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It is possible to execute trades with zero delay by doing the following:
1. Yahoo! has a 'current' quote server that will download today's
OHLCV - aged 20 minutes. (This data is free)
2. So 30 min before the close you download your stocklist and run your
explorations for buy/sell signals.
3. Enter your buy/sells just before the market closes. If I'm pressed
for time I enter "Market on Close" MOC order type.
4. Then later in the evening you download and overwrite your earlier
data with the true OHLCV data for the current day.
These downloads run quite fast since Yahoo's 'current' server returns
data for 200 symbols per request.
I have been using this technique for 2 years now with good results.
--- In equismetastock@xxxxxxxxxxxxxxx, pumrysh <no_reply@xxx> wrote:
>
> LH,
>
> Realistically you cannot buy the close on an EOD system if you get a
> signal when the market has closed. You must either buy the open or
> some other price on the following day. Setting the delay to zero
> gives you a buy today even though that is not possible.
>
> Hope this helps,
>
> Preston
>
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, longhair4277 <no_reply@>
> wrote:
> >
> > A question for those who have experience with the Enhanced System
> > Tester.
> >
> > Was experimenting with a system, and was wanting to see how it
> would
> > perform. I came across a setting that I am unsure of what it
> should be
> > set to.
> > I was using EOD data, and had the "Delay Order Opening" set to
> zero in
> > the "Trade Execution" section, and ended up with a 5633% gain,
> when
> > set to "realistic", I got 299% (over a 2 year period), B&H was
> 301%.
> >
> > The question is, with the "Delay order Opening" set to zero, what
> does
> > that mean?
> >
> > If a person was to watch the trade throughout the day, would that
> be
> > equiv to having "Delay Order Opening" set to zero?
> >
> > What are real world settings for the "Trade Execution" section?
> > Thanks in advance
> > LH
> >
>
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