|
PureBytes Links
Trading Reference Links
|
Hi!
I trade a system with T.S. real time mostly currencies, T.Bonds and S&P which
all have an active night session. At the close of the night session my system
can generate a signal that will be filled at the opening of the day
session.The problem is that the system will completely forget this signal at
the close of the day session. If the market has been moving according with the
morning signal, the system will generate a new signal at the closing price.
It's no big dal because my own fill is better. But, if the market moves the
other way, the system may just not generate any signal or, worst, an opposite
signal. In short it forgets completely the position it was holding all the day
long. I have been trying to get some help from Omega research without very
much success. I could take into account only the day session but on the J.Y.
for instance there is so much movement during the night that it does not make
sens to me.
I would appreciate any help.
Thank you.
Jean Jacques
|