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OmniTrader 2017 Technical Support
Intra Day Time Frames in and EOD Profile
Last Activity 5/13/2018 2:15 AM
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LSJ

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Subject : Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 11:01 AM
Post #40849

According to the OT help file I can use intra day timeframes in an EOD profile. Typically I use a 60m and 240m in addition to the daily and higher.
I have just discovered that all of the crashing and hanging problems I am having with my futures profile has nothing to do with exotic symbols but merely the existence of time frames less than daily in the profile.
Can this be rectified?
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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 11:57 AM
Post #40850 - In reply to #40849

I'm using 60m & 240m timeframes just fine with continuous contracts in a Futures EOD profile. Maybe the intraday timeframes are part of it, but there must be some other piece. I can try your profile if you want to attach it.

You can also try a new futures EOD profile, add those timeframes & the ES continuous contract, & see if you have the same issue. If you do, than it's not a profile issue.

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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 12:07 PM
Post #40851 - In reply to #40849

OK. I added the 60 and 240 back into the profile which was working perfectly without them.
Profile attached with the 60 and 240 included.
Attached file : My Futures EOD.otp (3512KB - 32 downloads)

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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 12:24 PM
Post #40852 - In reply to #40851

With your profile, I tried the symbol @YM#C & had no trouble. Do you have an issue when using that symbol?
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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 12:38 PM
Post #40853 - In reply to #40849

No, I have no trouble with any of the symbols but when intraday periods are added to the profile the whole profile goes whacky. The que seems to never stop processing, the program is unresponsive and I usually have to exit with the task manager.

While you are looking I have attached what is about the same profile but in intraday. This is what led me to believe I had a symbol problem. I get lots of "field comgroup not found in database errors" (attached) even though they do chart.
Attached file : My Futures RT.zip (2305KB - 26 downloads)
Attached file : comgrouperror.jpg (42KB - 43 downloads)

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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 12:50 PM
Post #40854 - In reply to #40853

No, I have no trouble with any of the symbols but when intraday periods are added to the profile the whole profile goes whacky.


Does that mean you do see the problem when plotting @YM#C or no? I'm only talking about when the intraday timeframes exist. Open your profile, plot @YM#C, do you see an issue? If you do not, please tell me when you see the behavior, ToDo List? Certain symbols? When you add timeframes?

Also, when you do see the issue, is IQ Feed's data manager running? And do you see the issue in a new Futures EOD profile with YM?

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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 12:53 PM
Post #40855 - In reply to #40849

With the intraday profile if I remove the two Bloomberg indexes (BCOMAV.X and BBUXALC.X) the profile works just fine and there are no error messages. These are the same symbols used in the EOD profile which plot and analyze just fine with no error messages.
It is beginning to look like anything less than daily causes a problem with these symbols.
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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 12:56 PM
Post #40856 - In reply to #40855

So it's those indexes plotting intraday. Did you remove them from the Futures Contracts tab in the database? Do those indexes work in intraday timeframes in a realtime profile?
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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 12:59 PM
Post #40857 - In reply to #40854

No, I have no problem with any of the symbols. The symbols are not the issue, the issue is when I use an intraday time frame in an EOD profile, or, when in an RT profile I use the Bloomberg indexes I mentioned, which plot and analyze with no problem in an EOD profile.
This had me confused quite awhile until I realized the factors were not the symbol itself.
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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:03 PM
Post #40858 - In reply to #40857

Just talked with DTNIQ and they say intraday is no problem with those indexes but there is no volume. Could it be that OT is looking for Vol in
the RT profile?

[Edited by LSJ on 3/13/2017 1:07 PM]

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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:03 PM
Post #40859 - In reply to #40857

You said, "With the intraday profile if I remove the two Bloomberg indexes (BCOMAV.X and BBUXALC.X) the profile works just fine and there are no error messages."

So how is it not those symbols?

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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:08 PM
Post #40860 - In reply to #40849

Those symbols work perfectly fine in an EOD profile. Wouldn't that say the symbols were ok? Wouldn't they be a problem in any time frame if it was the symbol?


[Edited by LSJ on 3/13/2017 1:10 PM]

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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:12 PM
Post #40861 - In reply to #40860

But you also said that the other symbols in the profile work fine with intraday, so the problem, correct me if I'm wrong, occurs when using those indexes with intraday timeframes.

If that is the case, did you remove them from the Futures Contracts tab in the database? Do those indexes work in a realtime profile, using the same timeframes & strategies?

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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:12 PM
Post #40862 - In reply to #40849

Also, without the Bloomberg symbols the EOD profile crashed if there are any data periods in the profile less than daily.
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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:14 PM
Post #40863 - In reply to #40862

Are you sure? Cause that contradicts what you said earlier.
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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:20 PM
Post #40864 - In reply to #40849

Let me sum this up:
1. The Bloomberg indexes work fine in an EOD profile.
2. Without the Bloomberg indexes the EOD profile still crashes if there is a data period less than daily.
3. A RT profile gives an error message if the Bloomberg indexes are present in the focus list, not even charted.

Seems like there are some overlapping issues here.
Is it possible that if the symbol was a problem in any profile that it would perform normally in another profile?

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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 1:30 PM
Post #40865 - In reply to #40864

Please create a new Futures EOD profile with the same strategies & intraday timeframes with symbol @YM#C & tell me if you have a problem. If so, when does the problem occur, when running ToDo List, charting, adding timeframes?

Also, when you do see the issue, is IQ Feed's data manager running?

Is it possible that those Bloomberg indexes do not have intraday data? Have you added them in the US database under Stocks, Indexes, or both?

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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 4:23 PM
Post #40866 - In reply to #40849

I'm sorry Barry but it seems I have a moving target and what is true at one time becomes false the next.

Thad did a session with me and found a reference to a GA in the log. A GA that was not trained on the data that was embedded in a strategy that I was unaware of apparently was causing a problem.

I have created new profiles many time before and the profile works for awhile and then after a few hours goes bad. Apparently it kept following me. It has now been identified and removed thanks to Thad.

At the moment I have a new RT and EOD profile with the Bloomberg indexes. I can't break it! Strategies and time frames all working with no messages or hangs.

And BTW, DTN confirms intraday data for the Bloomberg indexes but no volume.

Thanks
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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/13/2017 9:05 PM
Post #40867 - In reply to #40849

It's back. As I work with the EOD profile and add more symbols and strategies gradually, I was able to make it break.

With 27 futures continuous contract symbols (no Bloomberg indexes), 6 or 8 strategies, a 1500 bar history and daily and weekly data periods the profile ran flawlessly.
I added a 60m and 240m and tried to re-run analysis. The first message was that the symbol was not found for the first symbol in the focus list. I was able to recover and the next symbol went into a loop in the que with repeated downloading and analyzing. It was not interruptible and it was exited with the task manager.

Each test was with a new profile and deleted database, results and temp files.
Expletive deleted as they say.

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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/14/2017 1:19 PM
Post #40868 - In reply to #40849

I did a repair install of OT and started from scratch with an EOD futures profile. I progressively added symbols and strategies and tested along the way.
With 27 symbols, nine strategies, 500 bars and the 60m, D and W time frame the profile worked fine. I added a 240m data period and it failed. The first message was that the symbol being plotted was not in the database yet it was fine before the 240m was added. It did eventually load, test and plot all timeframes. I have attached other screenshots to see if you can determine anything about what may be happening.
A totally separate issue was the discovery that a futures spread froze OT. Question here is the spread is built in OT with valid symbols that each plot individualy.
Attached file : N_clnotfound.jpg (142KB - 40 downloads)
Attached file : N_delete.jpg (137KB - 35 downloads)
Attached file : N_spread.jpg (142KB - 33 downloads)
Attached file : N_timeout.jpg (82KB - 37 downloads)
Attached file : N_IQConnectLog.txt (74KB - 37 downloads)

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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/14/2017 1:59 PM
Post #40869 - In reply to #40868

When you have an intraday timeframe already added in an EOD profile, then you remove it or add another intraday timeframe, it seems to cause a problem resulting in an IQ Feed reconnect as well as a possible error. I'll report that. You may not have seen the issue had you added the 60m & 240m timeframe first.

Also that spread feature was never coded to work with intraday timeframes. The feature was made many years ago long before the intraday timeframe capability was added to EOD profiles. I'll report it as a bug, but I would recommend not using spreads with intraday timeframes for now or do so at your own risk.

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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/14/2017 3:05 PM
Post #40870 - In reply to #40849

Thanks Barry but even in the present configuration OT is very unstable. I imagine it is sort of like having a wife who promises to never cheat on you again <:)
It just crashed again attempting to update the analysis on the current symbols and time frames.
I configure the focus list to show signals from all time frames and notice that many of the symbols don't update in all of the time frames. I attempted to download and run analysis from the focus list and that is the last thing that made OT stop working.
OK on the spread. I trade futures spreads and will have to have a daily only profile for that. (Is there a feature request for selected time frames only so that it could constrained to daily and used in a multi-time frame profile?)
Do you have any ideas as to what is making OT so unstable? Is it my data feed maybe. Are there other users who use DTNIQFeed or eSignal that a consensus could be gathered?
I am considering just having a profile with one time frame and switching between profiles. A little inconvenient but not as inconvenient as all the crashes. Do you think that possibly would be more stable?
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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/14/2017 3:16 PM
Post #40871 - In reply to #40870

My best guess at a culprit would be the intraday timeframes. If you removed any intraday timeframes in your EOD profile, you'd probably get better behavior. If you do that, make sure to also remove associations with said timeframes, like chart book tabs or Focus List columns that you may have referencing them. Not that they shouldn't work, but perhaps intraday timeframes in EOD have trouble when mixed with certain things, like the spread feature.
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Barry Cohen

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/14/2017 3:25 PM
Post #40872 - In reply to #40871

Another thing you could try is realtime profiles. You'll get more out of the intraday timeframes streaming data & hopefully have better performance.
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LSJ

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Subject : RE: Intra Day Time Frames in and EOD Profile
Posted : 3/15/2017 11:52 AM
Post #40874 - In reply to #40849

Apparently the answer is no intraday time frames in the EOD profile. All symbols including spread and Bloomberg indexes plotting without error messages. Mixing NTB and time charts are also working without error using strategies and chart indicators.
This is working so well that there should be a big warning to not use intraday time frames in an EOD profile even though the help file indicates it can be done. Maybe it is different for stocks but definitely not for futures.
Life is good!
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