Index-Lab: McClellan Oscillator
Author: sedelstein
Creation Date: 10/10/2013 1:07 PM
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sedelstein

#1
I hope this is the right place to post.

I'm just starting to use index lab.

I've created the McClellan Oscillator for the Wealth-Lab 100 dataset whose symbol is now %MCO_WEALTH-LAB_100

I've run Update Data in the Data Manager and get only one day's worth of data (yesterday)

I've searched the forums and I don't see how to update this index to get past data.

I appreciate your help.
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Eugene

#2
How did you determine that?
What about other DataSets e.g. Dow 30, Nasdaq 100?

1. Delete the Index-Lab DataSet to wipe out its data.
2. Turn off "on demand data updates".
3. Update the "Wealth-Lab 100" DataSet normally.
4. Repeat the creation of the McClellan Oscillator.
5. Do another "Update (Price)", now on the IL DataSet.

With default periods (19/39) and enough data, there should be no issues.
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sedelstein

#3
Hello Eugene

I've just done exactly that. I see in the data tool that the new index appears to be current but I am unable to graph it in a chart window

The chart window says "No Data Available". I'm likely doing something incorrectly but it isn't obvious to me.

Thanks again



Update:

I can "see" the data with this code and I graph some other symbol but still unable to graph it by itself. Is this normal?

CODE:
Please log in to see this code.
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Eugene

#4
At the risk of repeating, I'd like to know the following:

*How did you determine that? First you said there's one bar of data, now there's No Data Available. Looking at the Data Manager, how many bars are there?
* What are your data loading settings? i.e. what happens after selecting "All Data"?
* What about other DataSets e.g. Dow 30, Nasdaq 100?
* Have you turned off "on demand data updates"?

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sedelstein

#5
QUOTE:
*How did you determine that? First you said there's one bar of data, now there's No Data Available. Looking at the Data Manager, how many
bars are there?


I am in error, there are 5507 bars, my mistake. However, If I open a new chart window and attempt to graph the symbol, the body of the chart displays "No Data Available". I can graph it as an external symbol as per the code above


QUOTE:
* What are your data loading settings? i.e. what happens after selecting "All Data"?
* Have you turned off "on demand data updates"?


On Demand is off. I am not sure where you are referring to "All data"

QUOTE:
* What about other DataSets e.g. Dow 30, Nasdaq 100?


I've just created the DOW version. I cannot chart that in it's own window as well. I can see it if I access it via
CODE:
Please log in to see this code.



Is it possibly because the Index is a Series and not Bars?
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Eugene

#6
QUOTE:
I am in error, there are 5507 bars, my mistake.

1. From the Data Range control, select "All Data". (Wealth-Lab User Guide: Reference > Data Panel > Data Range Control)
2. Also, make sure the Scale is correct i.e. for "Index-Lab Daily", don't select an intraday bar scale.
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sedelstein

#7
Funny, I created a %BPI index and that works just fine but %MCO seems not to even though the Data Tool tells me the bars are there
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Eugene

#8
Indeed, strange. Try wiping out the data using the Data Tool (using "Remove all data" on the DataSet), and then updating it once again.

If that didn't work, see my reply #6. If you've double checked that the data loading range is set to All Data, zip and attach these files from the user's Data folder (User Guide > Data > Where data are stored):

..\CustomIndices\%MCO_DOW_30.xml
..\CustomIndices\%MCO_NASDAQ_100.xml

and

..\IndexStaticProvider\Daily\%MCO_DOW_30.WL
..\IndexStaticProvider\Daily\%MCO_NASDAQ_100.WL
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sedelstein

#9
I tried it

%A-D_NASDAQ_100
%RSI2_NASDAQ_100
%BPI_NASDAQ_100

graph with no problem



%MCO_NASDAQ_100

does not. !?! All buit with the index lab tool
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Eugene

#10
Steve, there is a good chance of you having overlooked my reply #8 when writing your post.
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sedelstein

#11
Hi Eugene

Sorry for delayed response. A chart using "All Data" displays these series.
Any shorter time period, e.g. 10 years does not.

Perhaps I missed something in the documentation but is there a reason behind this and/or any corrective measures I can take?

Thanks again.
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Eugene

#12
QUOTE:
Sorry for delayed response. A chart using "All Data" displays these series.
Any shorter time period, e.g. 10 years does not.


"Does not display" may mean either a "No data available" or display an empty chart caused by a Double.NaN value in the data.

QUOTE:
Perhaps I missed something in the documentation but is there a reason behind this and/or any corrective measures I can take?


See my reply #8 above. Answer can be provided after reviewing your IL files.
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sedelstein

#13
Hello Eugene

QUOTE:
"Does not display" may mean either a "No data available" or display an empty chart caused by a Double.NaN value in the data.


I can't reproduce the error as between now and the last post, I restarted WL and it seems I can get the data now.

It's just odd that it comes and goes. I've attached a zip file for you to look at

Thanks

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Eugene

#14
Hi Steve,

Thanks, now I'm able to reproduce the "No Data Available" error with McClellan Oscillator when a Most Recent range has been selected. Not only with the attached file but also with local symbols. I'll take a look at it under debugger to find out what's going on.
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sedelstein

#15
Thanks again Eugene. Timing not critical as I'm only just beginning to explore index lab. Plenty to keep me busy in the meantime!
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Eugene

#16
My investigation shows that it depends on the data provider. It nails down to something in implementation of returning a Bars object. For example, plugging in the problematic MCO index's .WL file into a Google provider's DataSet works (i.e. no problem rendering "10 years" of data). However, the same trick fails with the Yahoo provider (and Index-Lab, of course).
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sedelstein

#17
Can it be "forced" to use Fidelity data only? I'm using that as my price source for the NASDAQ 100 so I'm not sure what to make of this.
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Eugene

#18
No WLP to verify it. For now, simply use "Fixed bars" or "All data" for that MCO. In fact, more indexes from MS123 IndexDefinitions are affected (click here for their list). I marked the issue for later (low importance). It's not clear what about the IndexDefinition(s) might be causing it.
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Eugene

#19
This known problem is to be fixed in Wealth-Lab 6.9:

QUOTE:
Some IndexDefinitions from MS123 IndexDefinitions library do not load when "Most Recent" or "Date Range" data loading option is selected, producing a chart with "No Data Available" and 0 bars reported in Data Manager > Symbol Details.

Affected: Cumulative Volume Ratio, Demand Index, Eliades TRIN, Haurlan Index, JK HiLo Index, Low Frequency Trading, McClellan Oscillator, McClellan Oscillator - Volume, McClellan Summation Index, McClellan Summation Index - Volume, Merriman Volume Model, New Highs and New Lows Oscillator, Swenlin Trading Oscillator, Swenlin Trading Oscillator - Volume, and Trend Exhaustion Index.
Workaround: Use "All Data" or "Fixed Bars".
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