ProRealTime to TStation Code Conversion - EasyLanguage Programming | futures io social day trading
futures io futures trading


ProRealTime to TStation Code Conversion
Updated: Views / Replies:2,501 / 6
Created: by jimmy1000 Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors – all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you don’t need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

ProRealTime to TStation Code Conversion

  #1 (permalink)
Elite Member
sydney, Australia
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: oil
 
Posts: 6 since May 2012
Thanks: 1 given, 0 received

ProRealTime to TStation Code Conversion

Hi. I would like to recode a Prorealtime strategy to Easy-Language (for use with TS).

Its based on parabolic-sar and includes a short circuit to halt entrysignals during extremely bearish conditions.

Could anyone assist with the following code:
.......................................................................................................
REM Buy

indicator1 = SAR[0.02,0.02,0.2]
indicator2 = close
c1 = (indicator1 CROSSES OVER indicator2)

indicator3 = MACDline[1,195,1](close)
c2 = (indicator3 > -15.0)

IF c1 AND c2 THEN
BUY 1 SHARES AT MARKET THISBARONCLOSE
ENDIF


REM Sell

indicator4 = SAR[0.02,0.02,0.2]
indicator5 = close
c3 = (indicator4 CROSSES UNDER indicator5)

indicator6 = MACDline[1,195,1](close)
c4 = (indicator6 < -15.0)

IF c3 Or c4 THEN
SELL AT MARKET THISBARONCLOSE
ENDIF

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Atlanta, Georgia
 
Futures Experience: Intermediate
Platform: NT
Broker/Data: DDT
Favorite Futures: ZN, ZB
 
cbritton's Avatar
 
Posts: 224 since Mar 2010
Thanks: 152 given, 237 received


My first stab at it.

 
Code
inputs:  AfStep( 0.02 ), AfLimit( 0.2 ),
	FastMACDLength( 12 ),
	SlowMACDLength( 26 ),
	MACDAvgLength( 9 ) ;
variables:  oParCl( 0 ), oParOp( 0 ), oPosition( 0 ), oTransition( 0 ),
	MACDValue( 0 );

MACDValue = MACD( Close, FastMACDLength, SlowMACDLength ) ;

Value1 = ParabolicSAR( AfStep, AfLimit, oParCl, oParOp, oPosition, oTransition ) ;

condition1 = oPosition = -1 and close > oParCl and close[1] < oParCl[1];
// another way to watch for "cross over" is when oPosition[1] = -1 and oPosition[0] = 1. i.e. when they switch

condition2 = MACDValue > -15;
if marketPosition = 0 and condition1 and condition2 then
	Buy ( "LE" ) this bar on close ;

condition3 = oPosition = 1 and close < oParCl and close[1] > oParCl[1];
condition4 = MACDValue < -15;
if marketPosition = 0 and condition3 and condition4 then 
	SellShort ("SE") this bar on close;
Obviously, you will need to adjust the input values to match what your Prorealtime code, but I think this approximates what you are looking for. The psar cross over would need to be tweaked a bit, I think. I have not tested this, however.

Regard,
-C

“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
Reply With Quote
The following 2 users say Thank You to cbritton for this post:
 
  #4 (permalink)
Elite Member
sydney, Australia
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: oil
 
Posts: 6 since May 2012
Thanks: 1 given, 0 received

hi cbritton

thanks alot for the prompt reply/code. However it doesnt work. it passes the E-Language verification however no signals are generated.

i kept tweaking it over and over to see if one particular variable was causing it not to work, but that didnt work.

i removed everything relating to MACD and had it try and buy and sell based only on the parabolic sar crosses and this did not work either. it seems it is primarily caused by the use of the Parabolic Sar references.

Also the code you have posted shows sellshort. this is a long only type strategy.

The entries look like this:

freeimagehosting . net /t/69rzq. jpg
(link without the spaces - as i am a new member i cannot post links till post count > 5)

Thanks again.

Reply With Quote
 
  #5 (permalink)
Elite Member
Atlanta, Georgia
 
Futures Experience: Intermediate
Platform: NT
Broker/Data: DDT
Favorite Futures: ZN, ZB
 
cbritton's Avatar
 
Posts: 224 since Mar 2010
Thanks: 152 given, 237 received

I'll try it out later today and hopefully post some updates.

Can you provide some charts with trades from Prorealtime trader with this strategy? I'd like to compare with the same instrument and settings in TS.

Thanks,
-C


jimmy1000 View Post
hi cbritton

thanks alot for the prompt reply/code. However it doesnt work. it passes the E-Language verification however no signals are generated.

i kept tweaking it over and over to see if one particular variable was causing it not to work, but that didnt work.

i removed everything relating to MACD and had it try and buy and sell based only on the parabolic sar crosses and this did not work either. it seems it is primarily caused by the use of the Parabolic Sar references.

Also the code you have posted shows sellshort. this is a long only type strategy.

The entries look like this:

freeimagehosting . net /t/69rzq. jpg
(link without the spaces - as i am a new member i cannot post links till post count > 5)

Thanks again.


“Strategy without tactics is the slowest route to victory. Tactics without strategy is the noise before defeat.” - Sun Tzu
Reply With Quote
 
  #6 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,010 since Jun 2009
Thanks: 29,168 given, 82,186 received


jimmy1000 View Post
(link without the spaces - as i am a new member i cannot post links till post count > 5)

Attach images to your post instead of embedding them.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #7 (permalink)
Elite Member
sydney, Australia
 
Futures Experience: Intermediate
Platform: Tradestation
Favorite Futures: oil
 
Posts: 6 since May 2012
Thanks: 1 given, 0 received

no problem BigMike.

Here is a pic of PRT generating/executing the entry/exit signals

Attached Thumbnails
ProRealTime to TStation Code Conversion-crude-prt-sample.jpg  
Reply With Quote

Reply



futures io > > > > > ProRealTime to TStation Code Conversion

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

July Journal Challenge w/$1100 in prizes from TopstepTrader

July
 

An Afternoon with FIO member Softsoap

Elite only

Battlestations: Show us your trading desks and win $750 in prizes

August
 

Extended Ask Me Anything w/Brett Steenbarger

Elite only

Prototyping Python Strategies (part 3) w/Ran Aroussi

Elite only

Brannigan Barrett w/Axia Futures

Elite only

Introduction to Phillip Capital futures brokerage services

Aug TBD

How Monte Carlo Analysis Can Help Your Trading w/Kevin Davey

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Prorealtime free realtime data ... NeoTrade Platforms and Indicators 1 June 13th, 2015 10:38 AM
MQ4 to Ninjatrader conversion bryce NinjaTrader Programming 37 September 4th, 2014 04:22 PM
Mq4 Conversion To Ninja 7 airalex NinjaTrader Programming 7 August 12th, 2012 07:38 AM
Mq4 Conversion To Ninja 7 Techfan1128 NinjaTrader Programming 5 September 29th, 2011 09:05 AM
Coding Help for Indicator Conversion syxforex NinjaTrader 5 May 15th, 2010 11:23 AM


All times are GMT -4. The time now is 06:42 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-07-25 in 0.10 seconds with 20 queries on phoenix via your IP 54.156.56.73