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Hi,
I am looking for example(s) of indicator(s) that use current price of a security at minute resolution as a close price for daily resolution in current day that has not yet ended (crossed the resolution frontier).
What I want to achieve for example is the following simplified “algo”: one minute before market close I want to place market buy order if SPY is trading above its 200 day moving average. So I have daily bars complete until previous trading day. What I want is that one minute before the close of the current day close of last completed minute bar (and open, high and low for the day) represent the daily bar.
Perhaps it was better described what I want already here
Can you please share an example algorithm that would help me achieve my goal. Thanks.
Louis Szeto
Hi Secret Information
You may check on Yuri's answer in this thread.
Best
Louis
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Secret Information
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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