What is the best way to improve scan alert response time?

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Hi Pete,

I have been trying to improve the scan alert response time and wanted to get your insight. I have found that my alerts for 1hr conditions are coming in a few bars later than I would like.  Is there a format that improves this such as breaking down conditions separately or combining into 1 thinkscript? For instance if I have a custom script, does the system/ server process it faster if it is broken down into multiple custom scripts or better to be one script?  I am running an experiment and have broken the scan into price groups to see if that improves response time. But I wonder if adding more scans actually slows it down.  I would be happy to elaborate if I am not clear.  I would be happy to hear what your experience has been for improving the scan alerts. Thanks for all you do!

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Posted by (Questions: 5, Answers: 2)
Asked on October 29, 2019 12:24 pm
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I really don't have anything for this. You did not provide any code so I can't evaluate it for errors. Adding additional scripts might actually slow things down rather than speed things up. Extra steps. Scripts are only useful when you have to repeat the same exact computation several times in the code. Its only purpose is to reduce the number of lines of code and does almost nothing to affect performance.

I have found that my alerts for 1hr conditions are coming in a few bars later than I would like.

A few bars later. You mean a few hours later? Or do you have a dynamic alert set to send you notifications every hour? You didn't provide any screenshots or any code so I really don't have anything to offer here.

As far as my own experience. I just run scans manually when I need. I don't do a thing to try and improve performance because there is almost nothing we can do to affect that. The scans run on Thinkorswim servers. Not locally. So almost anything we might do to affect performance is completely out of our control.

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Posted by (Questions: 37, Answers: 4090)
Answered on October 29, 2019 1:56 pm
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Thanks Pete. I want to provide more context. I created a strategy and converted it to a scan. I set an alert for when a symbol is added to that scan. My strategy applies to the hourly time frame, so when the alert comes through (a few hours later) and I pull up the chart, the strategy signal appears a few hourly bars back on the chart when the true signal is fired. I think there may be a discrepancy between my strategy code and the scan code. After looking at several symbols I can see that some give the scan signal only a few minutes after the strategy but for some the scan is not "seeing" the same conditions as the my strategy until the next "strategy event".Thanks again!
( at October 29, 2019 6:46 pm)
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You may actually have an entirely unexpected issue. The intraday charts on Thinkorswim have a setting called "start aggregation at market open". This setting is checked by default. And unfortunately there is no equivalent setting you can apply to scans, watchlists or study alerts. Basically, every other tool on the platform. So you must make sure this settings is unchecked or the signals on your charts with never match the signals from the rest of the platform. Screenshot below shows the setting.

Other than this, I really don't have anything else to suggest.

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Posted by (Questions: 37, Answers: 4090)
Answered on October 29, 2019 8:24 pm
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