Riga+Latvia
Posts: 5 since Aug 2017
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Thanks Received: 1
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Hi,
I have gone live with some daytrading strategies, ie. using Amibroker to generate buy and sell orders completely mechanical. However, when I want to trade using EOD bars I get a problem because Amibroker buys and sells before the bars are finished. I have adjusted my database to close two mins before the stock exchange closes, so it gives Amibroker 2 mins to buy before exchange closes. However, it buys a long time before that.
It does not help to rewrite code to the previous bar: for example cross(c,ref(c,-1)) i rewrite to cross(ref(c,-1),ref(c,-2)). Then it does not buy until next day.
Any thoughts on how to solve this?
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