Strategy Monitor Activity over Weekend
Author: Shaaker
Creation Date: 3/4/2012 8:08 PM
profile picture

Shaaker

#1
I run several strategies with 1-minute scale in the S. Monitor. Normally when I open S. Monitor with activated strategies outside of the market hours the Next Run shows 9:31Am of the next trading day without any more activity, as expected. But strangely this weekend when I removed the strategies and added some others with the same 1-minute scale and after activation, S. Monitor started running and updating the strategies every minute as if it's working during market hours. Any explanation? Thanks.
I have upgraded to version 6.3 and re-installed all the extensions.
profile picture

Eugene

#2
Is this with the Fidelity static provider?
profile picture

Shaaker

#3
Yes
profile picture

Cone

#4
I don't see the problem - when I add 1-Minute strategies right now, next run is scheduled to begin at 09:31. The only thing I can think of is that your local clock is not correctly set for the selected time zone. But assuming it is, what is your time zone?
profile picture

Shaaker

#5
US eastern time. and computer clock is set correctly as before.
profile picture

Cone

#6
Let's take a step back.. please clarify how it was running and updating as if it were operating during market hours. Since the S. Monitor couldn't be receiving new data outside of market hours, what indications showed that it was running every minute? What were the scheduled run times?
profile picture

Shaaker

#7
At the end of each minute all strategies were turning red and the Action column was showing that data is being requested, and then the execution of the strategies. Then both Last Run and Next Run columns were moved 1minute forward.
What are you referring to by "scheduled run times"?
profile picture

Cone

#8
"Next run" == "scheduled run"

It sounds like you're telling me that the S. Mon. was scheduling and processing runs on Sunday night at 8pm (based on your first post), and then at 8:01, 8:02, etc... But really, nothing was actually happening because the market was closed and no new data were retrieved, so each run would probably end up reporting "Time's up!" in the Action column. Right?

1. Did you restart WLP after Friday's close?
2. What happened today during the market session?
3. Was this something more than an observation/nuisance?
profile picture

Shaaker

#9
Yes, they were turning blue with "Time's Up!" message.

1- Yes,
2- Now seemingly it is working as normal, but even though most of the time after each run strategies report "All Update Returned", there is constant number of symbols (69 symbols) shown as pending update.
3- I don't think so. Because I did restart WLP and the S. Monitor several times on Sunday just to make sure it's not a one time accident or nuisance.

I'll test it again today after market close.
profile picture

Cone

#10
Re: 2 - When using Fidelity for 1-Minute Strategies we recommend operating on DataSets of 10 symbols or less (20 max). In other words, break up a large DataSet into smaller DataSets of 10-symbols each and add the Strategy for each one. It simply takes too long to poll for data in a serial manner for 1, 2, or even 5-minute bars. By breaking up the DataSet into smaller groups, each one can be processed in parallel (on different threads). When 6.4 is released (July?), breaking up DataSets should no longer be required for the smaller intraday intervals.

I didn't see the issue you described before, during, or after the market close today. The only other thing I can think of is that the S. Monitor may have been updating the data when you launched it. That wouldn't explain why Next Run was updating outside of market hours, however. In any case, for best results, and especially for intraday data, you should do a Data Manager update before launching the S. Monitor.
profile picture

Shaaker

#11
Re:2 - Yes, that's exactly what I've been doing just to get around this problem you mentioned. It's good news that it would be alleviated in the next release.

Update: Like you, I couldn't duplicate the problem again after market close today. I always update datasets before launching the S. Monitor cause otherwise as you said S. Monitor does the updating.
Anyway, what happened was strange as it had never occurred before. Thanks for the follow up, and I'll keep you posted if it happens again.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).