Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request

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Zheka
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Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request

Postby Zheka » 07 Nov 2018

Problem:
- if some data is missed during a backfill ( problem with broker API, no quotes, bars filtered out, etc), a user has no way of knowing.

Suggestion:
Upon backfill, MC/ PortfolioTrader should transparently "Alert" the user in case some data are missing.
These alerts should show a user the problematic symbols and - ideally - the time periods missed, so that it helps further investigation/decision-making ( whether to continue with trading or not).
Missed number of bars can be put (in red) next to the symbol, the detailed report about time periods missed should be exported to a file that will be opened if a user clicks on the "alert" message.
So, it can be 1 "big fat" alert message.

This should work when backfilling data, regardless of the method ("bars or intervals back", "to-from"), in MC and PT, both for minute and daily resolutions.

The challenge will be taking into account holidays/early closes - so as to reduce the number of "false positives".

https://www.multicharts.com/pm/public/m ... es/MC-2528

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TJ
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Re: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request

Postby TJ » 07 Nov 2018

Problem:
- if some data is missed during a backfill ( problem with broker API, no quotes, bars filtered out, etc), a user has no way of knowing.

Suggestion:
Upon backfill, MC/ PortfolioTrader should transparently "Alert" the user in case some data are missing.
These alerts should show a user the problematic symbols and - ideally - the time periods missed, so that it helps further investigation/decision-making ( whether to continue with trading or not).
Missed number of bars can be put (in red) next to the symbol, the detailed report about time periods missed should be exported to a file that will be opened if a user clicks on the "alert" message.
So, it can be 1 "big fat" alert message.

This should work when backfilling data, regardless of the method ("bars or intervals back", "to-from"), in MC and PT, both for minute and daily resolutions.

The challenge will be taking into account holidays/early closes - so as to reduce the number of "false positives".

https://www.multicharts.com/pm/public/m ... es/MC-2528

You can create an indicator to flag the empty periods.

Zheka
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Re: Please VOTE: Alerting user that some bars were missed during the backfill/ historical data request

Postby Zheka » 07 Nov 2018

An indicator will not really help when you backfill for 50+ symbols in Portfolio Trader, especially when auto trading.


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