First Strike, open times and EOD data
Posted: Sun Aug 15, 2010 6:12 pm
Hi,
I'm researching a system based on Leonardo's First Strike, and get satisfactory results using the EOD open prices.
However, the First Strike rules say to use "00:00 Central Standard Time" on Monday for the open price. The open price in my data is 10 hours before that.
When I do real time simulations using my open prices, I get chopped up on the spread, which at that time of the day can be up to 30 pips in some markets.
But I can't back test using the CST 00:00 open because I don't have that data.
Is there a way to get historical CST 00:00 open prices without having to resort to a full intraday subscription?
Many thanks,
Daedalus
I'm researching a system based on Leonardo's First Strike, and get satisfactory results using the EOD open prices.
However, the First Strike rules say to use "00:00 Central Standard Time" on Monday for the open price. The open price in my data is 10 hours before that.
When I do real time simulations using my open prices, I get chopped up on the spread, which at that time of the day can be up to 30 pips in some markets.
But I can't back test using the CST 00:00 open because I don't have that data.
Is there a way to get historical CST 00:00 open prices without having to resort to a full intraday subscription?
Many thanks,
Daedalus