You only have 2 choices: 1. Buy at next day's open. 2. Get 3:45 data. For my stock systems I buy at next day open. The most important reason for this is you cannot get data on more than a few stocks (100-1000) real-time so you have to wait until 5 hours after close to get your data anyway.
If you're trading something index based, consider e-mini futures contracts. You can get your index based signal at the close and the futures trade until 4:15. -- Terry -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of petler1 Sent: Monday, October 02, 2006 01:23 To: [email protected] Subject: [amibroker] Re: Actaully trading a system Everyone who codes and tests a system with EOD data will have the same problem because no one can guarantee buying/selling at the exact closing price even if the trade is executed 2 minutes before close. I am wondering how people deal woth this problem. It would be greet if I could tell ami broker the trades I actually made and code my system to consider this external output. --- In [email protected], "Terry" <[EMAIL PROTECTED]> wrote: > > Cobi, > > You have a problem in that details tell you nothing about the price OR > your signal at 3:45 since you only have daily data. To "know" what you > want to know, you will have to get at least 15 minute data and test with > that (or change all your closing prices to 3:45 prices). The problem > here is finding that data for more than a couple of years. > -- > Terry > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf Of petler1 > Sent: Friday, September 29, 2006 15:20 > To: [email protected] > Subject: [amibroker] Actaully trading a system > > Hi all, > I coded a system that uses end of day quotes. > Now I want to trade this system. > I tried to run the backtest with detailed log and simply do what the > system does in backtesting. > Problem is I do my trade 15-30 mins before end of day and actual end > of day price is different. > Therefore I may buy a stock based on the system run on 16:00, but when > run on EOD the system would not buy the stock and therefore would > never sell it later. > > The only solution I have is explore the system with filter and so all > the "protfolio" work (like number of shares to buy) manually. > > Is there a better way to coordinate a system and the actual trades I > am doing? > > Thanks a lot, > Cobi > > > > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
