Automation signals

Discussion in 'Automated Trading' started by eves_banished_children, May 25, 2018.

  1. Looking for what you might call automation signals, just very basic quote style data for when specific exchanges were open, when they were closed for holidays, market interruptions, etc. Looking at some forex data it is only bid/ask, and though I can create a binary signal based on that it would be great if this kind of data was already available. Since forex is OTC this kind of information may not even exist.
     
  2. Solved.

    It turns out the calculations are easy based on the data, at least for forex.