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Sample Advanced Automated Strategy v1.0
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Created: by dsraider Attachments:15

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Sample Advanced Automated Strategy v1.0

  #11 (permalink)
Trading for Fun
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MXASJ View Post
Paying it forward, dsraider.

Apologies for the late reply, MXASJ. I like your bool idea a lot. Though I coudn't install into 6.5, it looks like I can copy and paste from the .cs without a problem. If and when I ever trust myself again, I will definitely update to this.

Thanks and nice work.

Dave

P.S. As promised, I've posted an updated version of the strat (see first post). It now cancels perfectly and plots arrows and chart names.

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  #12 (permalink)
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dsraider View Post
P.S. As promised, I've posted an updated version of the strat (see first post). It now cancels perfectly and plots arrows and chart names.

Hey Dave, thanks for the update.
Not sure if the moderator has a special way to do this but if you could save your new file name with the v# before zipping, as well as posting the updates in the header of the cs file, we could be sure we have the most current version - ie if your zip is named v1.1, it'd be good if the cs file also has the designation. I can't put "." in filenames though so my way of doing that may not be the preferred method.

Thanks,
Kirk

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  #13 (permalink)
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Hi Kirk,

Good idea. Done and done. I can't use symbols either so I called it v1point1 in the code. Question, though...even though the updated version downloads properly, it says v1.0 when you click the download link. Any chance you know how to change that?

Thanks,
Dave

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  #14 (permalink)
Elite Member
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no, I didn't understand how you got it that way, I've never posted in the downloads area...

thanks for updating
Kirk

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  #15 (permalink)
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Haha I'm obviously talented. I'll keep trying...

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  #16 (permalink)
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Hi,

How do you turn the strategy on and off?

Thanks,
Edie

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  #17 (permalink)
Trading for Fun
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Edie,

You mean to have it actually trade for you? Either click the strategy icon on the chart toolbar and add it like you would an indicator or right click on chart and hit strategies. Make sure to select your live or sim account at the top, once you've added it. If you meant something else, let me know.

Dave

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  #18 (permalink)
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That is it.
Thanks very much.

Eddie

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  #19 (permalink)
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Good work, dsraider!

I was thinking about doing something similar by separating out the modular portions of strategy building in general. The "base" part of it (borrowing from object oriented programming) handles the trade management that I'm finding is common to most of my strategies while the extensions to the base handles the logic of the entry signals.

-c

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  #20 (permalink)
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cclsys View Post
Thank you very much. Having sample strategies like this is extremely helpful for those who don't know all the ins and outs of NT strategy programming.

One feature I would like to see an example of is very simple but don't know how to do it: I like to make stops and PT's variable by reference to expanding/contracting ATR versus fixed tick sizes.

Now in theory I think all one has to do is have a tick size PT input (for example) but then multiply it by an ATR ratio.

If the short-term ATR is greater than longer term ATR, then if that is divided by the longer term you get a ratio (say 1.25), so the PT tick input can be multiplied by 1.25 to get the current PT amount. As I said, very simple in concept.

...

cclsys,

I like this approach, but how do you define short-term ATR and long-term ATR? Is the long term ATR based on a different timeframe? For example, the short-term ATR is the ATR(some length) for 1 minute charts and long-term is the same on 5 minute charts?

Thanks,
-c

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