Alerts not triggered - Wealth Lab Forum

Alerts not triggered

Author: snagaraj

Creation Date: 8/13/2009 3:20 PM

Wealth Lab » Wealth-Lab Developer/Pro » Alerts not triggered

snagaraj

8/13/2009 3:20 PM

Hi:

I am running WLP 5.4 on a 64-bit Vista.
While monitoring custom-built strategies with streaming data (From Fidelity), I do not getting any alerts during the trading day. However, when I run the same strategies with the Chart window on the stocks during the day, I do get a buy-sell signal.

I believe this may be a simple understanding of the functionalities/data flow.
Any help is appreciated.

Thanks,
Sri

Eugene

8/13/2009 3:38 PM

Are your custom strategies using AtClose orders?
Are there enough bars loaded when adding the strategy to the Strategy Monitor?

Cone

8/13/2009 3:57 PM

How many stocks are in the DataSet that you're monitoring?
What is the interval?
Is your computer clock accurate?

snagaraj

8/13/2009 4:19 PM

Hi Eugene:

Thanks for the reply.

One newbie bug I discovered is that I was using "Bars.Count-1" for my data loop, i.e.
for(int bar = 20; bar < Bars.Count-1; bar++)

Fixing this to
for(int bar = 20; bar < Bars.Count; bar++)
should trigger alerts now, I guess.

So, I was really passing "bar" to my orders, instead of "bar+1".

In response to your questions,
(1) The strategies simply use BuyAtMarket(bar+1), ShortAtMarket(bar+1) and ExitAtMarket(bar+1) orders only.
(2) I believe there are enough bars loaded, it does tell me there were historical trades

snagaraj

8/13/2009 4:25 PM

I am using two datasets, six stocks in total
Interval is 1 minute data (10 days of historical tick data for each stock)
On the computer clock, No, I have not synced this to the minute,
please let me know where I can find notes on syncing this with the streaming data.

Thanks a lot.

Cone

8/13/2009 4:31 PM

Perfect synch is not too important, but if you synch to internet time, it will be just fine.

For sure the problem was stopping your loop 1 bar too early, but that means you were not using the same Strategy that was creating Alerts in a Chart Window like you indicated in the first post.