Symbol Rotation for Intraday Trades
Author: dankimel
Creation Date: 9/29/2009 8:23 AM
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dankimel

#1
How can I modify the Symbol Rotation method, eg RSI Rotation, to apply to intraday trading?
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Cone

#2
There really isn't a modification required (but it sounds like a bad idea to me anyway).

The problem is going to be running it in a Streaming chart; specifically, accessing all of the secondary symbol data to synch with the primary symbol on the most-recent bar. This is currently a bug. In other words, at present there's no guarantee that secondary symbol data will be synch'd with the primary on the most-recent bar.
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dankimel

#3
OK, thanks. When I ran, as a test, RSI Rotation on 5 days of 1-minute data on a 100-stock data set, I didn't get any trades. Of course, I was thinking of something besides RSI as a criterion for rotation.
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Dharm

#4
I am new to this site, and was wondering whether anybody could help me locate an external source of data which is intraday? I.e I need minute by minute, M5, H1 etc data to test my strategies.

It seems that "dankimel" does have it.... please can you help?
Thanks
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Eugene

#5
(Note: dankimel is a Fidelity WLP user, that's why he has it. Please see What's the difference between Wealth-Lab Developer and Wealth-Lab Pro? for more.)
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