Greetings!
I'm implementing Larry Connors's trading systems. I have some questions:
1. He closes all positions at close. I can use SellAtClose(bar); I don't know how it works. Sounds like I miss the market closing. Please tell me how AtClose works?
2. More complicated task. Larry looks Open price and if gap occures set the limit order. I have only daily bars from Yahoo. Is it possible to implement this scenario?
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Hi Igor,
1. Check this out: WealthScript Programming Guide > Programming Trading Strategies > Alerts >
How to: Alert for AtClose Signals.2. For sure. Look up the
GetSessionOpen method in the QuickRef. Make sure the
Yahoo provider's revision is the latest (currently 2014.02) because GetSessionOpen support was added in that build.
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Thank you, Eugene!
1. I can't understand the time I get the signal. Sounds like it will be at session close. I can't execute this order because of market close. Is it possible to set the time, i.e. 5 mins before market close?
2. I see Execute time in Strategy Activation Settings. But there is 5 mins interval. Is it possible to set the time 09:31 EST there?
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1. If you run a script on data with n minute intervals, then you can trigger signals on any n minute interval you choose.
2. No. That's an end-of-day option designed to run outside of market hours.
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1. All I have is SM and daily Yahoo Provider. What I have to do to schedule rum the strategy at 15:55 EST?
2. If I set 09:35 EST for daily scale, will it run at this time?
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I'm not certain that the S. Monitor will request data from an EOD provider inside of market hours. It's an easy test to do tomorrow.
Just set it to run at 0935 ET with the partial bar update option (Yahoo!) enabled. Keep in mind that Y! on-demand updates will be slow if the DataSet is big.
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