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Start Life System

Posted By DrKoch 9 Years Ago
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Posted Friday May 02 2008
Starting a life strategy is easy as long as exchanges are closed:

* update historical data
* start realtime data stream
* start life strategy
* wait until exchanges open
* let it make money

For thousand reasons it is sometimes necessary to stop a life system and restart it after a few minutes.

Usually RE does not collect ticks during this time and the internal data history gets some "holes", if time crosses a bar boundary complete bars get lost.

I tried to fill the holes with another historical update.

If the watchlist is reasonably large (say 200 symbols) the historical update takes some time and I end up with new holes.

Suggestion:

I RE starts a life system it should first do a historical update then start realtime feed for each individual symbol in this sequence *before* starting the next symbol. I think this is the only way to avoid "holes" in the price history.


www.finantic.de

Our Trading System at C2: Topaz
Posted Friday May 02 2008
We have an enhancement in the system for this.  Gap filling is what we've called it.
phg
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Posted Saturday May 03 2008
Terrific. This is a good one.

-Pete

See also Yahoo group about applying RE.



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