Build Failing on Daily Bars From Tradestation

[Jonathan Lavering]

I'm testing Adaptrade Builder on different settings and time frames, but am encountering an issue with daily bars specifically.

Repo steps:
1. Open Chart Analysis app in Tradestation for symbol 'MSFT', set time frame to Daily and open the data window.
2. Save the data to a text file.
3. In Builder, add new symbol using the price data that was saved, marking the the headers appropriately.
4. Build

The output I get is the following:

[11/28/2018 6:00:38 PM] Processing symbol data...
[11/28/2018 6:00:38 PM] Initializing population of size 500...
[11/28/2018 6:00:38 PM] ...Problem creating population member 64. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 64. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 406. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 190. Generating new strategy...
[11/28/2018 6:00:38 PM] ...Problem creating population member 35. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 409. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 442. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 443. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 319. Generating new strategy...
[11/28/2018 6:00:38 PM] ...Problem creating population member 413. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] ...Problem creating population member 477. Generating new strategy...
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] Indicator function TRIX failed to evaluate properly.
[11/28/2018 6:00:38 PM] Cancelled by user.
[11/28/2018 6:00:38 PM] Build process failed. Initial population could not be built. Total build time: 00:00:00.


It's not clear by the output what the real problem is. I am able to get 15 min bars to build successfully, so there is an issue with daily bars specifically and how it's getting read/labeled.

Any specific things I should check here?

For reference, here's the first few lines of the file:

"Date","Time","Open","High","Low","Close","Vol","OI"
11/28/2016,13:00,60.34,61.02,60.21,60.61,20732619,0
11/29/2016,13:00,60.65,61.41,60.52,61.09,22366721,0
11/30/2016,13:00,61.13,61.18,60.22,60.26,34655435,0
12/01/2016,13:00,60.11,60.15,58.94,59.20,34542121,0

[MikeBryant]

The TRIX indicator has an inherent divide-by-zero problem. Since Builder can use other indicators and complex expressions as input to TRIX, you sometimes get an invalid (i.e., divide-by-zero) expression. It's explained in the user's guide in Build Results, Messages Window:

 

-------------------------------------------

 

Strategy Generation Errors. The following message will be displayed in the Messages window if there is a problem evaluating a generated strategy:

 

  Strategy generation failed for population member xxx. Creating new strategy...

 

where xxx is the population member number. This will often be preceded or followed by the following message:

 

  Indicator function failed to evaluate properly.

 

This message most often appears if the TRIX indicator function was evaluated with a non-positive argument, which is not allowed. A non-positive argument to TRIX can occur if the argument is calculated from some other indicator or combination of indicators. When this happens, the program will discard the strategy and generate a new one, as indicated by the error message. These errors are almost always recoverable. Only if the program is unable to generate a valid replacement strategy after the maximum number of retry attempts will the build process terminate.

 

-------------------------------------

 

So your solution is to either remove trix from the indicator set or rebuild and hope it finds a valid combination before it gives up.

 

Mike Bryant

Adaptrade Software

[Jonathan Lavering]

I think the TRIX error message is a red herring. If I remove TRIX from the list of available indicators, it will still fail but without the those error messages:

[11/28/2018 6:22:37 PM] Processing symbol data...
[11/28/2018 6:22:37 PM] Initializing population of size 500...
[11/28/2018 6:22:37 PM] Cancelled by user.
[11/28/2018 6:22:37 PM] Build process failed. Initial population could not be built. Total build time: 00:00:00.

[MikeBryant]

Then it's something else. Did you check the time-out settings (View menu, Options)? Another possibility is the lack of selected options. If you don't give it something to work with, it won't be able to generate strategies. For example, you'd have that problem if you remove all the indicators or order types. You should review your settings. If you can't find the problem, you should send me your project file directly and I'll take a look.