Can not synchronize, no overlapping dates

Author: Carova

Creation Date: 1/28/2015 8:32 AM

Wealth Lab » WealthScript (.NET) » Can not synchronize, no overlapping dates

Carova

1/28/2015 8:32 AM

I seem to be having an issue with WLP.

I copied this particular rotation script for the forum

CODE:
Please log in to see this code.

and am using a WatchList of the S&P 400 ( http://en.wikipedia.org/wiki/List_of_S%26P_400_companies).

When I attempt to run it I get the error in the following message. What can I do?

Vince

Size:

Color:

I seem to be having an issue with WLP.

I copied this particular rotation script for the forum[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Indicators;
 
namespace WealthLab.Strategies
{   
	public class StrongStockRotation : WealthScript, IComparer<iHolder>      
	{

StrategyParameter numberOfSymbols;
		StrategyParameter paramDays;
		StrategyParameter slider1;
		StrategyParameter slider2;
		StrategyParameter slider3;
		public StrongStockRotation()
		{
			numberOfSymbols = CreateParameter("n Symbols", 2, 1, 10, 1);
			paramDays = CreateParameter("Keep >= N days", 60, 5, 100, 5);
			slider1 = CreateParameter("WLMA_Swings", 26, 2, 30, 2);
			slider2 = CreateParameter("RSI_Period", 160, 5, 160, 5);
			slider3 = CreateParameter("RSI_level", 94, 60, 98, 2);
		}      
      
		protected override void Execute()
		{
			//Clear cached symbol list so they can be re-requested with synchronization
			ClearExternalSymbols();
			int number = numberOfSymbols.ValueInt;
			int days = paramDays.ValueInt;
         
			ChartPane RSIPane = CreatePane( 52, true, true );
			PlotSeries(RSIPane,RSI.Series(WLMA.Series(Bars,Close,slider1.ValueInt),slider2.ValueInt),Color.FromArgb(255,0,0,128),LineStyle.Solid,2);
			HideVolume();
   
			//Execute rotation strategy
			List<iHolder> list = new List<iHolder>();
			for(int bar = 200; bar < Bars.Count; bar++)
			{
				//Identify the Top-N symbols that have the lowest ROC
				list.Clear();
				foreach(string symbol in DataSetSymbols)
				{
					SetContext(symbol, true);
					if (Bars.FirstActualBar < bar)
					{
						iHolder holder = new iHolder();
						holder.symbol = symbol;
						holder.rsi = RSI.Series(WLMA.Series(Bars,Close,slider1.ValueInt),slider2.ValueInt)[bar];
						list.Add(holder);
					}
					RestoreContext();
				}
				list.Sort(this);
				// Instead of Bottom-N, deal with Top-N stocks:
				list.Reverse();
    
				//keep top number only
				int c = list.Count;
				for(int i = c - 1; i >= number; i--)
					list.RemoveAt(i);
    
				//Close positions that are not in the new lowest N
				for(int pos = ActivePositions.Count - 1; pos >= 0; pos--)
				{
					Position p = ActivePositions[pos];
					bool keepPosition = false;
					foreach(iHolder holder in list)
						if( holder.symbol == p.Bars.Symbol )
						{
							keepPosition = true;
							break;
						}
					if (!keepPosition)
						// Hold for several days to minimize re-entries
						if ( bar+1 - p.EntryBar >= days )
							SellAtMarket(bar + 1, p);           
				}
    
				//Buy new positions
				foreach(iHolder holder in list)
				{
					bool buyPosition = true;
					foreach(Position p in ActivePositions)
						if (p.Bars.Symbol == holder.symbol)
						{
							buyPosition = false;
							break;
						}
					if (buyPosition)
					{
						SetContext(holder.symbol, true);
						if( holder.rsi > slider3.Value ) 
							if( BuyAtMarket(bar + 1) != null )
								LastPosition.Priority = holder.rsi;
						RestoreContext();
					}
				}
			}
		}
  
		public int Compare(iHolder item1, iHolder item2)
		{
			return item1.rsi.CompareTo(item2.rsi);
		}
	}
   
	public class iHolder
	{
		internal string symbol;
		internal double rsi;
	}
}
[/code]

and am using a WatchList of the S&P 400 ( [link]http://en.wikipedia.org/wiki/List_of_S%26P_400_companies[/link]).

When I attempt to run it I get the error in the following message.  What can I do?

Vince

Carova

1/28/2015 8:33 AM

Error message screenshot

Error.JPG

Eugene

1/28/2015 8:49 AM

The error message is pretty self-descriptive: Wealth-Lab can not synchronize your data become symbols have no overlapping dates at all. Searching the forum usually solves questions like this. Lots of insight:

Occasional Cannot Synchronize error - What are possible causes?
Cannot Synchronize, no overlapping Dates error