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More ACCURATE results or BETTER results ?
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Hello Fred, thanks for your comments. Obviously you have done your
home work
> and you have identified what data aspects are important for you,
that is
> exactly what I suggested people do. We 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.
>
> 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.
>
> 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.
> 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.
>
> Best regards,
> herman.
>
>
>
>
> -----Original Message-----
> From: Fred [mailto:ftonetti@x...]
> Sent: Monday, April 12, 2004 8:49 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Real-Time Trading System Examples
>
>
> As 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@x...]
> > 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:
> >
> >
>
http://www.interactivebrokers.com/html/tradingInfo/orders/MarketOpenCl
> oseOrd
> > 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@x...]
> > 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
> > > 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@x...]
> > > 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@x...]
> > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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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