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Vinay

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Joined: 12/9/2011
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Subject : Problem with Daily Forming Bars
Posted : 8/12/2014 9:28 AM
Post #32496

Recently I developed a Strategy which shows better results with MOC entries as opposed to MOO.

In order to execute MOC entries, I subscribed to eSignal RT Datafeed which I intended to run around 20 minutes before market close and take MOC entries just before market close.

First I created a RT Profile with only two Data periods of 15 min and Daily with Voting enabled on Daily. But the problem with RT Profile is that we can not "force" it to analyze all Symbols at our will. For "Forming Daily Bar" it waits till the completion of the Bar. I am aware of the option available in the "Test Settings" of ToDoList which enables analysis on "Forming Daily Bar" at every 30 minutes, but unfortunately that doesn't corresponds with the time I want analysis to run.

In view of the above problem I tried a "Test Profile" which could be made to analyse at our will. Yesterday Initially it seemed to work as intended on Forming Daily Bars.

Unfortunately today the Test Profile loads and analyses Daily Data only up to yesterday's close as if today's Data does not exists. However it perfectly runs 15 min Bars.Same is the case with RT profile. Only difference is that it shows just a Dot for today's Daily Data. Just like Test Profile the 15 Bars works perfectly.

I tried changing every settings in the "Data Settings" and "Data Periods" without any benefit.

The only change between yesterday and today was that I installed PR2O. I am not sure whether this problem is related to that. Having exhausted all options I could think of I uninstalled OT2014, deleted OT2014 folder and reinstalled it, but the problem is still there.

Please guide me what else I can do to fix the problem.


[Edited by Vinay on 8/12/2014 9:35 AM]

Deleting message 32496 : Problem with Daily Forming Bars


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