Profile Picture

Partial bar null for tick

Posted By alpha23 3 Years Ago
Message
Posted Sunday March 30 2014
I've received the exception below using 1 minute data, a filtered frequency plugin, and CreateTicksFromBars = true. The issue is that there is no data until 9:32. In this case, the daily open for the symbol should be 9:32.

Please advise.

Thanks, Duane


Partial bar null for tick A CurrentTime 1/3/2007 09:30:00
at RightEdge.Common.Internal.SystemRunner.CallSystemNewTick(Symbol symbol, TickData tick)
at RightEdge.Common.FrequencyManager.ProcessTick(Symbol symbol, TickData tick)
at RightEdge.Common.Internal.SystemRunner._tickGenerator_NewTick(Object sender, NewTickEventArgs e)
at RightEdge.Common.TickGenerator.ProcessBar(NewBarEventArgs args)
at RightEdge.Common.Internal.SystemRunner.ProcessBar(NewBarEventArgs newBars)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginSettings dataStoreSettings)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData)
at RightEdge.SystemProgress.InitAndRunSystem()
Posted Monday March 31 2014
What is the filtered frequency plugin doing? Is it the FilteredDailyFrequency that comes with RightEdge, or is it something else?

Thanks,
Daniel
Posted Monday March 31 2014
it is filtering the data from 9:30 to 16:00. Yes, from RightEdge.

Duane
Posted Sunday April 06 2014
Thoughts?

Thanks, Duane
Posted Wednesday April 09 2014
Need some help here.
Posted Monday April 14 2014
Hi Duane,

Sorry, I have not had time to investigate this issue yet. I will try to do so soon.

Thanks,
Daniel
Posted Monday April 21 2014
Hi Duane,

I've tried to reproduce this issue and so far I haven't been able to. So I have some questions to try to narrow this down.

It looks like this is occurring when running a backtest, not when running live. Is that correct?

Are you running this system with a single symbol or multiple symbols? Do any of them have data before 9:32 or before 9:30?

Is the FilteredDailyFrequency the "main" frequency you use in the system? Is it set via code in system startup or via the system properties? Are you using other frequencies in the system, and if so what are they?

The best way for me to figure this out would be if you could provide me with a system and the data that together reproduce this issue. However I realize that may not be feasible.

Thanks,
Daniel
Posted Monday May 05 2014
Daniel,

   Yes, only during a back test.

   Multiple symbols.

There is no data before open time of the filter.

Yes, the FilteredDailyFreqyuency is the main. Set via system properties. No, otherfrequencies.

Please let me know.

Thanks, Duane
Posted Friday May 09 2014
any luck in looking into this exception?

Thanks, Duane
Posted Sunday May 11 2014
No, I still haven't been able to reproduce it. I'll try a bit more and if that doesn't work I'll add some logging to RightEdge to try to get some more information from when it happens to you.

Thanks,
Daniel


Similar Topics


Reading This Topic


2005-2017 © RightEdge Systems