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Give me a strategy to program..
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Give me a strategy to program..

  #1 (permalink)
Denver Colorado/USA
 
Trading Experience: Intermediate
Platform: SierraChart
Broker/Data: AMP
Favorite Futures: Bonds
 
LittleFinger's Avatar
 
Posts: 104 since May 2017
Thanks: 111 given, 121 received

Give me a strategy to program..

Hello gamblers, uh I mean traders,

I'm getting pretty proficient at coding SC ACSIL automated strategies and was wondering if anyone had something they would like tested. I am trying to generate ideas and challenge myself with coding new systems. If you are comfortable sharing send me a PM and lets see what we can make.

-LF

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  #2 (permalink)
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  #3 (permalink)
Denver Colorado/USA
 
Trading Experience: Intermediate
Platform: SierraChart
Broker/Data: AMP
Favorite Futures: Bonds
 
LittleFinger's Avatar
 
Posts: 104 since May 2017
Thanks: 111 given, 121 received


I can backtest it for as far back as the data goes. I am using the SC feeds which include 1 tick data pretty far back.

We can do walk forward and monte carlo analysis.

bar patterns
bid/ask volume
indicators
multiple time frames
correlations

I should be able to make it

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  #4 (permalink)
lancaster pa us
 
 
Posts: 4 since Jan 2013
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Hello,
I was wondering if you could develop an indicator similar to advancing and declining issues on the ES but use > previous days high & < previous days low instead. This would tell us the real strong bullish and bearish days. I love sierra its the best by far (hands down) I use a multi time frame trend alignment with a bid/ask volume strategy that works well and would like to automate and back test this in the future.
Thanks AJ

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  #5 (permalink)
Denver Colorado/USA
 
Trading Experience: Intermediate
Platform: SierraChart
Broker/Data: AMP
Favorite Futures: Bonds
 
LittleFinger's Avatar
 
Posts: 104 since May 2017
Thanks: 111 given, 121 received

I don't know how I could pull this off unless I already had an indicator that tracks the lows and highs. If I had that I could modify it, but I have no clue on how I can create an array of all of the highs and lows and update it live.

Sierra Chart provides some market statistics but nothing relating to highs and lows that I saw:

"The market statistics data feed is a Sierra Chart calculated data feed using a NYSE and NASDAQ real-time stock data feed."

I don't think my computer has enough cores. You would need a server dedicated to this probably. Sounds like that's what SC is doing.

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  #6 (permalink)
India
 
 
Posts: 12 since Dec 2010
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LittleFinger View Post
Hello gamblers, uh I mean traders,

I'm getting pretty proficient at coding SC ACSIL automated strategies and was wondering if anyone had something they would like tested. I am trying to generate ideas and challenge myself with coding new systems. If you are comfortable sharing send me a PM and lets see what we can make.

-LF


Is there any strategy possible to build around "Large Lot Order" in OrderFlow Chart in Ninja trader.

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  #7 (permalink)
Denver Colorado/USA
 
Trading Experience: Intermediate
Platform: SierraChart
Broker/Data: AMP
Favorite Futures: Bonds
 
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Posts: 104 since May 2017
Thanks: 111 given, 121 received

never used ninja trader, idk

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  #8 (permalink)
lancaster pa us
 
 
Posts: 4 since Jan 2013
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sierra charts

LF,
So I use a study called Daily OHLC and set reference back one day and sync to a daily chart with RTH 0930-1600 and it will plot the Previous days High/Low and Close on my 5 minute chart. So I'm thinking if we could get a line to tell us how many components of the S&P 500 are > PDH and say it's greater than 250 at the open or early in the day we know it's a strong Buy for today and conversely for < PDL. It would not signal every day however when it does it could be powerful. I'm a day-trader and would be willing to pay you and or help in any way I can like maybe entering the index symbols in an excel spreadsheet or any other way I can.
Thanks, AJ

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  #9 (permalink)
Denver Colorado/USA
 
Trading Experience: Intermediate
Platform: SierraChart
Broker/Data: AMP
Favorite Futures: Bonds
 
LittleFinger's Avatar
 
Posts: 104 since May 2017
Thanks: 111 given, 121 received

Now that I've thought about this a little more I think it is probably possible to do within SC, but I'm still not certain how to implement it. It's probably out of my league. It might be easier (for someone other than me) to accomplish with a programming language like Python or R.

I think the basic concept would be something like this:
Create a program that pulls the previous days's High and Low for every stock on the index.
Have it check the current day's price at certain intervals and compare it with the previous day's price.
Make a tally of how many companies are higher than the previous day and how many are lower.
Have a numerical readout of this ratio.
Add some kind of notification for when it crosses the desired threshold.

I think at this point I'm not really interested in doing this because it's not something that I think will be useful for my own trading methods. However, I do want to learn R and/or Python at some point to perform faster analysis. Once I get comfortable in that realm I would be interested in revisiting this.

If you are set on implementing this within SC I would just ask them if they think it's possible to code it on the support board and then find someone with more experience to take it on.

I am focusing on creating automated trading systems right now.

Good luck to you!

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  #10 (permalink)
Chicago IL
 
 
Posts: 29 since Apr 2016
Thanks: 64 given, 20 received



ajyannucci View Post
LF,
So I use a study called Daily OHLC and set reference back one day and sync to a daily chart with RTH 0930-1600 and it will plot the Previous days High/Low and Close on my 5 minute chart. So I'm thinking if we could get a line to tell us how many components of the S&P 500 are > PDH and say it's greater than 250 at the open or early in the day we know it's a strong Buy for today and conversely for < PDL. It would not signal every day however when it does it could be powerful. I'm a day-trader and would be willing to pay you and or help in any way I can like maybe entering the index symbols in an excel spreadsheet or any other way I can.
Thanks, AJ

This can easily be done with stockfetcher.com

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