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It's hard to find. You have to "activate" this feature and it's buried
in the Preferences (which they don't call preferences). I'd tell you,
but my TWS is shutdown right now.
Write back if you can't find it.
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of petler1
Sent: Monday, October 02, 2006 13:04
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Actaully trading a system
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
>
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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