Hello, I use various intermarket algorithms and of course at close trading.
Thus, indicators such as corr and MRS are of interest. These involve use of inputs such as "SPY", "$NDX", and "$VIX" to work. When running backtests and trading live in Strategy Monitor, are these symbols properly queried along with the traded security at the specified time just before the market close, or are they being queried the previous day's close?
Also, what is the source of the data for symbols such as "$NDX" and "$VIX"? The source of "SPY" is not particularly important, but it is rather obscure where "$NDX" is being queried. Thanks.
Thus, indicators such as corr and MRS are of interest. These involve use of inputs such as "SPY", "$NDX", and "$VIX" to work. When running backtests and trading live in Strategy Monitor, are these symbols properly queried along with the traded security at the specified time just before the market close, or are they being queried the previous day's close?
Also, what is the source of the data for symbols such as "$NDX" and "$VIX"? The source of "SPY" is not particularly important, but it is rather obscure where "$NDX" is being queried. Thanks.
Rename
Yes they are synchronized. The source is the first data provider available that can deliver the data. The providers are checked in the order you have them set up in the Data Manager.
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