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Thank
you Tomasz, a nice clean approach.
<FONT face=Arial color=#0000ff
size=2>
will
certainly try this. I did something similar using/copying composites but ran
into other problems.
<FONT face=Arial color=#0000ff
size=2>
best
regards,
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Monday, April 12, 2004 10:23
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Real-Time Trading System ExamplesImportance:
High
Herman,
If you really have to have both in one database you can
simply do the following: import EOD data using ASCII importer
(using for example tickers with _EOD extension) and
refer to them using Foreign function.
(This of course has to be done only ONCE per day - after
close when most recent EOD data are available).
This is very simple and working approach.
Best
regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 12, 2004 3:56
PM
Subject: RE: [amibroker] Re: Real-Time
Trading System Examples
<FONT face=Arial
color=#000000 size=2>Hello Fred, thanks for your comments. Obviously
y<FONT face=Arial
size=2>ou have done your home work and you have identified what data aspects
are important for you, that is exactly what I suggested people
do. W<SPAN
class=625550013-12042004><FONT face=Arial
color=#000000 size=2>e all trade different systems and for anybody to
imply/assume that their personal criteria have common value and apply
to others, without knowing what type of systems the others are using makes
no sense. I may be in the market a few hours after my signal while
others may stay in for a couple of weeks. The rules and criteria are not the
same.
<FONT face=Arial
size=2>
EOD prices give
me more accurate results in my application, RT differences of up to
several percent can and have put me in the opposite position (TWS
data). This hasn't happened to me since I reverted to using EOD prices
to generate my major timing signals. Just play with the Stochastic and see
how one such deviation can have a forward effect on your chart and change
your signal a few bars after it happened.
<FONT face=Arial
size=2>
I don't know how
the EOD values are calculated, i posted at various places on the Internet
but got no authoritive replies, just personal and subjective
opinions. EOD Open prices appear to have a built-in
lagless smoothing quality that I cannot duplicate in backtesting or
trading using RT data. <FONT
face=Arial size=2>Awhile back I posted a challenged for a RT
formula that would generate a Match for EOD prices... no replies, just
defensive comments from those who prefer to ignore the problem. I suspect
EOD prices are defined/released by the markets and make use of information
that we do not have access to in real time. Sometimes it is pretty hard to
get to the bottom of things.
<FONT face=Arial
size=2><FONT
color=#0000ff><FONT face=Arial color=#000000
size=2>
Best
regards,
<FONT face=Arial
size=2>herman.
<FONT
face=Arial><FONT
color=#000000>
<FONT
face=Arial>
<FONT face=Tahoma
size=2>-----Original Message-----From: Fred
[mailto:ftonetti@xxxxxxxxxxxxx]Sent: Monday, April 12, 2004
8:49 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Re: Real-Time Trading System
ExamplesAs I stated a year or so ago, not only do
EOD prices differ from intraday prices with regards to the open, they
differ regarding the close as well and in some cases with high and
low. I'm not sure why you think the EOD prices are more
accurate, especially when it comes to what is reported for closing
prices as these are typically settling prices that occur AFTER the
close and are therefore NOT tradable, but if that's what you want to
use, so be it. They are however at best only meaningful when
trading on delay i.e. buy/sell at tomorrows open NOT todays prices
whether they are based on close or intraday as they aren't in print
yet. From my perspective the only meaningful numbers are those
related to intraday not EOD.--- In amibroker@xxxxxxxxxxxxxxx,
"Herman van den Bergen" <psytek@xxxx> wrote:> There is NO
problem with how AmiBroker processes data and there is NO>
problem with Data Vendors, the price differences cannot be blamed
on> anybody, they are simply a fact of market data.>
> The differences become more important as your trades becomes
shorter, which> is the case when you migrate from EOD to RT (my
situation). Another factor> is whether you work with Indices,
ETFs or Composites. The only way for you> to know if/how you
are effected is to do your own testing. Market data is> the
foundation of all your trading systems and you should know what you
are> working with.> > IMHO, Using EOD prices in your
formulas is similar to using "smoothed" RT> prices however the
advantage of using EOD Prices is that it gives you more>
accuracy in backtesting and has no lag. My limited experience is that
EOD> Open prices are released within the first second after the
Open (no lag),> tracking this price from the eSignal EOD server
starts at 09:18:00 and it> often zeroes in on the real Open
price well before 9:30:00 a.m.> > Below are some examples,
comparing QP2 with eSignal RT.> take care,> herman>
> Ticker Date/Time EOD-Open
RT-Open %Difference> AAPL
03/08/04 26.79 26.62 0.63%>
AAPL 12/16/03 20.19 20.08
0.54%> AAPL 03/30/04 27.86
27.72 0.50%> AAPL 12/15/03
21.49 21.39 0.47%> AAPL
02/18/04 23.18 23.08 0.43%>
AAPL 03/19/04 25.7 25.59 0.43%>
AAPL 12/12/03 21.32 21.23
0.42%> AAPL 12/17/03 20.08 20
0.40%> AAPL 01/30/04 22.74
22.65 0.40%> AAPL 03/18/04
25.94 25.85 0.35%> >
Ticker Date/Time EOD-Open RT-Open
%Difference> YHOO 03/19/04
46.54 44.93 3.46%> YHOO
11/14/03 42.88 42.66 0.51%>
YHOO 01/13/04 49.95 49.73
0.44%> YHOO 03/04/04 43.46
43.34 0.28%> YHOO 01/02/04 45.5
45.38 0.26%> YHOO 03/01/04
44.52 44.41 0.25%> YHOO
02/25/04 44.39 44.31 0.18%>
YHOO 01/29/04 46.57 46.49
0.17%> YHOO 02/11/04 47.03
46.95 0.17%> YHOO 02/13/04
47.61 47.54 0.15%> >
Ticker Date/Time EOD-Open RT-Open
%Difference> QCOM 03/16/04 64
63.16 1.31%> QCOM 02/05/04
56.52 55.95 1.01%> QCOM
10/21/03 45.39 44.95 0.97%>
QCOM 12/19/03 51.72 51.56
0.31%> QCOM 03/17/04 64.74
64.54 0.31%> QCOM 11/04/03
47.74 47.6 0.29%> QCOM 12/12/03
50.18 50.05 0.26%> QCOM
03/01/04 63.39 63.25 0.22%>
QCOM 11/20/03 45.56 45.48
0.18%> QCOM 02/17/04 58.09 58
0.15%> > > > -----Original
Message-----> From: Tomasz Janeczko
[mailto:amibroker@xxxx]> Sent: Monday, April 12, 2004
5:26 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: Re: [amibroker] Re:
Real-Time Trading System Examples> Importance:
High> > > Hello,>
> I have already wrote that accessing DAILY data in
intraday database is OF> COURSE POSSIBLE.>
Use TimeFrame functions or just switch periodicity in AA Settings
window> to DAILY.> > The fact that
data on EOD eSignal server are different than time> compressed data
on intraday eSignal server> is NOT the problem of
AmiBroker. This is because how exchanges report EOD> data and
actually> time-compressed intraday data provide
ACCURATE picture - because they> represent REAL trades that
occured> during REAL trading
session.> And represent prices that your orders could
actually be filled at.>
=======================================> >
Mixing data from eSignal daily and intraday servers would result
in> infinite confusion becuase> close at
16:00 would could be DIFFERENT depending what viewing interval>
you choose.> > Also problems appear with OPEN
price as it is NOT possible to trade> exactly on open on
certain exchanges.> For example on Nasdaq you can not
place real "market on open" order> see for
example:> > <A
href="">http://www.interactivebrokers.com/html/tradingInfo/orders/MarketOpenCloseOrd>
ersSimulated.html> > so you can not get filled
at open (Market On Open orders are "simulated"> on Nasdaq by
placing market order within first 30 seconds of trading>
session)> Considering this what's the purpose of using
EOD open when you can not get> filled at this
price.> Using real intraday data gives you much better
robustness of your backtest> (you can calculate for example the
average> price of first 1 minute of trading and enter
on that price)> > And of course your system
seems to be way to sensitive to be successful in> real life if
it yields so much different> results when daily prices
differ by such small amounts. You should really> add at least
0.2% for slippage to treat> the backtest with minimum
amount of credibility.> > Best
regards,> Tomasz Janeczko>
amibroker.com> ----- Original Message
-----> From: Herman van den
Bergen> To:
amibroker@xxxxxxxxxxxxxxx> Sent: Monday,
April 12, 2004 4:06 AM> Subject: RE:
[amibroker] Re: Real-Time Trading System Examples> >
> In simple situations you only have to run
the EOD version once a day to> generate the table. But during
development i work with different systems and> watchlists, so I
may want to generate many different tradelists during the> day
and i shuffle back and forth between EOD and RT.>
> If we could access both the RT and EOD
database at the same time from> the RT version (Not possible
right now) many problems would be solved.> However there are
other reasons why creating a file with AA statistics and>
having a means to read the Stats back would be handy....for example
you> could use two-pass Backtests and use stats from the first
pass in the second> in Scoring and PositionSize formulas, or
plot the statistics from> indicators, show complex trade stats on
the screen or in Interpretation> windows from the chart,
analyze portfolio trades, etc. Remember that such a> table
offers a form of Persistent memory that can be acessed by
successive> AA operations.>
> I have not had an occassion where i
needed the EOD version to access the> RT version.>
>
h> -----Original
Message-----> From:
danielwardadams
[mailto:danielwardadams@xxxx]>
Sent: Sunday, April 11, 2004 9:40
PM> To:
amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] Re: Real-Time Trading System Examples>
> > I've applied to the
other list but can't access it yet.>
> Maybe it's apparent from what
you say there but would there be a
need> for simultaneous
instances if you could access the EOD
database> directly from an
RT instance? If not, you could just run the
EOD> version once a day to
update the data. Does the EOD version ever
need> to access the RT version
for anything?> >
Dan> > --- In
amibroker@xxxxxxxxxxxxxxx, "Herman van den
Bergen"> <psytek@xxxx>
wrote:> > You may want to
read my post on the DLL list>
> <A
href="">http://finance.groups.yahoo.com/group/amibroker-dll/message/1320>
>> > From my post you
will see that I prefer two independent
but>
simultaeous,> > AmiBroker
instances (one RT and one EOD) so that they
can> communicate
with> > each other. I would
be quite happy to run the EOD on one screen
and> run
the> > RT on another - as
long as my RT could access the EOD Signals
and> >
Statistics.>
>> > I currently have a
prototype running in this fashion, it
requires>
Exporting> > the EOD
tradelist to allow my RT code to read it. I use
String>
Manipulation> > to parse the
code, match dates, and fill in my RT data with
EOD> > signals/prices.
While running RT i use the selected (or loop)
date>
to> > retrieve the relevant
Row from the TradeReport file. It works
but> is
slow> > and still buggie, I
would prefer a simple and fast DLL as
outlined> in my
DLL> > post. As you can read
there it would offer a variety of
other>
attractive> > applications.
With a little luck somebody with C-expertise
will> like
the> > idea and write a DLL.
Most of the work has already been done and
is> > available from the
public domain OSAKA C-Sourcecode in DLL
files.>
>> > wrt the -at list, I
gave up on Ninja because i found it too
highly> > integrated
with it's proprietary Entry/Exit strategies. I prefer
to> do
my> > "own thing" using the
simplest possible API interface.
There> haven't
been> > many posts because
Tomasz may be offering Automated trading at
some>
point,> > it would be
unlikely for any parallel efforts to be competative
in> terms
of> > features, reliability
and delivery date.>
>> > best
regards,> >
herman> >
-----Original Message----->
> From: mrdavis9
[mailto:mrdavis9@xxxx]>
> Sent: Sunday, April 11, 2004 5:23
PM> > To:
amibroker@xxxxxxxxxxxxxxx>
> Subject: Re: [amibroker] Re: Real-Time Trading System
Examples> >
Importance: High>
>>
>> > My post
below was intended to encourage you to keep
this>
discussion> > PUBLIC, and
only use private emails where necessary. I won't
have> time
to> > study it in depth till
later. However, I am saving all
automated>
trading> > discussions that
I see in an Outlook Express folder
entitled>
AUTOMATED> >
TRADING. I don't have a lot of saved messages yet, but I
have> copied
one> > here as an example of
what I am saving, I saw this on the
Ninja> Trader
yahoo> > group. I
stopped watching their discussions awhile back. Ron
D> >
==================================================================>
>> > I've
taken 5 systems which I was using to trade manually,
changed> >
them so they can run without me, backtested them on IRT until
I'm> > happy
with them and set them off
live.>
>> >
Expectancy (based on (Pw * Aw)- (Pl * Al) where P =
probability,> A
=> > Average, w
= win and l = loss) ranges from 1.8 to 2.7 and R/R
from> > 2.4 to
6.1. Percent wins range from 38% to 52% in the
backtest> >
period. All systems use a variety of indicators (CCI, FASTD
and> > custom
indicators mostly) and multiple time
frames.>
>> > The
single most important factor in improving
backtested>
performance> >
turned out to be identifying conditions in longer timeframes
which> > lead to
poor results and modifying the scans to prevent
trading>
when> > those
conditions apply. With some scans this results in very
few> > trades
(15 or 20 per quarter) so backtest results
are>
statistically> >
dubious and, as backtesting itself is not a 100% representation
of> > what will
happen in real life, I will hold off buying the
yacht>
for> > the
timebeing.>
>> >
========================================================>
> ----- Original Message
----->
> From:
dingo>
> To:
amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, April 11, 2004 1:49
PM>
> Subject: RE: [amibroker] Re: Real-Time
Trading System Examples>
>>
>>
> I posted some code (vbScript) to export the
trade list under>
some> > circumstances - look
back using this thread
subject.>
>>
> d>
>>
>>
>> >
-------------------------------------------------------------------->
------>
> From: mrdavis9
[mailto:mrdavis9@xxxx]>
> Sent: Sunday, April 11, 2004 2:38
PM>
> To:
amibroker@xxxxxxxxxxxxxxx>
> Subject: Re: [amibroker] Re:
Real-Time Trading System
Examples>
>>
>>
> I am also interested in the
subject of this thread. Ron
D>
> ----- Original
Message ----->
> From:
danielwardadams>
> To:
amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, April
11, 2004 1:30 PM>
> Subject: [amibroker]
Re: Real-Time Trading System
Examples>
>>
>>
> Herman &
dingo,>
> I'd also be
interested in anything you come up with. I
want> to
solve>
> the same problem as
you Herman. Hope you're making
better>
progress>
> than me though
...>
>>
>
Dan>
>>
>>
> --- In
amibroker@xxxxxxxxxxxxxxx, "dingo"
<dingo@xxxx>>
wrote:>
> > sounds
neat. I'll contact you off-line to work up
some>
specs.>
>
>>
> >
d>
>
>>
>
>>
> >
_____>
>
>>
> > From: Herman van
den Bergen
[mailto:psytek@xxxx]>
> > Sent: Friday,
April 09, 2004 9:51 PM>
> > To:
amibroker@xxxxxxxxxxxxxxx>
> > Subject: RE:
[amibroker] Real-Time Trading System
Examples>
>
>>
>
>>
> > Anytime you are
ready, if you write the code for
the>
tradelist>
> export
I'll>
> > share whatever
afl I turn out to read the file from RT
:-)>
> > I have the
basics working and hope to finish it over
the>
weekend.>
> It is
kind>
> > of neat you just
click anywhere on the RT chart and
see> all
the> >
EOD>
> > particulars in
the RT Interpretation window :-)
still> have to
do>
> the
date>
> >
matching...>
>
>>
> >
h>
>
>>
>
>>
>
>>
> > -----Original
Message----->
> > From: dingo
[mailto:dingo@xxxx]>
> > Sent: Friday,
April 09, 2004 9:37 PM>
> > To:
amibroker@xxxxxxxxxxxxxxx>
> > Subject: RE:
[amibroker] Real-Time Trading System
Examples>
> > Importance:
High>
>
>>
>
>>
> > Your BTW
is EXACTLY what I was going to
suggest.>
>
>>
> > I'll work you up
something to do the exporting
(and> little
bit>
> more).
How>
> > soon do you need
it?>
>
>>
> >
d>
>
>>
>
>>
>
>>
> >
_____>
>
>>
> > From: Herman van
den Bergen
[mailto:psytek@xxxx]>
> > Sent: Friday,
April 09, 2004 9:13 PM>
> > To:
amibroker@xxxxxxxxxxxxxxx>
> > Subject: RE:
[amibroker] Real-Time Trading System
Examples>
>
>>
>
>>
> >
InLine...>
>
>>
> > -----Original
Message----->
> > From: dingo
[mailto:dingo@xxxx]>
> > Sent: Friday,
April 09, 2004 7:49 PM>
> > To:
amibroker@xxxxxxxxxxxxxxx>
> > Subject: RE:
[amibroker] Real-Time Trading System
Examples>
> > Importance:
High>
>
>>
>
>>
> > I'm still trying
to get my head around what
approach>
you're> >
wanting>
> to
take.>
>
>>
> > Are you going to
use EOD data and formula to produce
your>
buy>
>
signals?>
> > Yes, because
they are more accurate than RT signals -
for> what
i> >
am>
>
doing.>
>
>>
> > Or are you going
to use Realtime data and another
formula> to
do> >
your>
> >
entries?>
> >
Yes.>
>
>>
> > Are you going to
use Realtime data and formula to
manage>
> stops/exits
for>
> > open
positions?>
> >
Yes.>
>
>>
> > If that's the
case then you won't need to mix
your> databases
and>
> your
EOD>
> > formula can be
separate from the realtime formula,
right?>
> > Indeed, but only
in real trading, the problem is that
I> need
to>
> >
develop&optimize the RT components with backtesting.
How> would
I>
> optimize
my>
> > RT stops over
historical data if I don't have access
to> the
EOD>
>
signals,>
> > stock picks,
scores, shares, and trade-prices in
my> formula?
All>
> these
are>
> > based on EOD
data and can not be calculated accurately
in>
RT.>
>
>>
> > I assume you
have the EOD formula that generates the
buys>
working>
> >
satisfactorily?>
> > Yes, but is is
price sensitive and gets all
confused> dealing
with>
>>
>
things>
> > like -17 to +30
cts RT volatility/noise of the
OHLC> Prices
(AAPL).>
>
>>
> > If you are going
to use a formula to manage
your> stops/exits
have>
> you
been>
> > able to complete
this or is this the question that
you're>
asking?>
> > There are many
formulas and i haven't decided which
to> use,
My>
> system
must>
> > first work with
EOD performance in an RT
environment.>
>
>>
> > Assuming you
have a formula to manage those stops/exits
-> have
you>
>
worked>
> > out a way to
trigger the trade?>
> >
NO.>
>
>>
> > I believe you
mentioned that Ninja Trader wasn't
the> answer.
Is>
> this
a>
> > piece you're
asking about as well?>
> > Not now, waiting
for TJ to introduce automation...
i> still
have>
> work to
do>
> > and hope to be
ready when TJ is...>
>
>>
> > Lots of
questions, eh?>
> > Not really; I
have a lot more :-)>
>
>>
> > I'm asking
because I'm headed in that direction as well
-> just
not>
> as
ready>
> > as you are right
now.>
> > Let me know how
things work out for you... and what
path>
you> >
decide>
>
on.>
>
>>
> > BTW, today I
thought of another approach, a brute
force>
method>
> alright
but>
> > it might work. I
simply export the entire EOD trade
list> and
read>
> it
from>
> > the RT code. For
each RT date I look up the matching
EOD> row
in> >
the>
>
Trade>
> > list, I then
extract whatever information i need.
Tried> it, It
is>
>
actually>
> > faster than i
expected. All i need now is an
automatic> Export
at>
> the end
of>
> > my EOD backtest
;-) any ideas?>
>
>>
> >
h>
>
>>
> >
TIA>
>
>>
> >
d>
>
>>
>
>>
> >
_____>
>
>>
> > From: Herman van
den Bergen
[mailto:psytek@xxxx]>
> > Sent: Friday,
April 09, 2004 12:01 PM>
> > To:
amibroker@xxxxxxxxxxxxxxx>
> > Subject: RE:
[amibroker] Real-Time Trading System
Examples>
>
>>
>
>>
> > [d]Or are you
trying to take an EOD system and trying
to> make
your>
>
system>
> > "more granular"
and pick the same patterns in
intraday>
data?>
>
>>
> > I am mainly
trying to improve Entries and Exits, i am
not>
looking>
>
for>
> > patterns. The
systems work fine in EOD but I observed
on> the
RT>
> charts
that>
> > i often miss
locking in some really nice profits
that> fade
before> >
I>
> exit.
So>
> > i want to code
in Trailing stops that activate at
a> certain
profit>
> and
than>
> > exit when the
price drops back a bit. For example, if
my>
profits>
> reaches
2%>
> > during the first
two hours of the trade, then i want
to> activate
a>
> Stop
and>
> > exit when my
profits drop back to 1.5%. ApplyStops
cannot> be
used>
> in
very>
> > short-term (1-3
days) trading because on the day of
exit> it
is>
> unknown
which>
> > came first, the
High or the Low, or with profit
stops,> how
many>
> dips
there>
> > were during the
day that would have terminated the
trade.> RT
data>
> is
needed>
> > to develop
proper stops. limits, etc. with the
short> trades i
use.>
>
>>
> > If i trade 1-3
times a week and i might be able to
reduce>
my>
> exposure by
50%>
> > if I managed to
get out based on profits instead
of> timing.
I> >
would>
>
prefer>
> > overall less
profits if it came with less exposure.
Also,>
the>
> strength
of>
> > signals fades
pretty fast... have you ever tested your
n->
Bar>
> profits?
i.e.>
> > profits made on
the 1st, 2nd and 3rd day? You can
vary> the
entry>
> delay
and>
> > use n-Bar stops
to limit the trade duration, that way
you>
> can
"isolated">
> > single days
(profits) of your trade. For me,
typical>
profit>
>
distributions>
> > might be 65% 25%
10% for a system with an average of
3-> bar
trades.>
> So
the>
> > first day
obviously has the greatest profit potential
at> the
least>
>
exposure.>
> > IMHO, short term
signals have a limited life-time:
after> a
certain>
> number
of>
> > days you are
just hoping to get lucky :-) knowing your
n->
Bar>
> profits
may>
> > help you decide
whether it is worth it (risk) to stay
in> a
trade> >
or>
>
not.>
>
>>
> > [d] IMHO you are
in un-charted waters as far as AB
goes.>
>
>>
> > We got some
smart cookies on this list, I just
can't> believe
that>
> nobody
is>
> > working on this;
it appears the obvious way to keep
your>
EOD> >
system>
>
working>
> > now that RT
trading is catching on. So I hope you
are> wrong
on> >
this>
> one
:-)>
>
>>
> >
h>
>
>>
> > -----Original
Message----->
> > From: dingo
[mailto:dingo@xxxx]>
> > Sent: Friday,
April 09, 2004 11:21 AM>
> > To:
amibroker@xxxxxxxxxxxxxxx>
> > Subject: RE:
[amibroker] Real-Time Trading System
Examples>
> > Importance:
High>
>
>>
>
>>
> > IMHO you are in
un-charted waters as far as AB
goes.>
>
>>
> > Are you trying
to come up with a system to do
backtesting> with
or>
> one
to>
> > monitor trades /
manage stops for real-time trading?
Or> are
you>
> trying
to>
> > take an EOD
system and trying to make your system
"more>
granular">
> and
pick>
> > the same
patterns in intraday data?>
>
>>
> >
d>
>
>>
>
>>
> >
_____>
>
>>
> > From: Herman van
den Bergen
[mailto:psytek@xxxx]>
> > Sent: Friday,
April 09, 2004 11:14 AM>
> > To: AmiBroker
YahooGroups>
> > Subject:
[amibroker] Real-Time Trading System
Examples>
>
>>
>
>>
> > Would anybody
have some example code for Real Time
trading> >
systems?>
> I
have>
> > considerable
trouble converting EOD systems to RT data
-> tried
too>
> many
ways>
> > to mention but
always hit a snag at some advanced
point.>
My> >
problem>
>
areas>
> >
are:>
>
>>
> > 1) Converting or
duplicating EOD signals to RT, I
need>
this> >
because>
> EOD
data>
> > prices are more
accurate than those I get from RT
sources.>
> > 2) Running the
basic EOD system in RT, i.e. reproduce
EOD>
signals>
> in RT.
I>
> > want this as a
verification stage before trying
to> enhance
the>
> system
with>
> > RT
data>
> > 3) Custom coding
Profit targets, Limit Prices and
Stops.>
> > 4) Optimizing
entry points by using Pre/after
hours> trading
and/or>
>
using>
> > delayed/early
entries and exits.>
> > 5) Showing EOD
Arrows (derived from EOD data, not from
RT> data)
on>
> my
minute>
> >
charts.>
>
>>
> > If anybody has
example code or reference URLs to
share> that
would>
> be
much>
> >
appreciated.>
>
>>
> > Also, i am
beginning to wonder how many subscribers,
if> any,
have>
>
actually>
> > solved the above
problems. If you have done so
perhaps> you
can>
> share
this>
> > simple fact (no
code needed), knowing that it has
been>
done>
> successfully
is>
> > a great
motivator :-)>
>
>>
> > TIA and best
regards,>
> >
herman.>
>
>>
>
>>
>
>>
>
>>
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