Deploying Successful backtested model

A

alonch7

I built a model that predicts the closing price for the day after on a specific stock based on the volume,open, high, lowand close.
what is the best way to build the trading strategy?
I thought that I could use the price from 5 minutes before the end of the trading day and buy or sell based on the prediction based on that price. the problem is that the volume that I am getting from the broker of this stock is changing also after the trading hours so I need to wait more than 2 hours after the day trading is over.
how should I deploy this strategy?
 
alonch7 said:
I built a model that predicts the closing price for the day after on a specific stock based on the volume,open, high, lowand close.
what is the best way to build the trading strategy?
I thought that I could use the price from 5 minutes before the end of the trading day and buy or sell based on the prediction based on that price. the problem is that the volume that I am getting from the broker of this stock is changing also after the trading hours so I need to wait more than 2 hours after the day trading is over.
how should I deploy this strategy?
More...
get a different data feed
 
alonch7 said:
I built a model that predicts the closing price for the day after on a specific stock based on the volume,open, high, lowand close.
what is the best way to build the trading strategy?
I thought that I could use the price from 5 minutes before the end of the trading day and buy or sell based on the prediction based on that price. the problem is that the volume that I am getting from the broker of this stock is changing also after the trading hours so I need to wait more than 2 hours after the day trading is over.
how should I deploy this strategy?
More...
Is this stocks? Extended hours trading?
 
my data feed is Yahoo finance, the security is the SPY.
when the trading hour is over the volume continue to increase. it is happening also in nasdaq website - http://www.nasdaq.com/symbol/spy where yahoo gets the data.
which strategy should I use if I base my model on daily close prices and I want to trade in the opening on the day after?
 
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