Hi Dave
I have the same problem. My system is EOD and the buy is
on the close.
If your data source allows you to access less than
100 tickers in RT... Here is a solution. But as you will
see, it is not a perfect one.
The Yahoo's current day only is delayed by 15 minutes.
So, what about the following :
1. Get quotes from Yahoo's current day
only at 3:45 PM. If your Internet connection is a fast
one,
it should take
around 15 seconds to get delayed quotes for all the stocks (1200) in your
database.
2. Make a backtest or a scan in order to see
which symbols would have generated a buy alert
around 3:30 PM.
3. Put these symbols in a database
that is connected with your real time quotes provider.
4. Take a look at their chart or scan them
in order to see if they still meet your criteria.
Note that step 1 to step
4 should not take more than 5 minutes.
5. If these stocks still meet your criteria
at 3:50 PM or 3:55 PM, buy them.
The main problem with this procedure is that you'll never
know which stocks will meet your criteria between 3:30 PM and 4:00 PM.
You'll only know which ones met your criteria before 3:30 and if they still meet
your criteria after or around 3:50 PM. Anyway ... If
your system generates many trades on a daily basis, knowing only a few
should be OK.
As I said earlier, this is not a perfect solution. But
unfortunately, this is the only one I can figure out.
If you ever find a better one, please let me
know.
Monica
Sorry if I made mistakes. My mother tongue is
French