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Showing Market on Close Orders

Posted By kaizen 2 Years Ago
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Posted Saturday November 07 2015
Is there a way to show todays market on close orders?
In the scan tab it shows any orders that are not executed for trading tomorrow but I need to be able to generate a list of trades that will be Market on Close.
I use daily bars so I could run the scan at 2pm ready for trading at 4pm the issue is these show as executed already.
Is there a easy way to list them?
Thanks





Posted Monday November 09 2015
Hi Kaizen, I saw your post back in 2013 about getting Metastock data into RightEdge and I was wondering if you could let me know how you went about it? I'm also in Australia so maybe one day I could call you or something outside market hours? I tried to contact you through the forum but couldn't see how. I'm a professional trader and am not looking to annoy you.
Regards,
Craig
Posted Monday November 09 2015
Hi Craig,

I do use MS data with RE. I use premium data for my end of day data. I have IRESS as well.
Send me a DM with your email and any questions.



Posted Monday November 09 2015
I can't DM you because it doesn't see to work. I don't know why. I think maybe your email isn't set up in your profile? My email is craig.bobbin@gmail.com. I use IRESS as well.
Posted Thursday November 19 2015
Daniel any ideas?


Posted Thursday December 17 2015
The scan tab won't do this.  I would suggest putting code in your system to save the orders to a text file each day.  If you want to display them in the system results, you could write a system results plugin that would read the file and display them.  
Does that help?

Thanks,
Daniel
Posted Friday December 18 2015
Was trying to find an easier way. When a simulation is run how do I know which trades are the one just for today?
All I can think is looking at all trades and then comparing the dates to today but it is a bit sloppy.



Posted Friday December 18 2015
Don't look at the trades (which have already taken place), look at the pending orders at your "cutoff" time, ie 2 pm.

Does that make sense?

Daniel
Posted Friday December 18 2015
It is a end of day system so it only has a bar for the day. I scan at 3.45pm to see possible trades at 4.00 pm. It only has a close price so the system thinks it is the close of the day and hence the trade get executed by the paper broker.
If I look at pending trades there are none as they have all been executed. I can only look at executed/open trades.
Hence my problem of a good way to see MOC orders for a daily systems.


Posted Saturday December 19 2015
When are the orders getting submitted?  On the previous day's NewBar(), when a limit is hit, or what?

Thanks,
Daniel


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