lag for data in some markets

[js190]

It's fairly often that my optimised positions look like this:

                         index  current  breaks  optimised_position  optimal_position        ref
113       dynamic_trend CHEESE        0   False                   0         -0.035873 2022-08-16
114         dynamic_trend IRON        0   False                   0         -0.092422 2022-08-16
31          dynamic_trend MILK        0   False                   0          0.002387 2022-08-16
115    dynamic_trend EU-HEALTH        0   False                   0          0.011354 2022-08-16
117       dynamic_trend GBPEUR        0   False                   0         -0.226699 2022-08-16
118         dynamic_trend BUXL        0   False                   0         -0.019675 2022-08-16
119         dynamic_trend BOBL        0   False                   0          0.110257 2022-08-16
120        dynamic_trend US10U        0   False                   0          0.009780 2022-08-16
121        dynamic_trend TOPIX        0   False                   0          0.127697 2022-08-16
123         dynamic_trend KR10        0   False                   0          0.064649 2022-08-16
124     dynamic_trend GAS-LAST        0   False                   0          0.018676 2022-08-16
125    dynamic_trend EU-INSURE        0   False                   0         -0.001398 2022-08-16
126      dynamic_trend EUROSTX        0   False                   0          0.037597 2022-08-16
127          dynamic_trend BRE        0   False                   0          0.172658 2022-08-16
128          dynamic_trend V2X        0   False                   0          0.696598 2022-08-16
129  dynamic_trend DJSTX-SMALL        0   False                   0          0.046915 2022-08-16
130  dynamic_trend US-PROPERTY        0   False                   0         -0.000841 2022-08-16
116  dynamic_trend US-DISCRETE        0   False                   0         -0.002981 2022-08-16
133        dynamic_trend MUMMY        0   False                   0          0.013628 2022-08-17

So 18 markets with data from d - 2 rather than d - 1. This is with updating data at 10:30pm GMT (to avoid the golden 11:00 hour), do you guys do a further data update in the morning before model run or just accept the state of last nights data update?
Cheers

[robcarver17]

It's fairly often that my optimised positions look like this:

                         index  current  breaks  optimised_position  optimal_position        ref
113       dynamic_trend CHEESE        0   False                   0         -0.035873 2022-08-16
114         dynamic_trend IRON        0   False                   0         -0.092422 2022-08-16
31          dynamic_trend MILK        0   False                   0          0.002387 2022-08-16
115    dynamic_trend EU-HEALTH        0   False                   0          0.011354 2022-08-16
117       dynamic_trend GBPEUR        0   False                   0         -0.226699 2022-08-16
118         dynamic_trend BUXL        0   False                   0         -0.019675 2022-08-16
119         dynamic_trend BOBL        0   False                   0          0.110257 2022-08-16
120        dynamic_trend US10U        0   False                   0          0.009780 2022-08-16
121        dynamic_trend TOPIX        0   False                   0          0.127697 2022-08-16
123         dynamic_trend KR10        0   False                   0          0.064649 2022-08-16
124     dynamic_trend GAS-LAST        0   False                   0          0.018676 2022-08-16
125    dynamic_trend EU-INSURE        0   False                   0         -0.001398 2022-08-16
126      dynamic_trend EUROSTX        0   False                   0          0.037597 2022-08-16
127          dynamic_trend BRE        0   False                   0          0.172658 2022-08-16
128          dynamic_trend V2X        0   False                   0          0.696598 2022-08-16
129  dynamic_trend DJSTX-SMALL        0   False                   0          0.046915 2022-08-16
130  dynamic_trend US-PROPERTY        0   False                   0         -0.000841 2022-08-16
116  dynamic_trend US-DISCRETE        0   False                   0         -0.002981 2022-08-16
133        dynamic_trend MUMMY        0   False                   0          0.013628 2022-08-17

So 18 markets with data from d - 2 rather than d - 1. This is with updating data at 10:30pm GMT (to avoid the golden 11:00 hour), do you guys do a further data update in the morning before model run or just accept the state of last nights data update? Cheers

I just accept it. You're always going to have out of date data, unless you only trade in one time zone.