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running auto-strats on a list of stocks (TradeStation?)
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running auto-strats on a list of stocks (TradeStation?)

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Trading Apprentice
Penang
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 3 since Aug 2011
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running auto-strats on a list of stocks (TradeStation?)

Hi,

I'm hoping to get recommendations on a trading software that will allow me to code a custom indicator, and then apply it to a list of stocks (> 100). When the indicator generates a signal (say "myVariable == true"), it'll auto execute a custom strategy that will enter, and manage, orders for the stock. Ideally, this list can be displayed in a window, with real time quotes, as well as the indicator values displayed.

I'm using NinjaTrader now, and it is quite a powerful platform, but it does have a serious limitation of not being able to run automated strategies off the Market Analyzer (i.e. NT's version of a WatchList). Instead, you'll have to open a separate chart for each stock, which is really not feasible when you're dealing with a large list.

Does anyone know if TradeStation is able to do this? I've looked through their site, and it appears to be quite a comprehensive platform, with the added bonus of EasyLanguage being quite easy to learn.

Any input is appreciated. Thanks!

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  #3 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
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It's possible to do that with NT, and you don't need to open 100 charts:
- add your 100 stocks in an "Instrument list"
- in the "Strategies" tab, just add your strategy, and tell it to run on the list previously defined.

Success requires no deodorant! (Sun Tzu)
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  #4 (permalink)
Elite Member
glostrup, denmark
 
Futures Experience: Advanced
Platform: Custom platform
Broker/Data: CQG
Favorite Futures: Futures, Options, Stocks
 
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nicbizz View Post
Hi,

I'm hoping to get recommendations on a trading software that will allow me to code a custom indicator, and then apply it to a list of stocks (> 100). When the indicator generates a signal (say "myVariable == true"), it'll auto execute a custom strategy that will enter, and manage, orders for the stock. Ideally, this list can be displayed in a window, with real time quotes, as well as the indicator values displayed.

I'm using NinjaTrader now, and it is quite a powerful platform, but it does have a serious limitation of not being able to run automated strategies off the Market Analyzer (i.e. NT's version of a WatchList). Instead, you'll have to open a separate chart for each stock, which is really not feasible when you're dealing with a large list.

Does anyone know if TradeStation is able to do this? I've looked through their site, and it appears to be quite a comprehensive platform, with the added bonus of EasyLanguage being quite easy to learn.

Any input is appreciated. Thanks!

One way to do it is create an indicator that places the orders and add this indicator to the radarscreen containing the list of symbols you want to trade.

Example:

 
Code
Input: account("");
var: openpos(0); 
	
openpos = GetPositionQuantity(symbol, account); 
value1 = MarketOrder("OncePerBar", account, "Sell", "Future", symbol, 1); 
If (value1=-1) then
	print("order was not placed"); 

Plot1(openpos,"open");
Notice you have to supply the account so if you mix security-types you need to add logic to use the right account

You need to check the "Enable RunCommand Easylanguage keyword" in format indicators for it to be able to place orders (you can choose if you want confirmation to be on or off).

The indicator can use the LimitOrder, MarketOrder style of macros (there's a few see here: MarketOrder (Function))

You can achieve the same by using the OrderTicket style of objects from the toolbox.

--ktrader

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