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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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06-16-2009, 12:15 PM
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Senior Member
Join Date: Feb 2008
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Pre Market Data
I am running a simple moving average crossover that I have made some customizations to right now. I am curious, is the data that NT is bringing in building its indicators such as the SMA from 9:30 to 4? I got a fill today that was ok but when I widen my chart out from 8:00 am to 4:00 the indicator takes into account the pre market price data and has a drastic change with the way the SMA comes across - in this case making it a lot more profitable for me. Is there a way to build the average including pre market data? I wouldn't trade in the pre market using my automated strategies but I might take a look at using that data to predicting more of an overall average of the day.
Thanks Pete |
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