How to manage dealing with specific value of the secondary symbol, which is not synchronized with primary symbol, as an indicator in intraday strategy.

Ex.: Value of YM (secondary symbol) at 0600 AM, compared with value at 0930AM creates buy/sell signal for my primary symbol MSFT, traded from 0930 AM only.

Note: In WL4 was possible to use method of reading vylues from created file:
http://wl4.wealth-lab.com/cgi-bin/WealthLab.DLL/kbase?id=79
But it was too slow ...

Current versions of Wealth-Lab 5 (5.3 and below) have some issues with synchronization and scaling that will be fixed in 5.4. So, unless you're doing you own synch by reading values from a file (should be must faster with compiled code), I have to recommend waiting for 5.4.

Nonetheless, I don't follow your 6am/9am example. You need to be more explicit. Mixing markets traded in different time zones is going to take some thought. Break it down for me, and tell me exactly what you expect to synchronize and the desired result.

Robert, thank you for your answer.

To be more specific, I want to use as an indicator reactions of futures market indices
- to close of Asian markets or
- to any news publicated before the open of NYSE
- etc.
in order to trade stocks on NYSE after its open.

1. What's the scale of the primary data?
2. Scale of the secondary indicator/event data?
3. How do you access the data for the Asian markets and news events?

My system is a baby in the cradle yet;

QUOTE:
1. What's the scale of the primary data?

- from 1-minute 15-minute

QUOTE:
2. Scale of the secondary indicator/event data?

- 1-minute or less frequent

QUOTE:
3. How do you access the data for the Asian markets and news events?

- this is not solved yet:
I hope to get data from ASIA (NIKKEI) for backtest from some data provider (piTrading etc.), live data can be bought for example from IAB.
For news I plan to make a harmonogram of macroeconomic events with their publication times, and filter out the trading system to these events.

Do you know any reference for similar system, or how to work with news events?

There has been some mention of working with news in these forums, so it shouldn't be too hard to find the discussions.

Anyway, it sounds like you need to get your data solution together first. That's the hard part. Once you have the data, it shouldn't be too hard to figure out how to manipulate it.