Alerts for Intraday strategy on .RUT (Fidelity index symbol) are not generated
Author: duncan.heinz
Creation Date: 5/1/2013 11:13 AM
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duncan.heinz

#1
I'm trying to figure out why I can't generate a trading alert for intraday bars. For instance, I loaded the Russell 2000 index (.RUT) in the chart pane, opened the "Active Trader 2010 - 01 Intraday False Breakout System" from Breakouts, and started streaming the results at market open this am. The chart shows a buyAtMarket would be initated at 0933 and SellAtMarket at 1003. Would this/should this generate an alert? If the issue is that I can't trade an index and therefore no alerts are generated, if I modify the code to SetContext to a different symbol that I can trade, will that generate an alert?
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Eugene

#2
Be they intraday or daily, Alerts are notifications for an order to be placed in the market for the next bar. By the time you noticed that two trades appeared on the chart, it's too late. Alerts do not refer to any historical trades created by a Strategy (e.g. the position that had been taken by the system at 09:33, and exited at 10:03). Eventually, this particular system will again generate an alert which you will notice in the Alerts view.
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duncan.heinz

#3
Thanks Eugene--this would mean that the "Alert" would only be active for 1 minute or less, Yes?
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duncan.heinz

#4
Eugene,

I wrote code to simply buy a specific symbol at a specific time and then sell it at some specified time later. See code below:

CODE:
Please log in to see this code.


The alert for both the buy and sell triggered on the chart but not on the Strategy Monitor. I made sure to save the code with time changes, close it out, then add the strategy in the Strategy monitor and make sure it was activated. The Strategy monitor shows it entering the streaming thread after the alert on the Chart page sounds, then exits thread and shows next run in one minute but no alert appears below. Show alerts for all strategies is boxed. Trades are going to a paper account.

Signed,
Stumped....
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Eugene

#5
QUOTE:
this would mean that the "Alert" would only be active for 1 minute or less, Yes?


For 1 bar only, whether it's a 1-minite bar or Daily bar etc.

QUOTE:
The alert for both the buy and sell triggered on the chart but not on the Strategy Monitor.


Everything works for me. Assuming the time specified is actual i.e. not in the past, and your position sizing isn't filtering out trades. Try switching to Raw Profit 1 share, tweaking the time in your code again, reload the Strategy in the SM, right-click on it, enable item logging, and when the time comes, copy/paste the short log here.
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duncan.heinz

#6
Ok. Code was modified to Buy at 1335 and Sell at 1340. Code was saved and chart closed. Reloaded strategy in SM, enabled logging and got the following:

5/1/2013 1:30:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:30:00 PM: Entering Monitor Thread
5/1/2013 1:30:50 PM: All Updates Returned
5/1/2013 1:30:50 PM: Item Processing Completed
5/1/2013 1:30:50 PM: Calculating NextRun...
5/1/2013 1:30:50 PM: NextRun set to 5/1/2013 1:31:00 PM
5/1/2013 1:30:50 PM: Refreshing Item in GUI
5/1/2013 1:30:50 PM: Calculating NextRun...
5/1/2013 1:30:50 PM: NextRun set to 5/1/2013 1:31:00 PM
5/1/2013 1:30:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:31:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:31:00 PM: Entering Monitor Thread
5/1/2013 1:31:50 PM: All Updates Returned
5/1/2013 1:31:50 PM: Item Processing Completed
5/1/2013 1:31:50 PM: Calculating NextRun...
5/1/2013 1:31:50 PM: NextRun set to 5/1/2013 1:32:00 PM
5/1/2013 1:31:50 PM: Refreshing Item in GUI
5/1/2013 1:31:50 PM: Calculating NextRun...
5/1/2013 1:31:50 PM: NextRun set to 5/1/2013 1:32:00 PM
5/1/2013 1:31:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:32:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:32:00 PM: Entering Monitor Thread
5/1/2013 1:32:50 PM: All Updates Returned
5/1/2013 1:32:50 PM: Item Processing Completed
5/1/2013 1:32:50 PM: Calculating NextRun...
5/1/2013 1:32:50 PM: NextRun set to 5/1/2013 1:33:00 PM
5/1/2013 1:32:50 PM: Refreshing Item in GUI
5/1/2013 1:32:50 PM: Calculating NextRun...
5/1/2013 1:32:50 PM: NextRun set to 5/1/2013 1:33:00 PM
5/1/2013 1:32:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:33:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:33:00 PM: Entering Monitor Thread
5/1/2013 1:33:50 PM: All Updates Returned
5/1/2013 1:33:50 PM: Item Processing Completed
5/1/2013 1:33:50 PM: Calculating NextRun...
5/1/2013 1:33:50 PM: NextRun set to 5/1/2013 1:34:00 PM
5/1/2013 1:33:50 PM: Refreshing Item in GUI
5/1/2013 1:33:50 PM: Calculating NextRun...
5/1/2013 1:33:50 PM: NextRun set to 5/1/2013 1:34:00 PM
5/1/2013 1:33:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:34:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:34:00 PM: Entering Monitor Thread
5/1/2013 1:34:50 PM: All Updates Returned
5/1/2013 1:34:50 PM: Item Processing Completed
5/1/2013 1:34:50 PM: Calculating NextRun...
5/1/2013 1:34:50 PM: NextRun set to 5/1/2013 1:35:00 PM
5/1/2013 1:34:50 PM: Refreshing Item in GUI
5/1/2013 1:34:50 PM: Calculating NextRun...
5/1/2013 1:34:50 PM: NextRun set to 5/1/2013 1:35:00 PM
5/1/2013 1:34:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:35:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:35:00 PM: Entering Monitor Thread
5/1/2013 1:35:50 PM: All Updates Returned
5/1/2013 1:35:50 PM: Item Processing Completed
5/1/2013 1:35:50 PM: Calculating NextRun...
5/1/2013 1:35:50 PM: NextRun set to 5/1/2013 1:36:00 PM
5/1/2013 1:35:50 PM: Refreshing Item in GUI
5/1/2013 1:35:50 PM: Calculating NextRun...
5/1/2013 1:35:50 PM: NextRun set to 5/1/2013 1:36:00 PM
5/1/2013 1:35:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:36:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:36:00 PM: Entering Monitor Thread
5/1/2013 1:36:50 PM: All Updates Returned
5/1/2013 1:36:50 PM: Item Processing Completed
5/1/2013 1:36:50 PM: Calculating NextRun...
5/1/2013 1:36:50 PM: NextRun set to 5/1/2013 1:37:00 PM
5/1/2013 1:36:50 PM: Refreshing Item in GUI
5/1/2013 1:36:50 PM: Calculating NextRun...
5/1/2013 1:36:50 PM: NextRun set to 5/1/2013 1:37:00 PM
5/1/2013 1:36:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:37:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:37:00 PM: Entering Monitor Thread
5/1/2013 1:37:50 PM: All Updates Returned
5/1/2013 1:37:50 PM: Item Processing Completed
5/1/2013 1:37:50 PM: Calculating NextRun...
5/1/2013 1:37:50 PM: NextRun set to 5/1/2013 1:38:00 PM
5/1/2013 1:37:50 PM: Refreshing Item in GUI
5/1/2013 1:37:50 PM: Calculating NextRun...
5/1/2013 1:37:50 PM: NextRun set to 5/1/2013 1:38:00 PM
5/1/2013 1:37:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:38:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:38:00 PM: Entering Monitor Thread
5/1/2013 1:38:50 PM: All Updates Returned
5/1/2013 1:38:50 PM: Item Processing Completed
5/1/2013 1:38:50 PM: Calculating NextRun...
5/1/2013 1:38:50 PM: NextRun set to 5/1/2013 1:39:00 PM
5/1/2013 1:38:50 PM: Refreshing Item in GUI
5/1/2013 1:38:50 PM: Calculating NextRun...
5/1/2013 1:38:50 PM: NextRun set to 5/1/2013 1:39:00 PM
5/1/2013 1:38:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:39:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:39:00 PM: Entering Monitor Thread
5/1/2013 1:39:50 PM: All Updates Returned
5/1/2013 1:39:50 PM: Item Processing Completed
5/1/2013 1:39:50 PM: Calculating NextRun...
5/1/2013 1:39:50 PM: NextRun set to 5/1/2013 1:40:00 PM
5/1/2013 1:39:50 PM: Refreshing Item in GUI
5/1/2013 1:39:50 PM: Calculating NextRun...
5/1/2013 1:39:50 PM: NextRun set to 5/1/2013 1:40:00 PM
5/1/2013 1:39:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:40:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:40:00 PM: Entering Monitor Thread
5/1/2013 1:40:50 PM: All Updates Returned
5/1/2013 1:40:50 PM: Item Processing Completed
5/1/2013 1:40:50 PM: Calculating NextRun...
5/1/2013 1:40:50 PM: NextRun set to 5/1/2013 1:41:00 PM
5/1/2013 1:40:50 PM: Refreshing Item in GUI
5/1/2013 1:40:50 PM: Calculating NextRun...
5/1/2013 1:40:50 PM: NextRun set to 5/1/2013 1:41:00 PM
5/1/2013 1:40:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:41:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:41:00 PM: Entering Monitor Thread
5/1/2013 1:41:50 PM: All Updates Returned
5/1/2013 1:41:50 PM: Item Processing Completed
5/1/2013 1:41:50 PM: Calculating NextRun...
5/1/2013 1:41:50 PM: NextRun set to 5/1/2013 1:42:00 PM
5/1/2013 1:41:50 PM: Refreshing Item in GUI
5/1/2013 1:41:50 PM: Calculating NextRun...
5/1/2013 1:41:50 PM: NextRun set to 5/1/2013 1:42:00 PM
5/1/2013 1:41:50 PM: Leaving Streaming Filter Monitor Thread
5/1/2013 1:42:00 PM: Launch Monitor Thread for Streaming Updates
5/1/2013 1:42:00 PM: Entering Monitor Thread
5/1/2013 1:42:50 PM: All Updates Returned
5/1/2013 1:42:50 PM: Item Processing Completed
5/1/2013 1:42:50 PM: Calculating NextRun...
5/1/2013 1:42:50 PM: NextRun set to 5/1/2013 1:43:00 PM
5/1/2013 1:42:50 PM: Refreshing Item in GUI
5/1/2013 1:42:50 PM: Calculating NextRun...
5/1/2013 1:42:50 PM: NextRun set to 5/1/2013 1:43:00 PM
5/1/2013 1:42:50 PM: Leaving Streaming Filter Monitor Thread

Again, the alert appeared on the Chart but no alert on the SM page.
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Eugene

#7
Everything seems OK. Have you made sure that selected position sizing in the SM does not prevent the entry (e.g. 100% equity)? Is it 1 share in Raw Profit mode?
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duncan.heinz

#8
I will run again this am but, yes. I right click on the Strategy on the SM page, select Change Settings and have the following:

Account: Paper Account 1; Data Range: 2 days; Position Size: 1 share(RP); Scale: 1 Minute; Trade Type: blank.
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duncan.heinz

#9
Set it up to trade in my broker account this am. Buy $1000 of IVW (no trade costs for this ETF) at 935 and sell at 940. Let's see what happens.
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duncan.heinz

#10
No alert. No Trade. Talked to Alex this am and Shawn called me back later. He indicated that about 1/2 dozen folks have issues with intraday alerts. Should I fill out a support ticket?
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Cone

#11
No need for a ticket, I'll follow up during market hours on Friday. Thanks.
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Eugene

#12
Perhaps Fidelity data might be the clue; worked fine for me with Google data.
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Cone

#13
If there's a problem, it's not easily duplicatable. I'm running a "Always Alert" strategy on 3-min bars of the Dow 30 stocks (actually the Dow 29 because I forgot to replace KFT in this DataSet). I'm getting 29 alerts as expected on each run, every 3 minutes.

Okay, here's where the problem may be - the Alert pane may is not refreshing by itself. Looking at this now.
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Cone

#14
Well, the "no auto refresh" of alerts is a side-effect of using a DataSet with an invalid symbol. The refresh eventually occurs when the S. Monitor "gives up" on getting updates for the bad symbol at 20 seconds before the next interval. At this time the next run is calculated and displayed too.

After replacing the bad symbol, I'm not seeing any problems at all.

---
I just glanced at the log posted above and noticed that the symbol isn't updating until 50 seconds past the interval. This indicates to me that either the system clock is inaccurate by about 1 minute or that the data is not being received at all. 50 seconds out of synch is pretty bad, and, if you're using 1-Minute bars as it appears, it would be enough for the S. Monitor never to be able to complete its run.

First check that your system clock is synched to internet time. If it is, then there appears that there may a problem with receiving the data in the S. Monitor for some reason.
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innertrader

#15
Was this issue ever resolved?

I just started using an intraday trading strategy for the first time and can't get it to generate alerts. LIke ducan.heinz, if I stream to an open strategy window it annotates trading signals, but no alerts. This, of course means I have to stay in front of my desktop screen to see when to trade (as opposed to getting email alerts).

I have read through this thread and am using:
- 3 min bars
- RAW mode 1 contract
- Streaming active
- Fidelity data
- System clock synced to Internet time
- SYmbol is .RUT

It sounds like from the thread you believe this should work. Any suggestions or things you would like me to try to troubleshoot?
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Eugene

#16
Well, you're in a thread from 2013 so I guess if there had been an issue it was resolved. In 99% cases the culprit of not getting alerts is found among this list of things to check:

FAQ | Strategies and WealthScript > (scroll down to) Alerts are not triggered.
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innertrader

#17
I took a look at the list:

- Signal is happening at bar+1
- Using AtMarket Buy/Sll Short/Cover
- Didn't understand the premature loop issue, but here's mine
CODE:
Please log in to see this code.

- Running in RAW mode
- Taking 1 position (.RUT ~$1,500) in $100,000 account
- Don't see the Preferences setting referenced but in mine only checkbox enabled is interest / margin in Backtest settings

So it seems none of these apply to my situation. What's next?
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Eugene

#18
1. Let's inspect your strategy code for peeking issues and other inaccuracies.
2. What is the data loading range?
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innertrader

#19
CODE:
Please log in to see this code.

QUOTE:
2. What is the data loading range?

I am using a 10 day timeframe, if that's what you mean.
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Eugene

#20
I felt a little suspicious about this threadjacking (and necroposting) - should've asked to start a new thread instead. Topic starter was probably having a St.Mon./streaming data issue.

So, your code looks correct to me, Signal is happening at bar+1 (according to your report), the data loading range is OK - the issue may be an email problem (e.g. email set up incorrectly).
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innertrader

#21
Email works fine when I run Test Email upon setting up. Also been getting alerts for daily strategies. Also, alert not appearing in Alert window.

Can you run my code on Fidelity data .RUT and confirm you can get intraday alerts with 3 min bars?
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Cone

#22
Confirmed. With this slightly modified script (only avoids unnecessary TimeOfDay conversions and allows you to easily change the End of Day time in one place), you'll see that you get an alert to Cover at the end of yesterday.

Note!
1. I modified the time to 15:57 so that the signal is triggered on the last bar of the intraday chart, so that you can test it.
2. Nonetheless, to get an email alert from an intraday Strategy you must enable Streaming and enable the "Auto Email" button on the Alert tab's toolbar.

CODE:
Please log in to see this code.
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innertrader

#23
@Cone

Thanks. Did you get email alert?

Email alerts are enabled. Test email works fine.

I am watching today and got trade signal on chart correctly intraday. No email.

What do I do to turn on streaming? Is it sufficient to log in and have an active intraday strategy? Or do I need to open chart window and select "Stream" button in lower right corner?
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Eugene

#24
QUOTE:
Is it sufficient to log in and have an active intraday strategy?

No. You will not get any Alerts this way.

QUOTE:
Or do I need to open chart window and select "Stream" button in lower right corner?

Yes. Log in and select "Stream". Note that Alerts do not refer to any historical trades created by a Strategy.

QUOTE:
What do I do to turn on streaming?

Please find answers to basic questions like this in the Wealth-Lab User Guide > Charting > Streaming Charts.
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Cone

#25
QUOTE:
Is it sufficient to log in and have an active intraday strategy?
I think you're talking about the S. Monitor. If so, you have to enable Email Alerts in the Activation Settings for the Strategy item.

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innertrader

#26
Thank you @Cone. As I have already noted:

1. Email box referenced is checked
2. Test email works (sent from email setup)
3. I have regularly received email alerts for other strategies that were based on daily bars
4. I have RAW and 1 contract selected
5. Streaming is enabled as indicated at bottom of mail window for .RUT
6. Strategy is active in Strategy window
7. WL asks me to login (which I do) when I start it up (presumably because it knows I have an active intraday strategy)
8. If I run the strategy in a strategy window it correctly indicates Buy / Sell signal for strategy but also *does not* generate trade alerts
9. I have never run and intraday strategy before so I don't know if there's some subtlety I'm missing

I want to send screenshots to confirm above, but I have to figure out best way to capture a readable image from multiscreen monitor setup.

Have I missed anything? What do you suggest I try next to figure out why it's not working?

Please answer my question about whether you received *email* alerts when testing my code or strategy window alerts only, or both.

I note that this post started with .RUT as well. I don't see any resolution in this post, started several years ago. Could there be something specific about .RUT (from Fidelty data) that could be suppressing alerts?




Here is a screenshot of my setup. Note that on Friday there was an alert from one of my daily strategies.

And yes, I did get an email alert on the daily strategy.
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Cone

#27
I can't test Email alerts specifically with Wealth-Lab Pro (which is on a Fidelity VM behind firewalls and policies that block almost everything).

QUOTE:
If I run the strategy in a strategy window it correctly indicates Buy / Sell signal for strategy but also *does not* generate trade alerts
Clearly that's the smoking gun. I know you've been through this before, but since I can't see the actual Strategy that you're having trouble with, I have to guess from experience that:

1. The signal does not use bar + 1, or,
2. The strategy loop ends before Bars.Count - 1. Check that the second term in the for loop statement is bar < Bars.Count *and not* bar < Bars.Count - 1 or anything else!
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innertrader

#28
@Cone

I am using the code you sent me. (See #22 in this thread.) Looks like you did it correctly ;)

Please tell me if you received actual email alerts when you tested. (3rd request.)

What's next?
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Cone

#29
QUOTE:
Please tell me if you received actual email alerts when you tested. (3rd request.)
See post #28. First line.

QUOTE:
If I run the strategy in a strategy window it correctly indicates Buy / Sell signal for strategy but also *does not* generate trade alerts

Is it okay to forget about an issue with Email Alerts?... In other words, if it's not generating a trading Alert, then it seems reasonable that you won't get an Email Alert.

QUOTE:
Could there be something specific about .RUT (from Fidelty data) that could be suppressing alerts?
Possibly since you cannot actually trade .RUT, but I don't think so because I did check that .RUT generated an Alert with static data using an intraday scale. I'll look at streaming now.
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innertrader

#30
@Cone

QUOTE:
See post #28. First line.

I apologize. Missed that.

QUOTE:
In other words, if it's not generating a trading Alert, then it seems reasonable that you won't get an Email Alert.

This is a really basic question, but I want to make sure that I am understanding you correctly. When you use the word "Alert" what is the manifestation of an Alert other than an email?

Do you mean I should see something appear in the Alerts window? If so for how long? (I.e., how persistent are intraday alerts? I am asking because of @Eugene's post #2 above.)

Or do you mean that the trading signals (triangles) are displaying correctly when the strategy is opened an run on the symbol (i.e., backtest mode) with streaming on?

I want to help you by knowing whether there is another way for me to confirm for you that I am or am not getting alerts (other than email).

To test the .RUT-specific theory, I have been running the strategy on symbol IWM (an ETF that tracks .RUT) this morning and it has not generated intraday alerts either, although there were several trades indicated in WL backtest, and by separately watching strategy graphically on Fidelity ATP chart.




I can now confirm that when I run strategy in backtest mode (click on symbol and then on strategy to open window with chart) and let it run in streaming mode, I am getting trading signals (triangles). I also get the alarm siren, which I don't get if that window is closed.

However, nothing appears in Alerts window and I do not receive an email.




I d/l'ed and set up a new instance of WL on another computer and created a simple SMA crossing strategy to test for alerts. I used params 5/10 on 3 min. streaming bars to give me frequent signals. I did get a buy and a sell signal during the last 30 min of trading (which I confirmed after close of market) -- but still no alerts. So intraday alerts didn't work on another computer with different OS (Win 7) and strategy either.

I'm out of ideas for additional things to try at the moment. Let me know if there's something else you would like me to test or check.

If you are able to confirm intraday streaming alerts with your testing, please send me the code for the strategy and I will try it. I look forward to hearing what you find.
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Eugene

#31
QUOTE:
When you use the word "Alert" what is the manifestation of an Alert other than an email?

As per the User Guide > Index > Alerts.

QUOTE:
Do you mean I should see something appear in the Alerts window? If so for how long?

On the Alerts tab of the Strategy window, with regard to chosen bar scale and interval. So for about 3 minutes in your case I guess.

QUOTE:
I also get the alarm siren, which I don't get if that window is closed.

This implies that "Alert Triggered from Strategy Window" is checked under Preferences > Sounds - or it's another sound event by WL that you're hearing.
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innertrader

#32
Thanks, Eugene.

QUOTE:
This implies that "Alert Triggered from Strategy Window" is checked under Preferences > Sounds

That's the one. And it is checked. Unfortunately, it is the same sound enabled for Strategy Monitor so I can't be sure what generated it.

Given there is no other evidence of intraday alerts from Strategy Monitor, I assume it was from Strategy Window I had open. I changed the sounds to be different so I can confirm tomorrow.
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Cone

#33
If you're getting sounds for Alerts, then you can be sure that at least one Alert will appear in the S. Window Alert tab, or S. Monitor Alerts pane. To see the latter, you have to either click on the strategy item in the S. Monitor, or select "Show Alerts for all Strategies" in the Alerts pane.

QUOTE:
(I.e., how persistent are intraday alerts
All alerts persist for one bar, intraday or otherwise.

You can think of an Alert as an Active order for the current bar. A Strategy must refresh an Alert (as you typically do for Stop or Limit orders) to keep them active. If the Strategy does not refresh an Alert, then it means that the order is not active, i.e., cancelled. Indeed, if you're Auto-Trading, not refreshing an Alert cancels the active order.

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innertrader

#34
@Cone

After running intraday strategies on two different computers and watching trades and Alerts today, here's what I've found about how intraday Alerts work (and don't work) in WL:

Intraday Alerts will be generated *only* if strategy is run in a Strategy window with streaming data enabled. Intraday Alerts will *not* be generated if only Activated in a Strategy Monitor window, even when streaming data is enabled.

I suspect WL is supposed to support intraday strategies in a Strategy Monitor window. If you have a strategy that you have been able to get working in Strategy Monitor window, please send to me (along with any settings that need to be made) and I will try it.

Otherwise, let me know what you think about my findings.
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Cone

#35
Re: Alerts in the S. Monitor.
Are you speaking in general for all symbols now, or just .RUT? (Not that I think it should make any difference.)

Edit: The symbol could make a difference if sizing were a factor, but this was already discussed above and discarded. Specifically, if the Position sizing in your S. Monitor activation settings is configured such that it will not buy at least 1 share of an instrument, Wealth-Lab will not create trades or alerts.

Here's a strategy that will definitely work and will create an Alert on every bar.

Use Raw Profit mode, 1 share, and load, say 100 bars.

CODE:
Please log in to see this code.
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innertrader

#36
Thanks, @Cone. This was quite helpful in making progress on troubleshooting.

I ran the code you sent me in Strategy Monitor in separate tests for two symbols, .RUT and IWM (Fidelity 3 min. data, RP: 1 sh.).

I tested for three manifestations of Alerts: Sound (S), Alert Window (W), and Email (E). Here are the results (Y=worked, N=didn't work).

.RUT
S - N
W - N
E - N

IWM
S - Y
W - N
E - Y

Summary: Monitor Alert window never showed intraday alerts for either symbol. Sound and Email alerts worked for IWM, but not .RUT.

Is the Monitor Alert Window supposed to work with intraday strategies or only daily+? Is there something special about .RUT that prevents it from generating Alerts when run in Strategy Monitor? (It works when run in the Strategy Window).

I'd appreciated it if you can see whether you can duplicate my results and let me what you find.
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Eugene

#37
QUOTE:
Monitor Alert window never showed intraday alerts for either symbol.

There are, I think it's just been you. Either enable "Show Alerts for all strategies" (right click) or highlight the Strategy entry in the SM for its Alerts to appear in the Alerts view.
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innertrader

#38
QUOTE:
There are, I think it's just been you.


Sorry, Eugene. I don't understand. "There are" ...what?

I only have one strategy running in SM. Is it still necessary to highlight strategy or click "Show Alerts...." to see alerts? In any case I will try again when market opens, unless you know a hack to test I/D strategies in SM when market is closed.

Are you responding only to my finding re: Alert Window with symbol IWM, or are you also responding to the finding that symbol .RUT never issued any type of alert?
profile picture

Eugene

#39
QUOTE:
Is it still necessary to highlight strategy or click "Show Alerts...." to see alerts?

Yes it is. At least for IWM, I suggest that you've been missing the Alerts (that are there) in said view of SM because of post #37.
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Cone

#40
Even if you don't click on the Strategy item, alerts are indicated in two places - the red triangle on the left and the number of alerts in the Alert column.



Still, there seems to be a problem with RUT. I suggest we do a Zoom video conference to get to the bottom of this. If you're interested, please create a support ticket, we'll set up a meeting time and I'll provide a link to connect.
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innertrader

#41

QUOTE:
Yes it is. At least for IWM, I suggest that you've been missing the Alerts (that are there) in said view of SM because of post #37.


@Eugene - Please see post #38. I didn't understand your post #37. I also asked additional questions about whether you have been able to duplicate my issue.




@ Cone - re: post number 40

Thank you. I appreciate that. If you are available to conference today or tomorrow, let me know a time that works for you and I will make it work.

I am not seeing red triangle or alert that you show in your video with either IWM or RUT or alerts when running the code you sent me .




@Eugene re: posts #'s 35, 36, 37 & #42

This morning I have been able to replicate my results in post #36 (see post #42), following your directions of post #37. No visible alerts for either RUT or IWM. No alerts at all for RUT.

Have you been able to replicate my results using @Cone code (post #35) and RUT or IWM 3 min Fidelity bars?
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Cone

#42
Please click Support > Create Support Ticket. I'll pick it up there and we'll settle on a date and time and I'll pass you a link for a zoom meeting. (Tomorrow afternoon looks like it will work for me.)
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Cone

#43
Resolved:
The differing results shown in post #36 were due to 2 different problems:

Problem 1:
The Fidelity feed appears not to support "streaming bars" in the S. Monitor for .RUT (and presumably other index symbols). Generally that's not a problem since you cannot trade index symbols.

Problem 2: System clock.
An Alert sound and email on IWM without an Alert showing in a the Alerts pane was the result of an unsynchronized system clock. I'll never understand why Wealth-Lab Pro wasn't designed to use a backend heartbeat to synchronize the S. Monitor, but if the S. Monitor executes the strategy too soon (based on the system clock), Alerts may be generated for the previous bar, which is not the expected current bar. Even though that creates a sound and sends an email, the Alert does not appear since the data are still from the last interval, again, which is not the expected interval. Although the S. Monitor should wait for an update, I think that if an Alert is generated, it "tricks" the S. Monitor into thinking that data were received and therefore it schedules the next update for the following interval. When the bar actually arrives, the S. Monitor has already finished and scheduled for the subsequent interval.

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innertrader

#44
QUOTE:
Problem 1:
The Fidelity feed appears not to support "streaming bars" in the S. Monitor for .RUT (and presumably other index symbols). Generally that's not a problem since you cannot trade index symbols.
]

You are correct, but only for the Strategy Monitor. It works fine with the Strategy Window. As you mentioned when we discussed, it appears that the WL SM works differently than the SW in the way it handles streaming data and packages it into bars. My experience bears this out.

If you want to run a strategy on an index, for example to signal trades on an ETF, option, etc., you must run the strategy in the Strategy Window with streaming data enabled. I believe this is only an issue for intraday strategies that require streaming, and not daily strategies.
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