tomorrows open

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cael
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tomorrows open

Postby cael » 29 Feb 2012

Is there a DLL to peek at tomorrows open?

cael
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Re: tomorrows open

Postby cael » 29 Feb 2012

Well I am sure you are w/o such a DLL.

My system is like this. I buy today at the open and sell tomorrow if there is a profit. How might this be coded in Multicharts.

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ABC
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Re: tomorrows open

Postby ABC » 01 Mar 2012

cael wrote:Well I am sure you are w/o such a DLL.

My system is like this. I buy today at the open and sell tomorrow if there is a profit. How might this be coded in Multicharts.


For backtesting you can either store all daily opens once into a text file and access this with your system or use the new "symbol_" keywords in MC 8.

Something that might give a more realistic result would be to judge at the first tick of the new day what to do and then issue an order with intrabar order generation. The result shouldn't be too different to the above approach, but more realistic and also practicable in realtime and backtesting.

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ABC
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cael

cael
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Re: tomorrows open

Postby cael » 01 Mar 2012

Thanks, I think I will try 'intra bar order generation'. I have never tried this before.


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