I have an end of day strategy to generate trading alerts for the next trading day. Every morning, I am downloading EOD data from Yahoo (for example) and run my strategy on this data. For example, I wanted to generate signals yesterday (=Sunday) for the close of Friday, to be entered into the market before opening today (=Monday).
Do I understand correctly that the Bar only "closes" when the next bar opens?
The problem that I am having is:
1) if I use COBC == true, it will not calculate anything for the last day since there is no new bar
2) it seems that I cannot use FirstTickofBar either since I would like to generate my signals prior to next days open.
3) if I use COBC== false is difficult to use also and for my current strategy will not deliver any outputs. In backtesting it does, but not for the last bar. The strategy access multiple indicators.
My questions:
1) is there a good way to generally overcome the problem instead of using COBC==false (such as using something like "Last"Tick of Bar?)
2) what do I have to consider if I use COBC==false: what do the accessed indicators (some are my proprietary indicators) need to have OR cannot have in order to use them (such as any COBC references within the indicators themselves)
Thank you
wtmnn
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