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Jim Dean

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Posts: 3022

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Problem with Daily Forming Bars
Posted : 8/12/2014 9:46 AM
Post #32497 - In reply to #32496

Hi Vinay

I'm not sure I understand all the details but here are some pointers:

1. If you are trading EOD bars, MOC is available. It's not avail for RT bars, which only allow market, Boo, StopMarket, and (currently unreliable) Limit orders.
2. test profile is not very useful for actual trading, and has largely been replaced by recent EOD improvement-revisions in 2014
3. You can get 20min delay EOD data any time during the day.

The basic issue is that OT (RT) is designed to recognize that a bar is truly complete at the inception of the next bar. There are quite a few somewhat confusion nuances to it.

[Edited by Jim Dean on 8/12/2014 9:47 AM]

Deleting message 32497 : RE: Problem with Daily Forming Bars


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