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I don't know anyway to do it - if anyone has any pointers on this I also would love to hear how to do this. Currently I'm using TC2007 data which can be updated intraday, so I'm updating 30 minutes before the close to get my scans done.
--- In amibroker@xxxxxxxxxxxxxxx, "longt3rm" <longt3rm@xxx> wrote:
>
> 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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