Thanks I'll try that. I am using IB as well but I only have DAY or GTC. No OPG for me. Need to check why.
--- In [email protected], "Terry" <[EMAIL PROTECTED]> wrote: > > I use Interactive Broker's OPG time-in-force order, not market or limit. > It gets you the open price of the stock remarkably accurately. It must > be "in-place" before the market opens. > -- > Terry > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On > Behalf Of petler1 > Sent: Monday, October 02, 2006 09:59 > To: [email protected] > Subject: [amibroker] Re: Actaully trading a system > > I will try to code my system to use next day open. > Do you simply buy at next day open? a market order? > > What about yahoo - you can get all quotes 15-20 minutes delay not 5 > hours. > --- In [email protected], "Terry" <MagicTH@> wrote: > > > > 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" <MagicTH@> 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 > 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! 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