Trade signals for tomorrow

Hello,

I am using a trading system for EOD-trading in US stocks. The System gets it signal with the closing and opens a position with the opening price of the next day, e.g.

Buyprice=Open;
SetTradeDelays(1,0,0,0);

Now I would like to get the signals (in Europe) after the closing in the US or latest till noon of the next day, so I am able to comfortably analyse and enter the orders (MARKET/OPG with IB).

Is there an easy way to get this signals in AB. One can scan, but then you get all possible signals (many irrelevant ones, e.g. sell signals when you do not have a position) and also not considering restrictions like the value of max. open positions, positions already opened and the defined position score. I would like to get only the relevant signals of the running system, if possible right after market close.

You can either use an Exploration to output exactly the information you need, or you can turn on Use Artificial Future Bar in the Backtester Settings so that a back test run today will show tomorrow’s entries.

Matt

2 Likes

Hello Matt,
thx for the quick response. I am not sure if exploration would work, because I believe that would not take into account my position management (e.g. already reached the max. no of open positions and therefore no signal)?

But what definetly works is your advice regarding the use of the Artificial Future Bar in the Backtester Settings.

Super, thank you very much.