Stocks & Commodities V. 39:01 (7, 17): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 39:01 (7, 17): Algo Q&A by Kevin J. Davey
Item# V39C01_167DAVE
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Algo Q&A by Kevin J. Davey


I have a gold algo, and I was calculating values today after the close at 5 pm and got an entry signal. But at 6 pm, the closing price had changed significantly, making my signal invalid. What went wrong?

Based on your question, I would guess that you have fallen victim to the “last vs. settlement closing price” issue. Let me explain it, and I’ll give you some workarounds ...

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