Eman93 4,750 posts msg #70844 - Ignore Eman93 modified |
1/22/2009 12:00:34 AM
Walid
- Ignore Walid 1/17/2009 12:26:37 AM
Eman,
C# codeing is what I do for living. Please let me know if I can be of any help. BTW, at 2:00 AM you will suck at almost any thing, get some sleep :-)
Wealth lab my be your gig, you can totaly automate trades, when it dosent lock up, HO HO. The 5.1 is unstable in live sessions....they are working on a fix.
This is the code
/*
1. Long only
2. If today’s open is below yesterdays close then I buy at a few ticks above the open.
3. Profit target $1.00 fixed
4. No stop, but liquidate open position(s) on EOD.
5. 1 trade per day
*/
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
namespace WealthLab.Strategies
{
public class MyStrategy : WealthScript
{
protected override void Execute()
{
PlotStops();
int dayOfLastTrade = 0;
SymbolInfo si = Bars.SymbolInfo;
double ticks = 3 * si.Tick; // a few ticks
// Get the Daily closes
SetScaleDaily();
DataSeries dayClose = Close;
RestoreScale();
dayClose = Synchronize( dayClose );
// Find the start of the second day
int stBar = Bars.Count;
for(int bar = 0; bar < Bars.Count; bar++)
{
if( Bars.IsLastBarOfDay( bar ) )
{
stBar = bar + 1;
break;
}
}
// Here's the main loop - start on the second day (so that you know yesterday's close)
double todayOpen = Open[stBar];
for(int bar = stBar; bar < Bars.Count; bar++)
{
if( Bars.IntradayBarNumber( bar ) == 0 )
{
todayOpen = Open[bar];
dayOfLastTrade = 0;
}
if (IsLastPositionActive)
{
Position p = LastPosition;
if( Bars.IsLastBarOfDay(bar) )
{
if( bar == Bars.Count - 1 )
SellAtMarket(bar + 1, p, "EOD"); // generate an immediate sale/alert if last bar in chart
else
SellAtClose(bar, p, "EOD"); // for backtesting, just sell at the closing price of this bar
}
else
SellAtLimit(bar + 1, p, p.EntryPrice + 1.00, "Profit Target");
}
else if( todayOpen < dayClose[bar] && dayOfLastTrade != Date[bar].Day )
{
if( BuyAtStop(bar + 1, todayOpen + ticks) != null )
dayOfLastTrade = Date[bar].Day;
}
}
}
}
}
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Eman93 4,750 posts msg #70845 - Ignore Eman93 |
1/22/2009 12:40:01 AM
What is nice is you can back test on 1 min data for years and years if you like.
I can send it to you in a text file if you like...I burned a lot of hours trying to get it to work.
I can send any other info, I think I have the manual in a PDF.
The thing I like about the MTC is you can see the stats and you can see it work every day.
On Gap down days you win a dollar 80% of the time.
Just a quick thought, if put your stop loss at $1.00 and won a $1.00 at a rate of 80% after a 100 trades with 1 share you stand to profit 80 dollars. so at 1000 shares you make 80000, it is very cash intesive, we need a way to catch the runners too.
I can only go long hence the gap down play.
I have a day job and cant trade all day long or I would just do the MTC all day long, I would spring for the 100 a month for Trade Station and build the MTC radar like TRO has, it is very hard (for me any way) to gage the action from a simple watch list and by the time you flip through 5 stock charts you have missed the trade.
I thank you for your willingness to help in this endevor......
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nojobmaui 19 posts msg #70865 - Ignore nojobmaui |
1/23/2009 12:39:28 AM
Eman
It so incredible that you have done this! Thank you
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nojobmaui 19 posts msg #70866 - Ignore nojobmaui |
1/23/2009 12:55:48 AM
HI Eman
Are you saying that your code will autotrade MTC with Tradestation? IS there anything I can do to help you?
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Eman93 4,750 posts msg #70869 - Ignore Eman93 modified |
1/23/2009 7:28:20 AM
NO NO
This is code for Wealth Lab........
It is a work in progress.
I have tried to use it for alerts but it has issues...
Walid has offered to work on it.
Go back a few pages and look at the stats
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Walid 130 posts msg #70891 - Ignore Walid |
1/23/2009 12:33:58 PM
Hi Eman,
Sorry I couldn't get to you any earlier. I will download the 30 trail and play with it a little. BTW, did you buy the program or using the 30 days trail?
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Eman93 4,750 posts msg #70907 - Ignore Eman93 |
1/23/2009 4:00:21 PM
My 401k is with Fidelity..they provide it free if you have enough trades...like 100 a year or something.
I can send you the manual if you like, I have it downloaded on a PDF.
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Eman93 4,750 posts msg #70910 - Ignore Eman93 |
1/23/2009 4:13:58 PM
I will start a new topic in General Discussion on Auto Trading... I dont want to hijack TRO's thread.
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TheRumpledOne 6,411 posts msg #71129 - Ignore TheRumpledOne |
2/2/2009 9:46:19 AM
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stratigf 43 posts msg #71131 - Ignore stratigf |
2/2/2009 10:22:10 AM
welcome back TRO
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