Alerts not showing in Strategy monitor

Author: topcat77

Creation Date: 3/7/2010 9:39 PM

Wealth Lab » WealthScript (.NET) » Alerts not showing in Strategy monitor

topcat77

3/7/2010 9:39 PM

This strategy trades actively, is coded to transact atMarket (bar+1), but does not show Alerts in the Strategy monitor. However, if the Strategy is opened in a Strategy Window and backtested for the dataset to which it points the current alerts show correctly (in the Alerts tab). Oddly I run other daily Strategies that look exactly like this one and they Alert quite enthusiastically. I've probably missed something very basic but cannot see what it is.

CODE:
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Apologies for posting such a basic enquiry but help appreciated

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[CODE]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		
		//Pushed indicator StrategyParameter statements
	
		public MyStrategy()
		{

}
		protected override void Execute()
		{
			DataSeries macd = MACD.Series(Close);
			DataSeries signal = EMA.Series(macd, 9, EMACalculation.Modern);
			DataSeries hist = macd - signal;
			DataSeries macd_1 = MACD.Series(Close);
			DataSeries signal_2 = EMA.Series(macd_1, 9, EMACalculation.Modern);
			DataSeries hist_3 = macd_1 - signal_2;
			
			DataSeries sma17 = SMA.Series(Close,17);
		//	PlotSeries(PricePane,sma17,Color.Fuchsia,LineStyle.Dashed,2);
			DataSeries sma50 = SMA.Series(Close,50);
			DataSeries roc2 = ROC.Series (Close,2);
			DataSeries roc17 = ROC.Series (sma17,5);

ChartPane paneMACD = CreatePane(75,true,true);
			PlotSeries(paneMACD, macd, Color.Maroon, LineStyle.Solid, 2);
			PlotSeries(paneMACD, signal, Color.Black, LineStyle.Solid, 1);
			PlotSeries(paneMACD, hist, Color.BlueViolet, LineStyle.Histogram, 2);
			PlotSeries(paneMACD, macd_1, Color.Maroon, LineStyle.Solid, 2);
			PlotSeries(paneMACD, signal_2, Color.Black, LineStyle.Solid, 1);
			PlotSeries(paneMACD, hist_3, Color.BlueViolet, LineStyle.Histogram, 2);

// External symbol
			SetScaleWeekly();
			DataSeries extSym = GetExternalSymbol( "TRADING ETF's", "SPY", true ).Close;
			DataSeries extSymMA1 = SMA.Series( extSym,15 );
			DataSeries extSymMA2 = SMA.Series (extSym,25);
		//	DataSeries extSymMA3 = SMA.Series (extSym,17);
			
			RestoreScale();
			extSym = Synchronize( extSym );
			extSymMA1 = Synchronize( extSymMA1 );
			extSymMA2 = Synchronize (extSymMA2);
		//	extSymMA3 = Synchronize (extSymMA3);
				
			bool TrendSwitchOn = false;
			
		
			
			for(int bar = GetTradingLoopStartBar(10); bar < Bars.Count; bar++)
			{
				
				// Weekly trend switch
				if( !TrendSwitchOn )
				{	
				
					if( CrossOver( bar, extSym, extSymMA1 ))
				
						//	if( MACD.Series( extSym )[bar] > 0 )
						TrendSwitchOn = true;
					
				}
				if( TrendSwitchOn )
				{	
				
					if( CrossUnder( bar, extSym, extSymMA2 ))
						//	if( MACD.Series( extSym )[bar] < -1 )	
						TrendSwitchOn = false;
				
					
				}		
				
				
					
				
				
				if (IsLastPositionActive)
				{
					
					
					
							
				
				
					
					
					
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						if (CrossUnder(bar, hist_3, 0))
					//||		hist_3[bar]< hist_3[bar-1] & hist_3[bar-1]> 0.50)
						
				//||	macd[bar]<macd[bar-1]& macd[bar-1]<macd[bar-2]& macd[bar-2]< macd[bar-3]
				//			& macd[bar-3]<macd[bar-4]& macd[bar-5]<macd[bar-4]& macd[bar]<0 & macd[bar-1]<0 & macd[bar-2]<0)
							
						{
							SellAtMarket(bar+1, p, "Group1");
						}
					}

}
				else
				{
					if(TrendSwitchOn)
						if (CrossOver(bar, hist, 0.005)
							||CrossOver(bar,Close,sma17)) 
							//	if (hist[bar]>- 0.05)
							
					
							BuyAtMarket(bar+1, "Group1|");

}
			}

}
	}
}[/CODE]

Apologies for posting such a basic enquiry but help appreciated

Eugene

3/8/2010 1:50 AM

We would appreciate if more information can be provided: How to report a Problem? Specifically:

# Position Sizing Control and Data Loading Control settings
# Options (F12), especially from the Trading Costs/Control group.
# Symbol(s)
# Data provider or real-time data feed

Cone

3/8/2010 7:55 AM

QUOTE:
I've probably missed something very basic but cannot see what it is.

In the Alert Pane's toolbar, select "Show Alerts for all Strategies". In absense of that, make sure to click on the Strategy whose Alerts you want to see.

topcat77

3/9/2010 2:11 PM

The "Show Alerts for all strategies" is on. Clicking on the Strategy yields no Alert information. However, Alerts show for several other Strategies.
For this Strategy the only way I know to get current Alerts is to run a backtest for the Data set (Nasdaq100) and pick them up from the Alerts Tab

I am using Fidelity data and Fixed dollar sizing