Please add an option in WL9’s Data Manager to let Update DataSet pull streaming real‑time quotes during market hours and temporarily treat them as the “current close.”
This would allow intraday strategies (RSI, custom indicators, etc.) to refresh using live prices without waiting for the official EOD update. After the session ends, the normal EOD data would overwrite the proxy value.
This feature would greatly improve intraday trading workflows for anyone using indicators that depend on the latest price.
Thanks for considering it.
This would allow intraday strategies (RSI, custom indicators, etc.) to refresh using live prices without waiting for the official EOD update. After the session ends, the normal EOD data would overwrite the proxy value.
This feature would greatly improve intraday trading workflows for anyone using indicators that depend on the latest price.
Thanks for considering it.
Rename
This is already a feature since WL8 build 99. It's called At-Close Processing for Daily bars in the Strategy Monitor.
At-Close Processing allows you to trade at or just before the close using the day's complete partial bar - many indicators need the full bar (the last streaming price isn't enough), as does WealthLab to add it to the BarHistory for processing.
Here's a video explainer.
https://youtu.be/Z39A55OEudM
At-Close Processing allows you to trade at or just before the close using the day's complete partial bar - many indicators need the full bar (the last streaming price isn't enough), as does WealthLab to add it to the BarHistory for processing.
Here's a video explainer.
https://youtu.be/Z39A55OEudM
Ah, but you said "Intraday"...
I don't see why the feature couldn't be extended to intraday too. We'd just need a preference to specify the number of seconds before the close to start the process, and probably a lot of testing.
I don't see why the feature couldn't be extended to intraday too. We'd just need a preference to specify the number of seconds before the close to start the process, and probably a lot of testing.
flanda did say "intraday" but he might just mean a daily strategy that can respond to the closing (or very near) closing price, which is what we have in place. Let's see.
Thanks, Cone and Glitch — to clarify, I did mean a daily strategy that can react to either the actual closing price or a streaming proxy for the close before the market officially closes.
In other words, I’m looking for a way for a daily strategy to refresh its indicators (RSI, custom indicators, etc.) using the latest streaming quote as a temporary close, and then have the final EOD value overwrite it after the session ends.
Thanks for considering this refinement.
In other words, I’m looking for a way for a daily strategy to refresh its indicators (RSI, custom indicators, etc.) using the latest streaming quote as a temporary close, and then have the final EOD value overwrite it after the session ends.
Thanks for considering this refinement.
As Cone stated, it's already possible via the at-close processing in the Strategy Monitor.
It seems feasible to extend this to intraday bars as well, with a user preference for how many seconds before the bar’s close the process should start. This would benefit intraday systems that rely on near‑complete bar data for more accurate signals.
Thank you.
Thank you.
I'm not convinced that's the ideal way to handle things like this, but will think it over. I'm feeling I'd want to extend WL to be able to handle more various HFT like situations, and expose methods that respond directly to the streaming data.
Your Response
Post
Edit Post
Login is required