Real time execution of strategies using Data1/Data2

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mefTrader
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Real time execution of strategies using Data1/Data2

Postby mefTrader » 27 Jul 2011

Hi

I have Data1(Hourly) 24/7 chart of @ES#(IQ Feed) and Data2 (Daily Data on the ES)

I have been running a strategy live since the 13th of July and I have noticed that the time stamps of the Daily Candles(Data 2) before that are 15:15 (NYC - UTC-5) and since the 13th to date are 8:30

my entries on the Hourly system(Data1) are 9:00 since the 13th of July and 16:00 before the 13th of July..... hence do not match the backtested entries of 16:00?

When I CTRL+R the chart . the daily candles time stamps are then corrected to 15:15 and my entry is now at 16:00 matching my backtesed results...

The problem is that the real time/live executions are happening at the wrong candle time stamp due to the Daily candles ?

Is 8:30 the open of the Daily Candle and 16:00 the close? What 'special' code do I have to add to my strategy to correct this?

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Dave Masalov
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Re: Real time execution of strategies using Data1/Data2

Postby Dave Masalov » 27 Jul 2011

mefTrader,

Could you please come to our Live Chat between 6:30AM and 11AM EST so we can connect to your machine remotely and analyze the situation?


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