Dear all,
I am very pleased with this new feature, even though I mostly trade with intraday data and on futures market, therefore when I try to use this new feature it doesn't work.
Any specific reason for that?

Thanks,
L

Dear Luca,

Please read this text carefully, it's important to understand:

How to Report Bugs Effectively > "It doesn't work."

"Show me how to show myself"!

Dear Eugene,
I am really sorry if I took too much of your time, but I believed that my error was a common one due to the fact that the combination strategy is a new feature, therefore it might be not that stable or not set up for futures or even not ready for intra day data.
Anyhow the result is that WL freezes and stall itself in a non responding mode after the combination strategy sometimes report as an error the need to cancel either the equity curve tab or the portfolio tab but most of time it freezes and my only alternative is to shut down the software.
I hope this can help and I hope you might have understood why I was so synthetic in my previous post.

First thing to try: disable on demand data update in Data Manager.

Next thing to consider: disable as many performance visualizers as you can (Preferences dialog).

If #1 and #2 alone didn't solve the problem, then you have to provide more details as per this checklist:

How to report a Problem?

Namely: computer description (CPU, RAM, OS), data providers, data loading range, number of enabled performance visualizers. Give us an idea about your Combo strategy complexity (child strategy count etc.)

Done, but now a ner error is generated:
Erro in Visualizer:TabPage:{HeatMap},removing.
'ES#F' is not a valid value for property 'Name'

I sent the test on the ES# symbol which works with any other strategy

QUOTE:
Done

What exactly, #1, #2 or both? Did the problem disappear?

QUOTE:
I sent the test on the ES# symbol which works with any other strategy

Hint: next time you see similar error message or exception boxes, just strike Ctrl-C (or Ctrl-Ins) to copy the text to clipboard. No need to type it manually.

Hence my next question: was the symbol name in the error message ES# or ES#F? It may matter big time if the actual symbol was ES# but the error message surprisingly concatenates it with an "F.

QUOTE:
Erro in Visualizer:TabPage:{HeatMap},removing.
'ES#F' is not a valid value for property 'Name'

Does it happen with any combination strategy, or only for that particular one? Have you tried different symbols, DataSets, data providers to narrow down the problem?

Combination doesn't work with any intraday symbol.

Specifically the symbol ES#F is correct as it stands for the emini SP continous contract for almost every data vendor.

Luca,

QUOTE:
I am really sorry if I took too much of your time,

My message was about a somewhat different thing: support quality & efficiency are affected by vague/insufficient problem descriptions.

Whatever happens, happens on user's computer -- and an error message is absolutely not necessarily 'epidemic'. From experience, most obvious global bugs usually strike in the very first days following release. (Otherwise you would've already found it by searching.) An error message posted on the forum w/o clarifications stays merely an uncofirmed, intermittent, unreproducible something. We do not possess telepathic abilities to see what's going on users' PCs, and our environments are very different from their so we naturally have to ask questions. But users can save us and themselves so much time if their problem descriptions are specific, verbose, detailed, precise, and show how to reproduce it. Exactly this is why we constantly point users to the checklist on creating proper problem reports. And that opus on "reporting bugs effectively" is a programming/support classic. This way, you get timely support w/o having to go around in circles asking:

"-Done"
"-What exactly have you done, #1, #2 or both, and did it help?"

Hope this makes my point clear. :)

QUOTE:
Combination doesn't work

See 7/14/2011 7:53 AM.

Namely:
#1 Disabling on demand data update in Data Manager greatly increases Combo strategy execution speed.
#2 What effect does turning 'Heat Map' off have?

QUOTE:
with any intraday symbol.

Which provider?

I just ran some tests on a group of symbols with special characters. Lots of them: * ( ) % ! & - + # and ' ' (space). Intraday futures data. A Combo strategy ran perfectly, 'Heat Map' included.

Edit

A few more runs and I was able to catch that Heat Map exception for a symbol with # in its name. It's intermittent though. Investigating...

Edit

The issue is still intermittent. Having the special character # in symbol's name is not enough to produce the exception message. Likewise, having it defined in Symbol Info Manager or not, having it mixed with other symbols or in SSB mode, various CS settings. However, one possible key might have to do with series synchronization in a multi-symbol DataSet. lucadelucia, is your ES#F up to date, or does the DataSet have symbols which stopped updating?

Edit

Well, I was able to catch it even with a Y! Daily DataSet that consists of two Equities (no Symbol Info Mgr required), one regular like AAPL and one with a special symbol in it like MOG-A. The Combo strategy unloads the Heat Map visualizer due to an internal exception. Seems like something those special characters in symbol names is negatively affecting the Heat Map in Combination mode.

Robert, would you be able to replicate my latest scenario?

I just ran this on the Glitch Index, not in a Combination Strategy, on a Y! DataSet, 1000 Bars, with IBM and BRK-B and got this error:

---------------------------
Error in Visualizer: TabPage: {HeatMap}, removing.

'BRK-B' is not a valid value for property 'Name'.
---------------------------
OK
---------------------------

Edit:
Just in case, I added AAPL to the DataSet (so that BRK-B wasn't first alphabetically) and got the same result.

Thanks. You're lucky. I could get it to run on e.g. "#TEST" in Combo mode w/o Heat Map complaining.

You're right, it's a fact that I've had a very lucky week!

Thank you to both of you for your help in fixing this matter.

The provider are eSignal and tradestation.

I have to add:
Yes all my series are updated
It is not just the heat map which creates problem, because the error is sometimes given by the heat map other times by the portfolio inspector.
I have disabled practically almost every features of the performance visualizer by I am still not able to see any results of the combination strategy
Indeed I have tested it on daily data for stocks and it works fine, as soon as I start working with any futures symbols (ESU1_1; NQU1_1; etc...) it stops and it also freezes the software which needs to be restarted.
I tried to use also a shorter time series like a couple of months of intraday data but the outcome is the same; either several error tabs or the software stops working, or even more it first shows the error tab and then it stops working.

There seems to be a bug with handling symbols that contain special characters in some visualizers (see my message @ 7/14/2011 10:19 AM). Getting rid of any special characters in symbol names seems to be a workaround for making Combo strategies run as they should. The issue seemed to be pretty intermittent for me though.

Robert, do you need a formal bug report on this one from me?

Eugene, I've been collecting them and will enter them all this week.

Just to inform you that I am trying to use the combination strategy also on intraday future symbols which do not contain any special characters but it still doesn't work.

It actually freezes the software which has to be closes trough ctrl+alt+canc and then restarted.

1. Turn off performance visualizers - all but Equity.
2. Disable on demand data update in Data Manager.
3. Are you already using WL 64-bit and you have enough RAM for the Combo's increased requirements i.e. over 4Gb? How fast is your CPU?

1. Turn off performance visualizers - all but Equity.
DONE
2. Disable on demand data update in Data Manager.
DONE
3. Are you already using WL 64-bit and you have enough RAM for the Combo's increased requirements i.e. over 4Gb? How fast is your CPU?

Intel(R)Core(TM)2 Duo CPU E7300 @ 2.66GHz 2.66 GHz
Ram 4.00

And still freezing.

Abandoned the CS and working with my old friend Excel!

QUOTE:
Ram 4.00

And if you're working with 32-bit WL (we have to make assumptions since I couldn't find it answered), the realistic maximum available memory for WL is only 50-70% of that 4Gb figure).

QUOTE:
Abandoned the CS and working with my old friend Excel!

What a pity. The feature is working great unless the envelope is pushed in some unknown/undesirable way.

Unfortunately, after 20+ posts we still have no idea how much intraday data you're throwing at it.
We are still clueless your Combo strategy complexity, how many child strategies are there and how complex they are.
Does it happen with a simple new Combo strategy featuring only a couple of built-in child strategies like MA Crossover?

Luca, you need to understand that this is no "common" problem; you're the only one complaining. It's in your interest to provide as many details because we technicians simply possess no extrasensoric abilities. If you don't know how to determine the WL/OS bitness, just ask, but we still do not know it and it might be a clue.

Brevity and secrecy can be helpful but not in troubleshooting. Give us enough information to help you use the feature.

P.S. In the current release you'd still be better off avoiding any special characters in symbols (e.g. #,-,_) by renaming them.

WL Combine Strategy different from Combine same Strategies in code
Test Steps
(1) Combine two strategies set up so that each strategy is allocated all the starting capital.
(2) Code the same two strategies into one strategy(combine the strategy code) and run it using all the capital.
Test Result:
Combine by code is not the same as combine through WL Combination Strategy.
Possible Explanation:
It seems that the Quantity calculation does not use all the available equity. It looks like the Quantity is based only on that portion of the equity accumulated by each child strategy separately. This means that cash build up occurs because one child strategy does not use the profits accumulated by the second child strategy. When the child strategies are combined into one coded strategy, nearly all the cash is used when 98% equity is selected.
Bug or Feature:
The WL combined strategy results seemed correct in that each child strategy has the same performance and equity curve within the combination as it does when the child strategy is run separately. However, I want to know how the combined strategy would perform when used in a single portfolio. In that case, each child strategy would attempt to use all the equity regardless of which strategy accumulated it.
How I tested it.
I used special test code so that the problem will be clear. One child strategy is long only; the other is short only. The short and long strategies trade intervals are contingent (don't overlap). In other words: the combined strategy is either long or short at any given time (never both).
Code for one of Child strategies is below. Other code available upon request.

CODE:
Please log in to see this code.

Hi,

QUOTE:
It seems that the Quantity calculation does not use all the available equity.

There's nothing new in it, as it's been discussed on the forums before. Please check out the FAQ:

FAQ | Strategies and WealthScript > Combination strategies > Is child strategy equity being constantly readjusted on a day-to-day basis with regard to the "Percent of Starting Equity" allocation?

QUOTE:
Bug or Feature:

We may call it feature or limitation alike.