Open Prices
Author: zorgnak
Creation Date: 2/17/2009 9:59 AM
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zorgnak

#1
How do you get signals on a strategy that utilized open prices?
jc
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Cone

#2
These are some of the Version 4 techniques.

As you can see there are muliple solutions, but if you can wait for the ocmpletion of the first 1-minute bar, I think the global memory solution works best. For Version 5, instead of RT Scans, you can use the Strategy Monitor for this purpose.