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Roger Shepherd wrote:
> Hello Henri,
> E signal uses the 24 hours of data to calculate open high low and
> close for the day for any symbol which trades 24 hours. If you just
> want regular trading hours, use a different symbol for example
> ES M4 gives you the 24 hour S&P 500 e-mini, Open for the day is at
> 12:01 am close is 12:00pm
> ES m4=2 is the symbol for regular trading hours only and the daily
> open is 8:30am central time and the close is 3:15pm central time.
Yes, it would help, were it that i was talking about futures :-)
I did some masive backtesting on stocks and found the specified
errors in those prices. Ofcourse, there are also many stocks that
trade longer than regular trading hours so that's probably where
the problem comes from. It would just be nice if E-Signal would
use the real daily data if i would do a request for daily data instead
of "compressed" 24 hours data.
Anyway, personaly feel that it's best to get a specialised EOD
data provider if that's what you are trading.
greetings
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