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Thanks I'll try that.
I am using IB as well but I only have DAY or GTC. No OPG for me.
Need to check why.
--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> I use Interactive Broker's OPG time-in-force order, not market or
limit.
> It gets you the open price of the stock remarkably accurately. It
must
> be "in-place" before the market opens.
> --
> Terry
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On
> Behalf Of petler1
> Sent: Monday, October 02, 2006 09:59
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Actaully trading a system
>
> I will try to code my system to use next day open.
> Do you simply buy at next day open? a market order?
>
> What about yahoo - you can get all quotes 15-20 minutes delay not
5
> hours.
> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@> wrote:
> >
> > You only have 2 choices:
> > 1. Buy at next day's open.
> > 2. Get 3:45 data.
> >
> > For my stock systems I buy at next day open.
> > The most important reason for this is you cannot get data on
more
> than a
> > few stocks (100-1000) real-time so you have to wait until 5
hours
> after
> > close to get your data anyway.
> >
> > If you're trading something index based, consider e-mini futures
> > contracts. You can get your index based signal at the close and
the
> > futures trade until 4:15.
> > --
> > Terry
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On
> > Behalf Of petler1
> > Sent: Monday, October 02, 2006 01:23
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Actaully trading a system
> >
> > Everyone who codes and tests a system with EOD data will have
the
> > same problem because no one can guarantee buying/selling at the
> > exact closing price even if the trade is executed 2 minutes
before
> > close.
> > I am wondering how people deal woth this problem.
> > It would be greet if I could tell ami broker the trades I
actually
> > made and code my system to consider this external output.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@> wrote:
> > >
> > > Cobi,
> > >
> > > You have a problem in that details tell you nothing about the
> > price OR
> > > your signal at 3:45 since you only have daily data. To "know"
> what
> > you
> > > want to know, you will have to get at least 15 minute data and
> > test with
> > > that (or change all your closing prices to 3:45 prices). The
> > problem
> > > here is finding that data for more than a couple of years.
> > > --
> > > Terry
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]
> > On
> > > Behalf Of petler1
> > > Sent: Friday, September 29, 2006 15:20
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] Actaully trading a system
> > >
> > > Hi all,
> > > I coded a system that uses end of day quotes.
> > > Now I want to trade this system.
> > > I tried to run the backtest with detailed log and simply do
what
> > the
> > > system does in backtesting.
> > > Problem is I do my trade 15-30 mins before end of day and
actual
> > end
> > > of day price is different.
> > > Therefore I may buy a stock based on the system run on 16:00,
> but
> > when
> > > run on EOD the system would not buy the stock and therefore
> would
> > > never sell it later.
> > >
> > > The only solution I have is explore the system with filter and
> so
> > all
> > > the "protfolio" work (like number of shares to buy) manually.
> > >
> > > Is there a better way to coordinate a system and the actual
> trades
> > I
> > > am doing?
> > >
> > > Thanks a lot,
> > > Cobi
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between users
only.
> > >
> > > To get support from AmiBroker please send an e-mail directly
to
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > > Yahoo! Groups Links
> > >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
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