Cannot convert Daily Bars to 60 Minute Bars
Author: marron
Creation Date: 7/5/2010 2:21 AM
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marron

#1
Just upgrade to WL 5.6

I run the 60 minutes strategy (New Strategy from Rules) on 30 Minutes DataSet& keep getting the error "Cannot convert Daily bars to 60 minute bars". Confusing because I run it on 30 minutes dataset to upscale not daily dataset to downscale but keep getting the error. In addition, the dataset contains only 200 symbols& the strategy requires only 50 bars data range.

Thank for all help.
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Eugene

#2
Looks like your Strategy makes use of an external symbol not available in your intraday DataSets.

Which static/streaming data providers are you using?
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marron

#3
Yes, my strategy does have "Get External Symbol", .SPX& the dataset does contain .SPX.

However, after remove "Get External Symbol" condition, I rerun& still got the same error.

Fidelity data provider.

Thank, Eugene.
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Eugene

#4
Have you made sure that your intraday external symbol DataSet is up to date? Did you download the data, is on demand update disabled?

Can you post the output by clicking "Open code in new strategy window"?
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marron

#5
CODE:
Please log in to see this code.
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Eugene

#6
Code isn't the reason.
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marron

#7
I deleted DataSet& data file folders. Recreate, update, & run. It is fine now.

Posible the data files being corrupted as I sync the data between 2 computers. Thank again Eugene.
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Eugene

#8
Good to know; broken/missing file sounds reasonable.
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