- ago
is it possible run dayly scan/strategy monitoring at 3:30 pm, use 3:30 price as dayly close price to calculate indicators, then put trades before 4 pm, so that not wait for next day? right now dayly scan time is set to 1900 pm. how to change it to other time such as 17:00 pm?
0
791
Solved
8 Replies

Reply

Bookmark

Sort
Glitch8
 ( 8.38% )
- ago
#1
No it’s not possible, because the final prices for the daily bar are not known yet.
0
- ago
#2
is it possible to treat the price in 3:30 ( or anytime the strategy is run) as close bar for dayly strategy and next minute bar as next day to execute the order? I think it is doable in the software. Otherwise how to execute dayly strategy at the end of the day instead of next day?
0
Glitch8
 ( 8.38% )
- ago
#3
It’s not doable out of the box, but someone could no doubt use our historical data provider API to produce something like this.

You can execute a daily strategy at any point after the daily bar is complete and delivered by the provider.
0
- ago
#4
How can I use dayly close strategy but fill the order before the market close. Which historical data provider API should I use? In fact, I use yahoo api to download data at 3:30 and use it as close of the day in my own software. I want to use the similar approach in wealth lab pro.
0
Glitch8
 ( 8.38% )
- ago
#5
https://www.wealth-lab.com/Support/ExtensionApi/HistoricalDataProvider

The Historical Provider API
0
- ago
#6
QUOTE:
is it possible to treat the price in 3:30 ( or anytime the strategy is run) as close bar for dayly strategy and next minute bar as next day to execute the order?

Can you define a custom Market / Symbol (Tools menu) with a custom Close time and assign that to your strategy?
0
- ago
#7
How to do this?

QUOTE:
Can you define a custom Market / Symbol (Tools menu) with a custom Close time and assign that to your strategy?


Ideally, I would image the time I run the strategy should be treated as close: f.e. If I run my strategy at 10:am, the 10 am is the time of close. That is how I code in my own software. Yahoo api supports this.

In addition, it will great to specify what time I want to execute my order in coding. Quantconnect has this feature. I prefer to execute my order 30 minutes from close. This is when intraday trader leaves the market. The price is more suitable for longer term trader. Opening prices can be volatile
0
- ago
#8
QUOTE:
How to do this?

It's explained in the Help > Markets & Symbols. Please use this as a starting point to configure your custom market. Then in the Strategy Monitor you can pick the new market instead of U.S. Stocks.
0
Best Answer

Reply

Bookmark

Sort