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Bridging simulated to live

Posted By phg 5 Years Ago
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phg
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Posted Wednesday February 01 2012

One of the configuration options is to run a full simulation just before commencing live running. I understand how this allows lead bars to be accounted for before live trading starts, making indicators valid that much sooner. Further, simulated trades will be shown though they have not been submitted live.

In live trading NewBar is not called for the last bar of the day (although there is a way to receive control before the bar closes). It would seem another possibility when simulating before live is to close the final simulated bar in simulation mode but drive NewBar for that close in live mode. That is, processing the close of the final simulated bar is suspended until the market opens. I would not do this if the market is already open.

That's what happens in simulate-only runs. I like the idea of invoking NewBar on live market open for other reasons any how. That gets closer to realistic EOD trading as well.

Why wouldn't this be a convenient way to trade daily signals? Or actually any intraday frequency as well?



-Pete

See also Yahoo group about applying RE.



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