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> Thanks to all who responded. The solution I found was to insert the
> same symbol into TS as a daily time compression and then:
>
> If close= close of data2 then begin
> Exitlong;
> Exitshort;
> End;
Today's SPU3 closed at 978.00. So did the 10:30 CST bar. You're
going to have some unwanted early exits with that code.
Also be aware that the EOD data close does NOT always match the
intraday close. Some data providers send corrections to the EOD
close to match the "official" close as opposed to the last tick.
Example: today's SMU3 had a final trade at 1669, but the EOD
data from DTN has a close of 1666. I'm not actually sure how
that would work in realtime, but obviously it wouldn't work right
for backtesting.
Gary
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