Kreslik.com - traders community since 2006

Like Avery's long battle and struggle with Tradestation for the true daily opening price for stocks, this is once again an issue with Neoticker. I have been back and forth with Neoticker on this subject for a while now.

I still don't have a solution that will give the real (daily )opening price, ... the one that matches what TRO currently uses with Tradestation, that can be used for realtime and historical backtesting with Neoticker.

You can understand more of what the problem is by browsing this thread in the Neoticker Forums:

http://forums.neoticker.com/showthread.php?t=4561

A good example is today == may 29 - 2007
Opening value of one minute data stream (esignal) was 114.59.
The opening value of the daily data stream, TRO Tradestation Buy Zone, and the one posted in Yahoo, google, and most data providers was 114.45.

0.14$ difference makes a big difference in a BuyZone strategy.
If anybody has any solutions, please bring them forward.

I thought you had to choose a data provider for NeoTicker?

The data provider that I am using is esignal.

But the opening trade on the intraday data stream is not the same as the open price of the daily data stream. The open of the daily is what is needed but unfortunately Neoticker does not give you access to that value until the close of the daily bar. (see Neoticker forum thread).

Neotickers solution to this is:


"""OK - use the following workaround for backtesting.

Export the daily data first, then add a time stamp column to the daily data so that it matches the opening minute of your intraday data. (e.g. 9:30 am). Remove the high, low, close, volume columns. Rename the open column as the close column.

Import the data back into NT with a different symbol name as 1 min data.

Then you can use this data stream together with your normal minute data for backtesting. """"



This is a lot of work that is not acceptable to many strategies used here. If anyone is using Neoticker or plans to in the future : plese post your support and questions on the thread on Neoticker forum please. Maybe with enough support they will code us an appropriate solution in an upcoming release. I wish I hadn't spent $2000 already.

http://forums.neoticker.com/showthread.php?t=4561

Thanks.