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This question relates to NASDAQ and NYSE, equity only.
98% of my trading is end of day but in 2% of the cases, I will enter / exit trades in the final 10 minutes of the trading day (3:50-3:59pm ET)
The "final 10 minutes" strategy needs the following daily data:
1) Close > MA(Close, x)
2) RSI(x)
3) Where is variable but the current intraday value is used for the last value in the daily indicator calculation
What I am doing now is using the PremiumData database to identify the tickers which meet Close > MA(Close, x) and then using the Interactive Brokers database to run the system with the tickers from the PremiumData database.
I believe the strategy would work just fine with 5 minute bars for intraday data.
How could the two databases be combined into one without a maintenace nightmare?
Thanks,
Bill
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