GetExternalSymbol in StrategyMonitor
Author: Gamba
Creation Date: 12/4/2012 3:09 PM
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Gamba

#1
Hi,

I read that there is a known problem for using GetExternalSymbol in StrategyMonitor.
This problem still occurs. I'm using this code-snippet to get SP100 Index from
dataset "Indices":

CODE:
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Without dataset reference it works in StrategyMonitor. If I use it this way:

CODE:
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It doesn't work with the known error from these threads:

/Forum/Posts/GetExternalSymbol-and-Strategy-Monitor-bugs-or-is-it-just-me-30816

/Forum/Posts/Strategy-Monitor-GetExternalSymbol-exception-30578

Is this a known bug?

I'm using Yahoo-Data for both datasets on a daily timeframe.


And my more important second question is, if the referenced index, in this case SP100
is updated every morning, when the monitor runs automatically?
Or do I need to update it by myself before starting the monitor on another dataset?
So in this case every full automatically run will not have the current data of the last bar.

What happens if I add the index symbol to the same dataset of the symbol on which
I run the monitor? Is then an update of the index possible?

Thank you
Holger
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Eugene

#2
QUOTE:
It doesn't work with the known error from these threads:

Right, looks like a bug to me. Fortunately it's easy to work around, as you suggested:
CODE:
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QUOTE:
And my more important second question is, if the referenced index, in this case SP100 is updated every morning, when the monitor runs automatically?

No.
QUOTE:
Or do I need to update it by myself before starting the monitor on another dataset?

Yes.
QUOTE:
What happens if I add the index symbol to the same dataset of the symbol on which I run the monitor? Is then an update of the index possible?

It does not matter where the symbol is. Of course, if you run the Strategy in multi-symbol mode, ^OEX will get updated - eventually - as the SM is routinely updating the data. But in single symbol mode, it won't.
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Cone

#3
QUOTE:
if the referenced index, in this case SP100 is updated every morning, when the monitor runs automatically?
If you're talking about the data, for sure you'll get much better performance from Y! by updating using the Data Manager first and turning off on-demand updates in the "Yahoo! Data" tab. However, if you're talking about the S&P 100 index constituents, then no, you have to manually update DataSets. (As a rule, Wealth-Lab doesn't change symbols in DataSets since you may be using these for trading.)
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