Memory Exception' error. Even with all Performance Visualizers disabled. And I wasn't even using the Combo mode. Don't know what's the root cause - is 6.2 creating too many dataseries, not flushing out unneeded stuff, not using cached indicators, etc.?
- Some strategies that worked flawlessly in 6.1 kept giving 'Index out of Range' error. Extensive testing localized it to a place in the code where Synchronize was being used to synch a higher-time-frame indicator to the base scale.
- 6.2 seems to be less tolerant of inactive symbols as frequently a strategy would run OK on most symbols in the dataset but would throw an error for an inactive symbol. I wonder if this is in some way related to synchronization?
- Some strategies threw an error that was something like 'MinDate must be lower than MaxDate' and referrred to the Portfolio Inspector. The correct logic in the code should actually be MinDate <= MaxDate as, for example, for very recent IPOs with limited data when using a higher (monthly) scale the MinDate will be the same as MaxDate.

After I reverted back to 6.1, all of my strategies are working normally again.
*/

To the Developers:
I hope I have provided some useful info and some/all issues will be fixed by the next upgrade. Since I have already downgraded from 6.2 to 6.1, I won't be able to do any more testing to help out further, though I wish I could, sorry.
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Eugene

#2
QUOTE:
- Memory usage was an issue.

Wealth-Lab continues to use cached indicators, creates as much DataSeries as your strategy tells it to, and the Garbage Collector is still here by virtue of .NET. Don't forget that your strategy is also an important part of the equation, and as such it shouldn't be considered immune, localizing the issues to the WL version.
QUOTE:
where Synchronize was being used

Synchronize might have a flaw as calling Synchronize drops the NamedSeries collection, and the developers need to have a close look at this code branch.
QUOTE:
- Some strategies threw an error that was something like 'MinDate must be lower than MaxDate' and referrred to the Portfolio Inspector.

This error message, although coming from the visualizer (Portfolio Inspector), sounds like an unhandled exception. This might happen on some unexpected data input but without a reproducible test case it's guesswork.
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Cone

#3
QUOTE:
Extensive testing localized it to a place in the code where Synchronize was being used to synch a higher-time-frame indicator to the base scale.
Providing the names of specific indicators, symbols, data loading settings, and scaling function used would help.

Without details, it's sort of like looking through a straw to find something - you know it's out there, but you've got to look in a lot of place first.
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TrendCatcher

#4
All I can say, we were doing well with 6.1
Also this is the second disappointment after losing the 4.5 (as end users and not programmers).
I think, the 6.2 is a premature roll out.
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Eugene

#5
If you have something to prove your claims and clear the vagueness by providing details, details and more details (here's a memory refresher: "some strategies are not running with 6.2 upgrade", "application is freezing", the WSTL translation that works for us but not for you), it would certainly be welcome here. Since you have not provided any proof or details a single time, there's nothing to work with.
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Sammy_G

#6
Sure, Cone. Let me see if I can help further.

Re:Synchronize
The strategy is a rotation strategy, runs on my ETF dataset. Base scale is Daily, Date Range 6 years. The problem indicators were weekly MACD indicators created using the MACDEx Community Indicator (MACDEx, MACDEx_Signal, MACDEx_Histogram) and later synched to the daily scale after RestoreScale. If I blocked out the entire code section where they were being synched to the daily scale, only then would the script would run in 6.2, o/w it caused an Index OOR error. Note that creation of the indicators in the weekly time frame was OK, its the synching that tripped 6.2.

The strategy runs just fine in 6.1.
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thetraderman

#7
I also downloaded the new version 6.2.34 and I found something weird happening which I did not see in the previous version. While the script is running for some reason WL disables it temporarily for no apparent reason. In other words my indicators disappear as if I never ran the script, then all of a sudden on the next bar it all comes back. Has anyone else seen this problem? My concern is if I am in a middle of a trade will the trade resume properly?

Thanks.
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Eugene

#8
It doesn't have anything to do with version number. One of your indicators has a sudden Double.NaN (not a number) value in it.
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Sammy_G

#9
Suggestion to Developers: Consider using some beta-testers before releasing updates. Atleast for the mandatory ones, if not all. Luckily, 6.2 wasn't a mandatory update o/w there would have been a lot of unhappy Fidelity customers.
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Cone

#10
Do we have a tickets (with the details) for each of the issues that you want us to investigate?
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jalalfeghhi1

#11
Cone, Eugene,
I have noticed the following two issues:

1- When I open a chart and attach my strategy, the Performance tab does not show up. I have to open a new chart, open my strategy again, and this time the Performance tab shows up. This is true for out-of-the-box strategies too, not just mine.

2- Under Tools->Advanced Options, "Save the following items with a strategy..", I enable all the boxes. Next time that open my strategy, they are not saved.

-J
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Eugene

#12
QUOTE:
1- When I open a chart and attach my strategy, the Performance tab does not show up.

I couldn't reproduce this in Developer 6.2 x64, opening "Moving Average Crossover" from a blank Yahoo! chart. Can you provide more details to help reproduce?
QUOTE:
Next time that open my strategy, they are not saved.

You need to save the strategy after enabling them. And there's an exception in the User Guide that says:
QUOTE:

These settings are overridden when opening Strategy Windows a Workspace or launching a Strategy window from tools such as the Strategy Monitor or Rankings.
Does this apply?
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jalalfeghhi1

#13
Eugene, thanks. What do you mean "You need to save the ..."? How do I save? I open a new chart and click on "open strategy". You mean I should click on "Save as"?

-thx, J
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Eugene

#14
These settings are saved with Strategies; consequently, to be restored your Strategy's XML file has to be saved first.

Or you're specifically talking about the "blank chart, open Strategy" case?
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Cone

#15
In reality, these options are always saved when you "Save" or "Save As". Whether or not they are applied depends on the preferences.

Consequently
1. Set up your Sizing, Scale, Symbol, etc.
2. Save or Save As
3. Close the Strategy Window
3a. For a test, open another chart window and change all the settings you made in #1.
4. Verify your Advanced preferences
5. Open the Strategy you saved in #2

-> You'll see that the window opens with the selections at the time you saved the strategy.
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jalalfeghhi1

#16
Eugene, Cone, thanks for your follow up. This is very strange. I have the latest version of wlp installed on my laptop and desktop. WLP on desktop works just as you described; WLP on laptop continues to behave as I described. I have no explanation for it.

-Best, J
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Cone

#17
I'm using a laptop, so that's not it! ... maybe it works because it's on my desk? Try taking it off your lap :)

Seriously, I wouldn't have an explanation either other than for some reason the parameters are not being saved with the strategy. Try starting over by copying to a fresh Strategy Window, save, ..
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jalalfeghhi1

#18
:-)
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