WL6 not responding on some symbols
Author: EJoub
Creation Date: 1/23/2013 6:13 PM
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EJoub

#1
I had data feed problems and after a fix I still get the following;

On very few symbols, 2008 only, on only one strategy, if I click from symbol ABC to XYZ the screen shows
the trades list on a grey background. If I now do anything, say click on performance, then I get ABC (ABC is not a typing error) "not responding" and WL6 must be closed down.

WL4 under the same conditions does not do this.

Note: I receive about 3000 EOD data and I have 300 strategies.

I know above is non specific but does anyone have an idea what could cause the problem?

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Cone

#2
Which Performance Visualizers are you using?

You can start eliminating them one by one until you find the culprit, then as long as we can get the same data and script, it should be a simple matter to identify the hang up.

Say, with 300 systems, surely you would like to start forward testing some of them in WealthSignals?
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Eugene

#3
If it`s only one strategy as you said, then something about its code may turn out to be the culprit. We could help with finding it if you provide the code.

Also, what is the data provider?
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EJoub

#4
I have found symbol ING (Ingenuity) a Financial share on the JSE in South Africa...Bloomberg is running this symbol but I`m using some other supplier. The “not responding “ occurs on 24 Nov 2008.

It was real hard to find because any symbol run before or after ING failed on the symbols used...so any symbol then indicated a “not responding” and I had to start WL again. There are a few other symbols but must first be identified...so there are endless combinations possible which could fail.

ING does run in Raw Profit mode but I can see that my strategy enters at a price of $00.00 on 24 Nov.
Portfolio mode on 5% Equity, Margin at 1, causes the shut down.

How do I get the stategy code and prices to you in the correct way...like before?
I`m sending it in any case...sorry!


CODE:
Please log in to see this code.



Cone, I`ll get back to you re your questions if you don`t mind.

Thanks to you both.

I must add that during all the testing I had a "Strategy could not be loaded due to an error in the XML source file"

Lastly, there was at one point, on the price graph, three lines as wide as a bar, running from the price on the graph right to the bottom of the screen, to the bottom of the Volume panel. It looked like a bar with a line in the middel...sorry no screen shot.
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Eugene

#5
Sorry, there is a bug on the website: posts aren`t accepted if you use apostrophe. I`ve moved your reply from email, replacing the "offending" characters. The webmaster is aware of the problem.

QUOTE:
I must add that during all the testing I had a "Strategy could not be loaded due to an error in the XML source file"

I bet you should have started by saying that! :) The Strategy`s file`s got corrupt for whatever reason. Before anything else, copy and paste the code in a blank Strategy, save and use that from now.

To insert a screenshot, press Alt and Prt Scrn, then visit Snag.gy and simply paste it like the page instructs you to. Next, obtain the direct link by appending "i." to the URL as follows: "http://snag.gy/image.jpg" becomes "http://i.snag.gy/image.jpg" (without quotes). Finally, paste the direct link to the full-size image here.

To attach a file with historical data (which data provider?), just upload it to any hosting service and share the link.

P.S. For better performance, consider replacing these lines:

CODE:
Please log in to see this code.


With these:
CODE:
Please log in to see this code.


This uses cached DataSeries instead of constantly rebuilding them on each bar.
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EJoub

#6
Thanks for moving my email.

"Strategy could not be loaded due to an error in the XML source file" occurred only after most of my testing and nothing changed afterwards.

I have made a new strategy copy but to no avail. I have used your code suggestions but “not responding” remains.

What can possibly cause ING to “not responding” after opening?

On the hang-up date, 24/11/2008 there is an entry at $00.00 because the price data shows an opening price of $00.00 and MAE% shows Infinity...is this the cause?

I have tried Bloomberg data to check against mine and there is an opening price for 24/11/2008 but a few entry dates on Bloomberg data are different to mine because there is no data for 18/11/2008 on Bloomberg...thus checking was not really possible.

What say you?
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Eugene

#7
We still don`t know enough, and it might sound like a data issue. What is the data provider? Can you upload the offending data file? The starting point is being able for us to reproduce your scenario.
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EJoub

#8
I have 2 different sets of Metestock data generated from the same source.
WL4 contains data that does not contain an error and it runs properly.
WL6 contains data that does contain at least one error.

As proof I ran the faulty data set on WL4 and it obviously fails at symbol IGN 24/11/2008 as well. The
good data set contains an opening price on that date but the erroneous set does not. I could not test
the good data on WL6 because I cannot find the folder.

WL4: To create a new data source I have to use the MetaStock Static Adapter in the DataSource Type
and data from here contains the error. The original MetaStock files in the DataSource Type cannot find
a path to the data. I cannot find a path manually either.

WL6: To create a new data source I have to use the MetaStock Data Format in the
Select a Data Provider and nothing else and data from here contains the error. There is no other path to the data files.

The path to Finance for both WL4 and WL6 is the same C:/EQUIS/FINANCE.

The Location for WL4 is C:/EQUIS/FINANCE.
The Location for the erroneous data is MSEOD.MSsa and I cannot send you this folder
because I cannot find it.

BTW I did not create above Folder system because I could not fix my last PC crash myself.

Assistance would be appreciated.

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Cone

#9
MSEOD.MSsa is the name of the old WL4 COM component for the MetaStock Static Adapter (MS sa).

In WL6 why not create a new MetaStock DataSet and point it to the folder of known good data? You must be able to find that folder in C:/EQUIS/FINANCE, right?

You need assistance for a PC crash?
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EJoub

#10
I already have created two data sets in WL6 as you have suggested but that data contains the erroneous symbol.
I already have created two data sets in WL4 but that data contains the erroneous symbol. The sets normally in WL4
does not contain the erroneous symbol data.

Crash...no that was long ago and fixed by my techy...he had to install the Static data adapter.

Re the (two?) data sets, they have different icons, both have a black bull but the one has a red MS in the back ground.
Are they the same?...should be but why the diffirence as explained above.
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Cone

#11
As I recall, there is a "native" MetaStock reader and a separate MetaStock adapter for WL4. They have different icons. But forget about WL4 here because it is confusing the issue and I am having trouble following what you are saying and doing.

Back to WL6...
If you are working with near-zero penny shares as it appears, go to Backtest Setting in Preferences (F12) and check the last option to "Turn off limit/stop order rounding entirely" and give it a try.
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EJoub

#12
Starting from the beginning of this thread. After I have lost some metastock data folders and the recovery thereof a week ago, I obviously started testing randomly in most data sets. I have found a symbol ING which caused a “not responding”. Subsequent to the first post I discovered that the “not responding” was caused by a missing price at the open on 24/11/2008. Price and strategy as above. I have proof of this as I have run this data set elsewhere and it fails at the same date. I also have proof that the same symbol price data which does not have a missing price at the open, runs properly.

Eugenes earlier post “We still don`t know enough, and it might sound like a data issue. What is the data provider? Can you upload the offending data file? The starting point is being able for us to reproduce your scenario.” This request started a search for the location of the offending file. I have found two sets of data generated by one source :) So which is the offending one and where is it located? Both sets are generated by the single source so that is all I can supply. I am sending it to your support portal via e-mail.

I have tried the Backtest Setting in Preferences as suggested but test fails with and without this setting .

I think at this point the problem is why is that price missing and what caused it.
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Cone

#13
We got the email and I see the garbage data for 11/24/2008 and also a gap of about 3 years of trading. Nonetheless, the data reads in fine and the strategy runs without fail for me.

This takes me back to my first impression of where the problem could be - in a performance visualizer. Which ones have you selected?
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Eugene

#14
And which version of our performance visualizer libraries are you running?
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EJoub

#15
The following is from my pos 1& 4
“On very few symbols, 2008 only, on only one strategy, if I click from symbol ABC to XYZ the screen shows
the trades list on a grey background. If I now do anything, say click on performance, then I get ABC (ABC is not a typing error) "not responding" and WL6 must be closed down.”
“ING does run in Raw Profit mode but I can see that my strategy enters at a price of $00.00 on 24 Nov”

Consolidating both posts: ING runs in Strategy window Raw profit mode and all the tabs I have used in this view works fine. In Strategy window Simulation mode the strategy would run but if I click on anything or anywhere on the screen i.e. home/graph/symbol tree etc . I get “not responding” Ok and then I pinned down the date which contains the garbage. The problem disappears if the simulation is terminated on the day before.

My file shows Visualizers.Extra_ 2012.3

My data downloading problems preceding the present snag may be relevant because that is where I lost most Metastock folders three Saterdays in a row and the provider blaming it on WL. Please advise if you need to look at this...I have kept good records of the logs and the strange extra (to me) folder contents etc.
Thanks to you both.
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Eugene

#16
Ernst, thank you for the detailed report. Wealth-Lab hangs when executing this backtest. Under debugger, I have determined that this freeze is caused by the Monte Carlo visualizer (which does not run in Raw Profit mode). Uncheck it, re-run, and you`ll be fine. We`ll pass the issue on to the MCV developer.
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EJoub

#17
Eugene, thanks for nailing this problem. You and the support staff are tops.
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EJoub

#18
Afterword : Having used Monte Carlo could that have caused a data downloading problem? Sorry for all the detail below.

I use a local data provider, Progress Data Service, providing Metastock data in a folder called Equis. Equis contains sub-folders (Finance; Mining; Futures etc) for a total of12 Sub-folders. The last 3 Saturday mornings in a row, after a download, 7 of the 12 sub-folders showed no symbols in my Data Sets in the WL Data Manager. I could not use their replacement disk because they have reorganised their sub-folders. So I replaced missing data using zipped sub-folders supplied by them. After the third loss the provider looked at my MSUpdate. log and at one of the sub- folders that is not updating. They found these additional ( should not be present) files in the offending sub-folders, MSLF.INX; MSLF.LCK; MSLF.SEL; MSFL.USR; EMASTER.TEMP; MASTER.TEMP; XMASTER. After deletion of these files the data downloads seemed ok .

The provider concluded that my program WL6 and or WL4 is not closing some symbols after they have been used and accumulated to the point where mentioned additional files have been created.

Do you agree that the providers conclusion may be possible? I have used Monte Carlo in some backtests and never had problems but I have never used the ING symbol in a backtest.
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Cone

#19
In all the years that we've supported the MS format, I've never heard of or seen those MSLF.* files. Are you sure that they aren't MSFL, which stands for MetaStock Formula Language? Maybe that rings a bell.

A few more points:
1. Only the MetaStock data adapter "touches" the data (and the MCV gets all of it's data from a backtest in memory).
2. Wealth-Lab MetaStock adapter is never used in a write mode, it reads only, but it does open and close files.
3. The MetaStock adapter in WL6 is compatible with the latest versions of MetaStock, but the native MetaStock reader (red icon) from WL4 is not!

If using WL4, make sure to use the MSsa adapter..
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Eugene

#20
MetaStock Online Community - ~msfl files

QUOTE:
Every time MetaStock (or related applications such as the Paritech db application) opens a MS data file, the following temporary files are created in the data file`s folder:

~MSFL.INX
~MSFL.LCK
~MSFL.SEC
~MSFL.USR

When MetaStock and other apps close access to the MS data files, the data files should also be closed and the temporary files should be deleted by the application. If the offending application is not closing the MS data files properly, they remain hanged open causing data access problems for MetaStock.


Since Wealth-Lab`s Metastock provider does not create these lock files (e.g. ~msfl.lck) during operation, I conclude that they must have been created by a 3rd party product that you`re using, like that MSUpdate (downloader?) For example, when it crashed or hung up, killing the process in Task Manager would leave the temporary files and could have broken the database.
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EJoub

#21
Cone, thanks for the explanation. Sorry, that MSLF was a typo. BTW I like your posts on Alpha Power and pointing to the new possibilities on your/our new (impressive) web.

Eugene, referring to the link in your post, that is basically what has happened in my case with this variation. My present (old) data CD from the provider has been running for a year. I appreciate your conclusion and will advise the provider. The last 20 downloads ( 2* day) has not caused download problems.

As I have mentioned before, they have reorganised the folder contents in their replacement CD i.e. the same data but placed in say 6 folders instead of 12 like before. I’m still running the old 12 folder CD.

Their new replacement 6 folder CD will not present a problem in WL6 but this new CD will destroy my years of research watchlists (400 in all) in WL4 (sorry to mention WL4 again but I’m using it as a backup) Can I copy the watchlists over to WL6?...I have not been able to do this. I have the Aronow Watchlist tool. How can I reorganise WL4 watchlists to run off the replacement 6 folder CD? I know that all of this can be rebuild manually.

This is not survival issue but I view it as a bonus if it is possible without recreating all.
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Eugene

#22
QUOTE:
Can I copy the watchlists over to WL6?

Nope. Neither the built-in WL4Files provider nor the WatchList provider have any means to handle "WL4 watchlists". As you said, these have to be rebuilt manually.
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EJoub

#23
Re WL4/WL6, thanks for confirming that I have no missed anything.

I’m sorry to ask your opinion on my data download again but I’m still having
problems (no data yesterday again) as described in one of above posts.
My provider seems to have run out of options. WL4/WL6 is not even involved
because I check for TEMP files before and after downloads.
Just a short piece of the download log below.

Processing new listing: SB-TOP-PZ
Adding new listing to C:\EQUIS\WARRANTS directory
--> MSFL Error #-198: Add or change would duplicate an existing security
--> New listing failed!

I have recovered my lost data since the failure and SB-TOP-PZ is present now.

If this is too far off topic, it's ok by me.





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