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I have a few questions about how Seetu operates in live mode regarding the current market information at the exact time Seetu run the strategy.
If I am correct, it seems the lowest time frame for Seetu is daily bars right now, in backtest mode.
It could however operate on higher time frames (like weekly) but right now it cannot operate on 1-minutes bars for example.
Can you confirm it is the same for the live “Run-it” mode?
Now, what I want to know is WHEN the daily time frames prices are known when operating Seetu in “Run it” mode.
For example, suppose I run my Seetu strategy everyday just after the Open, say at 9:31 for example on the highest liquid stocks which I know would have a price already at that time.
If I use the current O (Open) price in my strategy, can I be sure that it correctly refers to the current Open price of the day and not the past day Open price?
Same question for H and L price.
For example, if I run my script at 12:00, will H and L refer to the current highest and Lowest price for the day since the Open ?
Or will H and L only have a value after the Close of the regular trading session?
Thanks for any precisions that could help understand how to use the current day information (prices, volume, and by extention any indicator based on these information) in Seetu Run-it mode at the exact time when Seetu run the strategy.
Historical EOD data download starts at 00:15 EST and it takes some time. Say 1 hour.
So historical EOD data are available about 01:15 EST.
We do not update DAILY EOD data before we can really have them.
(Which is possibly only when a day really ends.)
It means no TODAYs data are available at any moment.
It is true for both Backtest and “Run-it” modes.
In other words:
The historical data is the only thing we have in hands. (That is why trading is so hard )
The latest EOD OHLC data we know are from yesterday.
Today’s EOD OHLC are unknown - except Open - until the day ends, because the latest tick of this day can be the High or the Low of the day. And the latest tick of the day is the Close value of course.
We do not update daily data before we can have all OHLC data.
Thanks for the quick answer.
However, it is not clear to me.
Today open is know at the Open.
So if it is 9:31 for example and the trading session has already started for a given stock (consider AAPL for example) then the Open price is usually known at 9:31, AFTER it occured.
And is reported to everybody to see on any website.
It is still not clear to me in your answer if I can get the Open price of the current day if i run a srategy in Seetu at 9:31 on AAPL for example.
This data is already publicly available on any website.
Why would it be not available in C2 and Seetu?
Nothing to do with trading being hard or not, this data is already known to everebody (so no look ahead bias of any kind here…)
Your trade engine gets the current bid/ask spread to fill trades that have no real trading activity (no subscriber).
So you already have got live data; why is it not possible to have a static data that occured in the PAST?
Regarding High and Low, I specified it is the CURRENT high and low.
Meaning the current high/low of the period from the opening session until NOW.
So same thing applies: no look ahead bias, and the data is already publicly available on the web.
)