continuous/scheduled data update and strategy run
Author: algtrader
Creation Date: 8/15/2009 6:26 PM
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algtrader

#1

I have an intraday trading strategy that I've backtested fairly exhaustively for a wide range of available intraday (1-mimute) time windows, and it has performed very well.

My questions are:

1. Is there a way to continually do a 1-minute timescale data update and run an intraday strategy during the trading day, apart from me re-running the strategy every minute?

2. If my only recourse is to push a button to get WLPro5 to update data and re-run the strategy, what is the best way to do it? I use any one of the below methods to re-run an intraday strategy (with a 5-day lookback for 1-minute scale). In some cases, I get a runtime error ("not enough data for the number of bars") or the strategy hangs for a long time and I have to reload the strategy until it starts to update.
a) Click on the symbol (ie. QQQQ -- ok so this is basically a 1-symbol strategy) in the DataSets panel
b) Click on the "GO" button next to the "Symbol:" field (that has QQQQ in it
c) Click on the "Run the Strategy" button in the strategy Editor tab
BTW, I have no viruses in my WLPro5 machine. It's a dedicated pristine PC having only Windows XP svc pack 3, WLPro5 and McAfee AV (and I run weekly sweeps using McAfee and other standalone AV sweepers).

3. Offhand, do you know how current the 1-minute data is? If it's delayed, how can I get/purchase up-to-the-minute data service?

4. Are there symbols that track international markets that I can use for "intraday" testing when the US markets are closed?


Thanks
AL
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Eugene

#2
QUOTE:
1. Is there a way to continually do a 1-minute timescale data update and run an intraday strategy during the trading day, apart from me re-running the strategy every minute?

Yes - click "Streaming" in the Strategy window or run it in Strategy Monitor.
QUOTE:
3. Offhand, do you know how current the 1-minute data is? If it's delayed, how can I get/purchase up-to-the-minute data service?

Fidelity's Streaming data is real time.
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