 Posted 3/8/2010 09:38:45
|
|
|
|
Hi,My system is base on EOD, close price, etc.
The product has day and night market.
how can I get the every day market close price? and no open a position in the night market?
Kind Regards
|
|
|
Posted 3/9/2010 00:47:30
|
|
|
|
It sounds like you want to ignore the night market entirely. If you are running in live mode you can set the market hours in the live data options, and anything outside that range will be ignored. If you are getting historical data, then you may need to filter out the bars from the night market in a historical data plugin.
Thanks,
Daniel
|
|
|
Posted 3/9/2010 09:17:58
|
|
|
|
dplaisted (3/9/2010)
It sounds like you want to ignore the night market entirely. If you are running in live mode you can set the market hours in the live data options, and anything outside that range will be ignored. If you are getting historical data, then you may need to filter out the bars from the night market in a historical data plugin.
Thanks,
DanielThank you. I do want to ignore the night market(not open a position in the night), but still wanna get the night market data...is it possible?
|
|
|
Posted 3/9/2010 09:46:10
|
|
|
|
Sure, leave everything as is (i.e. let data continue flowing in), but in your system setup a time where orders can or cannot be filled. You will get NewBars and updated system statistics which may present a problem if you're using the built timeouts or profit targets in position manager. In other words, you might have to handle that logic on your own to handle the fact that you're effectively ignoring bars outside of a specific time frame.
qichxi (3/9/2010)
dplaisted (3/9/2010)
It sounds like you want to ignore the night market entirely. If you are running in live mode you can set the market hours in the live data options, and anything outside that range will be ignored. If you are getting historical data, then you may need to filter out the bars from the night market in a historical data plugin.
Thanks,
Daniel
Thank you. I do want to ignore the night market(not open a position in the night), but still wanna get the night market data...is it possible?
|
|
|
Posted 3/9/2010 22:33:48
|
|
|
|
Thank you. I do want to ignore the night market(not open a position in the night), but still wanna get the night market data...is it possible?
If you do want to ignore the night market, what do you want to do with the data? Do you want to have it affect indicators? Should positions be closed during the night? Basically, why do you still want to get that data?
Thanks,
Daniel
|
|
|
Posted 3/10/2010 01:18:17
|
|
|
|
dplaisted (3/9/2010)
Thank you. I do want to ignore the night market(not open a position in the night), but still wanna get the night market data...is it possible? If you do want to ignore the night market, what do you want to do with the data? Do you want to have it affect indicators? Should positions be closed during the night? Basically, why do you still want to get that data? Thanks, Daniel The positions could be closed during the night for stopping the lost. But open position just in the day. I haven't indicator...so don't care.
|
|
|
|