I don't know if what I want can be done with Building Blocks, C#, or even at all.
I create a DataSet the previous night.
When the market opens I use Strategy Monitor and/or Run a Backtest. The goal is to get only stocks that have gapped down 2.8% from yesterday's close to today's open.
I assume that to even attempt this I need to Update DataSet immediately at the open, as the only place I have found that will actually stream is in the chart.
Even when I do that update right after the open, the following setup still uses yesterday's open:
I'm guessing that there's no way to specify that the buy should be using today's open, and not yesterday's as the only place that I could run it against streaming data is from within a chart. Since today I had 117 symbols to check, it would not be possible to do right at the open as gaps could start to fill right away.
Thanks for any confirmation or suggestions.
I create a DataSet the previous night.
When the market opens I use Strategy Monitor and/or Run a Backtest. The goal is to get only stocks that have gapped down 2.8% from yesterday's close to today's open.
I assume that to even attempt this I need to Update DataSet immediately at the open, as the only place I have found that will actually stream is in the chart.
Even when I do that update right after the open, the following setup still uses yesterday's open:
I'm guessing that there's no way to specify that the buy should be using today's open, and not yesterday's as the only place that I could run it against streaming data is from within a chart. Since today I had 117 symbols to check, it would not be possible to do right at the open as gaps could start to fill right away.
Thanks for any confirmation or suggestions.
Rename
To access the open price of the symbol you have to override ExecuteSessionOpen. Check out the QuickRef for a sample code and YouTube video explanation.
P.S. Click "Need to load data". Your data isn't up to date.
P.S. Click "Need to load data". Your data isn't up to date.
You can also use the new Power Pack indicator, NextSessionOpen.
See Glitch's Demo of the indicator here:
https://youtu.be/diqU9q5UlzE?feature=shared&t=468
https://youtu.be/diqU9q5UlzE?feature=shared&t=468
Thanks.
Apparently, this...
...is not going to work as it's still thinking that it's "yesterday" and won't generate signals for today. I guess I'd need to have a Buy at Limit or Stop TOMORROW block?
Unless there's some other way, is it possible for me to load, for example, 117ish Symbol/Buy/Quantity/Limit/Order Price values into the Quote tool without having to enter them one at a time? That would be even better as it streams and I would not need to wait the threeish minutes it has been taking in Order Manager.
Apparently, this...
...is not going to work as it's still thinking that it's "yesterday" and won't generate signals for today. I guess I'd need to have a Buy at Limit or Stop TOMORROW block?
Unless there's some other way, is it possible for me to load, for example, 117ish Symbol/Buy/Quantity/Limit/Order Price values into the Quote tool without having to enter them one at a time? That would be even better as it streams and I would not need to wait the threeish minutes it has been taking in Order Manager.
Just change the number of bars ago from 1 to 0.
Bingo! Thanks, Dion!
Now to prove that no good deed goes unpunished, is there anything I can do to make my Strategy execute faster so it can go ASAP at 9:30:00? I tried it with both streaming and polling, and it still take about 3 minutes for only 117 symbols, letting the best trades get away.
Also, any comments about the idea of mass-loading the triggers into to Quotes Tool?
Now to prove that no good deed goes unpunished, is there anything I can do to make my Strategy execute faster so it can go ASAP at 9:30:00? I tried it with both streaming and polling, and it still take about 3 minutes for only 117 symbols, letting the best trades get away.
Also, any comments about the idea of mass-loading the triggers into to Quotes Tool?
Is it a daily Strategy?
First thing to check to improve speed when requesting data
1. Disable all Event Providers.
1. Disable all Event Providers.
Yes, it's based on daily of the list I determine the night before.
All i need to know is the previous close and today's open. I'll make my buys as quickly as possible, and then set my sell orders after market close. If the price drops before I can buy, then Yay. If it rises, I probably will miss them.
I've disabled the Event Provider. I'll try tomorrow.
Thanks guys!
All i need to know is the previous close and today's open. I'll make my buys as quickly as possible, and then set my sell orders after market close. If the price drops before I can buy, then Yay. If it rises, I probably will miss them.
I've disabled the Event Provider. I'll try tomorrow.
Thanks guys!
Still, it could take a while to get that Open data because it's requested by polling.
Thank you.
I've found a workaround where I can use ThinkOrSwim to see what triggers immediately at the open, and then PlaceTrades in WL through the Strategy signals I generated the night before. A slight bit of bother, but it looks like it should work.
So, last question regarding this thread:
If I were to code this all up in C#, would I be able to read in my list of stocks and then get the open immediately at the open (by streaming? fast) or would polling (slow) still be involved? If yes, then I'll start figuring it all out so I can avoid the two step TOS & WL process.
Either way, thank you everybody for all your help. You're still as helpful as you were in the WLD 3 days. :-D
I've found a workaround where I can use ThinkOrSwim to see what triggers immediately at the open, and then PlaceTrades in WL through the Strategy signals I generated the night before. A slight bit of bother, but it looks like it should work.
So, last question regarding this thread:
If I were to code this all up in C#, would I be able to read in my list of stocks and then get the open immediately at the open (by streaming? fast) or would polling (slow) still be involved? If yes, then I'll start figuring it all out so I can avoid the two step TOS & WL process.
Either way, thank you everybody for all your help. You're still as helpful as you were in the WLD 3 days. :-D
I ran a test this morning..
Using IQFeed It took only 10 seconds to run the strategy using the NextSessionOpen indicator on the Nasdaq 100.
Using Yahoo! was about the same (maybe even a second faster)
Using Wealth-Data took a little longer - about 15 seconds. (Wealth-Data only covers the Nasdaq 100, S&P 500, and selected ETFs.)
I think you can use this pretty effectively in the Strategy Monitor. Just program the a Daily strategy to run at 09:30:01 - but keep in mind that NYSE stocks do not all open right at 09:30, and could be even several minutes later.
Using IQFeed It took only 10 seconds to run the strategy using the NextSessionOpen indicator on the Nasdaq 100.
Using Yahoo! was about the same (maybe even a second faster)
Using Wealth-Data took a little longer - about 15 seconds. (Wealth-Data only covers the Nasdaq 100, S&P 500, and selected ETFs.)
I think you can use this pretty effectively in the Strategy Monitor. Just program the a Daily strategy to run at 09:30:01 - but keep in mind that NYSE stocks do not all open right at 09:30, and could be even several minutes later.
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