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In this algo (enhanced by @ Adams and others), I am trying to find the daily opening price, current high price, Current low price and Yesterday's close price. Although my style so far (lines 82 - 85; the very bottom of the code) are logging some prices on live paper trade and backtest, but the prices seem to be off when I compare to the actual nasdaq, Nyse values or IBKR.
Does anyone know how to get the following:
- Open price (price at 9:30AM ET time) on each trading day
- Current high and low prices (this algo runs every 1 minute, so these price will likely change every so often throughout the day)
- Yesterday closing price for each stock
See attached algo for what I have attempted so far
I appreciate any suggestions
Vladimir
Lemuel Mwangi
--> I am trying to find the daily opening price, current high price, current low price and yesterday's close price.
We can't get High, Low, Close prices of the daily bar until it closes.
Using self.History, self.Identity we can get previous bar High, Low, Close prices.
“Today's Open” may help you get current bar Open.
If you are satisfied with my answer, please accept it and don't forget to like it.
Lemuel Mwangi
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