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OmniTrader Feature Requests
Pre-market Data in EOD profile
1 replies, 755 viewings
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OmniTrader Upgrade Forums
OmniTrader Feature Requests
Pre-market Data in EOD profile
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Last Activity 7/28/2024 12:06 PM 1 replies, 755 viewings |
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jpb Veteran   Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI  User Profile |
The base idea is to create a strategy that trades only one symbol (DIA) and determines at the beginning of the day (prior to market open), which option to trade (put/call). It opens the option at the beginning of the trade session and assesses it the following morning if it should keep it open or close it at the market open for that day. So, this has characteristics of analyzing daily data for the past couple of weeks/months and real time data to confirm or reject the setup pattern just before entry for the main trading session -- a combination of EOD and RT. I'm looking for a way to access pre-market data during an EOD run on OT 2020 with OmniData. And, of course I'm looking to use many years of data for strategy development and testing -- probably back to 2005. More specifically, I'm looking to assess pre-market data to see how things are going at precisely 8:00 am CST against ETF DIA. I am expecting that I would be using Real Time data during the actual live trading, but for strategy development purposes, I'd like to test using an EOD profile but with data periods of Daily and x Minutes (defined in such a way that I can analyze the complete pre-market up to the 8:00 am time boundary). Ideally, I'd like to define "Daily" bars as one bar for the normal floor session and a second bar for pre-market. So, logically it would flow like the following: Day 1 - 8:30am - 3:00pm Day 2 pre-market - 3:00pm - 8:30am Day 2 - 8:30am - 3:00pm Day 3 pre-market - 3:00pm - 8:30am Day 3 - 8:30am - 3:00pm Day 4 pre-market - 3:00pm - 8:00am <----- my point of analysis with all available data to that point For strategy development, I'd need to be able to compare 8:00am pre-market Day 4 to 8:00am Day 3 pre-market and "full bar" pre-market Day 3. When I looked at the real time feed and activated the "All Sessions", I can see that the Minute time frame include all session information but the Renko, Range, and DAY do not include any data that is not part of the floor session. This leads me to believe that what I'm looking to do is not something that OT supports (or maybe the data feed doesn't support). I've looked at BarMinute, BarHour, BeforeTime, AfterSessionOpen... and I don't think they fully support what I'm trying to do given we cross a date/time boundary. Am I wrong? Is there a way to accomplish what I'm looking to achieve? Or would this need to be an enhancement? | ||
| pw Member Posts: 12 Joined: 12/29/2003 Location: Voorschoten, Netherlands User Profile |
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