NexusFi: Find Your Edge


Home Menu

 





Live trading and correct code using EOD bar


Discussion in Platforms and Indicators

Updated
    1. trending_up 1,941 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
oddis1971
Riga+Latvia
 
Posts: 5 since Aug 2017
Thanks Given: 0
Thanks Received: 1

Hi,

I have gone live with some daytrading strategies, ie. using Amibroker to generate buy and sell orders completely mechanical. However, when I want to trade using EOD bars I get a problem because Amibroker buys and sells before the bars are finished. I have adjusted my database to close two mins before the stock exchange closes, so it gives Amibroker 2 mins to buy before exchange closes. However, it buys a long time before that.

It does not help to rewrite code to the previous bar: for example cross(c,ref(c,-1)) i rewrite to cross(ref(c,-1),ref(c,-2)). Then it does not buy until next day.

Any thoughts on how to solve this?


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Khamenei Vetoes Uranium Transfer as Peace Odds Surge to …
Prediction Markets & Event Contracts
Irans Answer Due Today: Peace Surges to 33.5%, Invasion …
Prediction Markets & Event Contracts
NinjaTrader Parent Payward Acquires Bitnomial for $550M …
Platforms and Indicators
Q1 2026 Shatters All Derivatives Volume Records -- CME H …
Traders Hideout
SEC Advisory Committee Backs Tokenized Securities Exempt …
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
24 thanks
2026 Jlab journal
10 thanks
Lady Vols Primer: Trading Volatility Journal
7 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Trying to learn Volume and price action correlation
5 thanks
  #2 (permalink)
wmueller
Milwaukee, WI
 
Posts: 88 since Jan 2014
Thanks Given: 4
Thanks Received: 47

It looks like you have live data, so go to a 2 minute timeframe, recalibrate your indicators and make your buy/sell trigger signals windowed by the open of the last bar of the RTH day. Or, you can just wait until the last 2 minutes and ignore the earlier signals.
You might check out the amibroker community forum too.


Reply With Quote
  #3 (permalink)
oddis1971
Riga+Latvia
 
Posts: 5 since Aug 2017
Thanks Given: 0
Thanks Received: 1


Hi, I somehow managed to go around this by this code:
status("lastbartimeleft") <=-57500

Thanks for your help. I learn something new everyday by coding


Reply With Quote




Last Updated on August 9, 2017


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts