How to use PaperAccount for EOD trading
Author: BryanStanton
Creation Date: 7/12/2012 9:43 PM
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BryanStanton

#1
I am having great difficulty working out how to use alerts, orders and the paperaccount for tracking EOD trading.

I have tried to use it by generating alerts from a strategy, and by manually raising them, for the following bar.

Most of the time I get the following when ever the order is placed: Status 'Canceled', Message '0: Market session ended, order canceled'. Sometimes the status is 'active', then the next day I get the message above. So far I haven't been able to get anything to appear in the 'Account Balance and Positions'.

I am running WL Developer. I will be using a static data provider with just EOD data (currently testing with Yahoo as delivered which I believe is streamed). I was hoping that I could use the alert/order/PaperAccount process built into WL to track alerts coming out of my strategies through to the actual trades placed independently of WL.

I was wanting to run strategies that will provide alerts to buy/sell at the close for the same bar, or at/near the open of the next bar. The price will need to be manually entered based on the actually transaction price. When the trade is exited, the exit price will need to be entered.

I've tried doing this and have been unsuccessful. The help manual seems to suggest that this is possible but I can't seem work out how or find a solution to this in the forum. If someone is already doing this, I'd be interested in the process flow, or point me towards where it might have be explained before. Thanks.
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