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Some brokers allow you to place a trade at the close --but you have
to know ahead of time that you want to make the trade.
Dennis
On Jun 20, 2007, at 2:11 AM, Graham wrote:
> Like any system regardless of bar period by the time you get a Close
> price the market has moved on and this is now history. consider all
> the time delays involved in getting the data, processing it, then
> placing your order, and then the order being carried out.
> The only time you get a chance to place an order with some time to
> spare is during pre-open stages of the market while no trading is
> occurring.
> AB can test this type of system, all you need is the data, but I doubt
> you could trade it the same.
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
> On 20/06/07, veysel serbes <vserbe@xxxxxxxxx> wrote:
>>
>> Is system testing using 'trading on close' for
>> intraday 5 min time frame realistic? Can amibroker do
>> that in real time trading?
>>
>> I get very good results compare to 'trading next
>> open' with 1 bar delay?
>>
>> Best Reagrds
>>
>>
>>
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>
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> Yahoo! Groups Links
>
>
>
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