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Amibroker Systems using ASX & US data - confused about 1 day difference

Discussion in 'Software and Data' started by martyjames, Jun 17, 2020.

  1. martyjames

    martyjames

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    Hi all

    Im playing around with Amibroker systems trading ASX stocks but the system also references $SPX (S and P 500 index).

    My system gets the signals and then buys on open the next day.

    Can someone verify for my very confused brain, that i would need to run the scan or explorations looking for signals for my system every morning once i have the U.S. data (for $SPX), otherwise the system will be referencing YESTERDAYS value for $SPX??

    Second add on question is that provided i run the scan or explorations looking for signals for my system in the morning, once i have the 'overnight' $SPX data,then in the Amibroker AFL code for the system i do NOT need to reference ref(z,-1) where z=Foreign( "$SPX", "C" );

    Many thanks!

    Cheers
    Marty
     
  2. qldfrog

    qldfrog

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    That is my inderstanding and what o trade on my faily, be aware that you need to wait past 8am qld time to have all market closed andcso the full os and things like vix etc updated.i wait till 8:30 Brisbane time to upfate data then run my daily system and enter pre open orders
     
  3. martyjames

    martyjames

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    makes sense, thanks qldfrog, good to get someone elses opinion

    cheers
     
  4. qldfrog

    qldfrog

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    My apologies for the typos what i type on the phone is a far cry from what is posted and unless i reedit a post, there is a fair work in unscrambling my posts
     
  5. martyjames

    martyjames

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    haha-no worries
     
  6. BoNeZ

    BoNeZ

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    You probably don't need the ref( z, -1) because by default the Foreign function populates missing OHLC fields with the previous bar Close and the volume is set to zero.

    In the mornings after our $SPX data has updated both it and your ASX data will be from yesterday. Later in the day if you have new ASX data the $SPX OHLC data will be populated with yesterdays Close.
     
    qldfrog likes this.
  7. martyjames

    martyjames

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    Many thanks BozNet, yes, ive removed the 'ref', all seems accurate.

    cheers
     
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