Yahoo Provider > Partial bar
Author: ichechet
Creation Date: 9/4/2014 1:28 PM
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ichechet

#1
Greetings!

I have some questions about Yahoo Static Provider. I see the last bar which is not the last closed bar during trading session.

1. How does it work for the strategies? Is it correct for bar+1 construction?
2. Does it work for SM?
3. Any additional code for strategy to work with this provider?
4. Yahoo has a 15 mins delay. If I'd like to enter the limit price and set it on market open, it may be occured in this 15 mins. How to get this signal, to take the second chance to enter?
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Cone

#2
1. "Always return data with partial bar" is a Y! Data option. See Data Manager > Yahoo! Data tab.
This bar is treated as a "complete" bar in the script. You can, for example, use it to trigger an order near the close of the session, for example.

2. It should, and it's to test anyway. Just enter a run time during market hours, make sure Update Data on Demand is enabled (File menu), and that "Never perform On Demand data updates" is not check in the Y! options.

3. No.

4. If you're using a limit order script, you can use Yahoo! Streaming for only about $120/year to power the Quotes tool. Why accept limitations?

Edit:
Yahoo! has changed their Premium Service link since we included in the Data Manager, so you'll have to search for how to sign up for that (and if its even available anymore.)
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Eugene

#3
Here's a bit of news that seems to have been removed later (still available in cache):

"Effective March 31, 2014, Yahoo Finance premium Real-Time Quotes service will be permanently discontinued (this includes the MarketTracker application)."
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ichechet

#4
1. Quite complicated. I need todays market open price to set the limit order. Also I need to close at the end of session. My solution is:

Calculate entry signal on the last closed bar. It's bar = Bars.Count - 2. I need to calculate only at session, so the last bar for me is always incomplete.

I run strategy manually 2 times a day: 20 minutes after market open and 5 minutes before it closes. Sounds that I can made it only that way, because in SM I can run daily data only once a day.

2. Sounds that SM has 1 day delay for my orders.

3. Thank you.

4. It's not a problem for me to pay for real-time quotes, but sounds they disabled that service. So, still have 15-mins delay. My solution is:

PrintDebug all active positions. If I don't have one, I know it occured in 15-mins delay.
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ichechet

#5
3 more questions for Y! and more:

1. I use 1 strategy for Y! dataset contained 500+ symbols. Is it possible to PrintDebug only once todays day and time from the strategy? Not on each symbol.
2. When I click Go on the dataset Y! updates last bar very slow. Is it possible to make it faster like in SM?
3. Is it possible to know is it a market time or not?

It will help me to make the Y! solution.
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Eugene

#6
1. WealthScript Techniques | Executing some code only once
3. Bars.MarketInfo > OpenTimeNative / CloseTimeNative ?
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