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Amritendu Maji
2017-11-12 20:54:05


I have a system that trades using weekly bars. However, it seems in real trading, the signal is not generated till I receive Monday's data after close of the markets. I would like the signal to be generated when the system sees the Friday's data after the markets close.


QuantShare
2017-11-13 04:21:28

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For that, please create an EOD trading system-based portfolio then generate the order manually or using a script after Friday's data.


Amritendu Maji
2017-11-13 11:25:43

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I am sorry but I did not understand... The system is based on weekly data... I am not sure how to reconcile that with EOD prices.

Thank you for your continued support.


QuantShare
2017-11-14 02:36:46

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You should not create an automated trading system but rather an EOD portfolio.


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