Joined: Dec 1, 2016
Posted: Dec 1, 2016 09:39 PM
Msg. 1 of 2
I've been working on this every day for about week, I'm exhausted and the rabbit hole get's deeper....if anyone has any insight on what is going on I would appreciate it! Here it is...I'm running continuous back adjusted daily futures data from IQFeed with a Multicharts strategy that I've developed. I am collecting the data on two different computers for the purpose of using one as a dedicated computer just for generating signals and if that does down my personal computer that I travel with should be able to generate the same trading signals as well. HOWEVER...I'm not getting the same trading signals on both computers with supposedly the same data. I'm checked the parameter values of the strategy and the values at the quote manager level in Multicharts. I've purged both data caches in each computer and let them reload the data in both computers. I then export the daily data from both computers and my personal computer is dropping a day's worth of data about once every month or so no matter how many times I purge and rebuild both of their price histories in each computer. I'm been working with trading systems and built my own directly to the API back in the early 1990's when nothing off the shelf could be purchased, so I'm not new at this. BUT, this is driving me crazy and everyone blames the other for the problem. IQFeed says it's Multicharts and Multicharts says its IQFeed. When I check with IQFeed their own server shows the date and price data that what is missing on my computer is on their server, so as far as IQFeed goes I should be receiving all of their data when it rebuilds all the data in each of my computers. I'm runinng them at the same time. Any ideas would be appreciated!!! KD
-DTN Technical Support-
Joined: Jun 14, 2007
Posted: Dec 1, 2016 10:34 PM
Msg. 2 of 2
KD, when doing your testing on both machines is the missing data only occurring on one machine or both? If it is just occurring on one machine or the other it may be possible that something is corrupted that is causing an interruption of the data coming from the IQFeed connection. Whether it is an internet connection, security (firewall, anti-virus), or something local to that machine directly. Ideally I would recommend a few options:
1. Is the internet connection wireless to this machine or is it Ethernet fed? If on wireless is it possible to connect via Ethernet to provide a more stable connection?
2. Make sure that IQFeed's Connection Application is still being allowed Full Access through the Internet Security that you may have running on the computer.
3. What is running on this machine compared to the other computer? Are different programs running on them or the same? If there is, is it possible to shut them down to rule the interference out?
4. Also, to rule out the trading signals that you are using did you also run just plain daily chart? Did the missing data also occur on that data after a clear and refresh?
5. It may be possible that something is just corrupted within the Multicharts and IQFeed on the computer, of which the only recourse would be to do a complete wipe of the computer of both IQFeed and Multicharts and start anew to see if that corrects the issue. I would only do this as a last resort as you would need to reload any symbols that are not installed by default with Multicharts.
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