Trading Halts

[gvanto]

I was wondering if there's a way of being notified of trading halts (other than monitoring ALL asx stocks all the time).

Backtesting a strategy involving trading halts (intraday) would I think simply check if trading hasn't taken place for x-minutes ?

Cheers
G

 

[Sunder]

I was wondering if there's a way of being notified of trading halts (other than monitoring ALL asx stocks all the time).

Backtesting a strategy involving trading halts (intraday) would I think simply check if trading hasn't taken place for x-minutes ?

Cheers
G

Look here every day:

http://www.asx.com.au/asx/statistics/todayAnnHeaders.jsp

Any shares that go into trading halt is announced there.

 

[rub92me]

I was wondering if there's a way of being notified of trading halts (other than monitoring ALL asx stocks all the time).

Backtesting a strategy involving trading halts (intraday) would I think simply check if trading hasn't taken place for x-minutes ?

Cheers
G

Unless you have trading halts as a data element in your test data, you won't be able to systematically backtest any strategy around it. A trading halt in itself is not a very useful indicator of anything unless you know why it was called. Also you have to keep in mind that they can be announced after/before market close.

 

[gvanto]

Thanks Sunder. Yeah I'm only interested intraday trading halts as I have a bit of a theory ... would like to check out if my theory holded historically ...

Look here every day:

http://www.asx.com.au/asx/statistics/todayAnnHeaders.jsp

Any shares that go into trading halt is announced there.