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| Eman93 4,750 posts msg #70911 - Ignore Eman93 |
1/23/2009 4:16:05 PM I am working on some code to run TROs MTC method on Wealth Lab. Anyone else try auto trading, that would like to share, post here. |
| Eman93 4,750 posts msg #70912 - Ignore Eman93 |
1/23/2009 4:16:57 PM Eman93 - Edit message 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; } } } } } |
| nojobmaui 19 posts msg #70913 - Ignore nojobmaui |
1/23/2009 4:18:47 PM Aloha Eman in regards to your one dollar fill on gap down long plays what scan are you using to find those stocks? Thanks |
| SFMc01 358 posts msg #70914 - Ignore SFMc01 |
1/23/2009 4:47:14 PM Eman93: Have you been using/trading with this code live a few days? If so, what results have you experienced? Thanks ... Steve |
| Eman93 4,750 posts msg #70915 - Ignore Eman93 |
1/23/2009 4:59:40 PM SFM no live trading. here are some stats. this is on a gap down day hold for a 1 dollar gain, no stop losses.  |
| Eman93 4,750 posts msg #70917 - Ignore Eman93 |
1/23/2009 5:01:49 PM
This is on a gap down Buy Open +0.20 sell 0.50 profit. |
| Eman93 4,750 posts msg #70918 - Ignore Eman93 |
1/23/2009 5:03:40 PM the stocks used for the back test are under the list COWS, data is 5 min trading 100 shares, only one trade a day at this point. |
| Eman93 4,750 posts msg #70919 - Ignore Eman93 |
1/23/2009 5:07:10 PM nojobmaui - Ignore nojobmaui 1/23/2009 4:18:47 PM Aloha Eman in regards to your one dollar fill on gap down long plays what scan are you using to find those stocks? Thanks I am useing the TRO MTC scan.......see the never lose again thread for the method, I am trying to automate it. |
| Walid 130 posts msg #70926 - Ignore Walid |
1/24/2009 3:58:28 PM Eman, Yes, please send me the manual. My email address is Engwam@Hotmail.com |
| nojobmaui 19 posts msg #70928 - Ignore nojobmaui |
1/24/2009 7:22:50 PM Eman93 - Ignore Eman93 1/23/2009 5:07:10 PM Aloha Eman in regards to your one dollar fill on gap down long plays what scan are you using to find those stocks? Thanks I am useing the TRO MTC scan.......see the never lose again thread for the method, I am trying to automate it. Thank you |
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