Some brokers allow you to place a trade at the close --but you have to know ahead of time that you want to make the trade.
Dennis On Jun 20, 2007, at 2:11 AM, Graham wrote: > Like any system regardless of bar period by the time you get a Close > price the market has moved on and this is now history. consider all > the time delays involved in getting the data, processing it, then > placing your order, and then the order being carried out. > The only time you get a chance to place an order with some time to > spare is during pre-open stages of the market while no trading is > occurring. > AB can test this type of system, all you need is the data, but I doubt > you could trade it the same. > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://www.aflwriting.com > > > On 20/06/07, veysel serbes <[EMAIL PROTECTED]> wrote: >> >> Is system testing using 'trading on close' for >> intraday 5 min time frame realistic? Can amibroker do >> that in real time trading? >> >> I get very good results compare to 'trading next >> open' with 1 bar delay? >> >> Best Reagrds >> >> >> >> _____________________________________________________________________ >> _______________ >> Need a vacation? Get great deals >> to amazing places on Yahoo! Travel. >> http://travel.yahoo.com/ >> >> >> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> http://www.amibroker.com/devlog/ >> >> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > >
