ProRealTime to TStation Code Conversion

May 8th, 2012, 07:53 AM

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

May 8th, 2012, 09:52 AM

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

May 9th, 2012, 06:42 AM

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.

May 9th, 2012, 11:31 AM

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

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.

May 9th, 2012, 12:27 PM

jimmy1000

(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

May 9th, 2012, 09:05 PM

no problem BigMike.

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

ProRealTime to TStation Code Conversion

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ProRealTime to TStation Code Conversion