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Hi Richard,
thank you very much for your help.
The whole backtesting issues I am doing and will do in Amibroker
- fast and reliable! The results, e.g. parameter values of the
systems code has to be put 1:1 in Metastock. Then we have to try
hook on HYPERORDER on Metastock to autoexecute the
Buy/Sell/Short/Cover/TrailStop Signals.
***I would love to work together with you and maybe some
other people to build a technically stable working
" AUTO TRADE SYSTEM ".***
It really seems to be possible.
" http://www.hypertrader.it/hyperorder.shtml "
Looks very promising !!!
1. Backtesting in Amibroker (my part)
2. Realtime data feed in Metastock (no problem)
3. Trading System in Metastock (please your part)
4. Autoexecution by HYPERORDER (our part)
WHO HAS EXPERIENCE CONNECTING HYPERORDER ON METASTOCK
Could you please explicitely type the
Buy/Sell/Short/Cover/TrailStop code how
it has to be implemented in Metastock including
signal plotting:
Buy (green arrow up, positioned under according bar)
Short (red arrow up, positioned above according bar)
TrailStop a Long position (white star or other symbol above bar)
TrailStop a Short position White star or other symbol under bar)
The general rule fulfilled MUST be, that system
is only allowed to open O N E position at a time. !!!!
Thanks Richard.
Kind regards
Robert
--- In equismetastock@xxxxxxxxxxxxxxx, "Richard Tochowicz"
<r.tocho@xxxx> wrote:
> Hi Livetraderman,
>
> There may be a better way to code it, but this seems to work. I
simplified the code to speed it up.
>
> Create 3 indicators first:
>
> fx livetraderman 8
> fx livetraderman 21 (change d1 to 21)
> fx livetraderman stop
>
>
> ----------- indicator "fx livetraderman 8" ---------------
> d1:=8; s1:=.84; s2:=.7056; s3:=.5927;
> e1:=Mov(C,d1,E); e2:=Mov(e1,d1,E);
> e3:=Mov(e2,d1,E); e4:=Mov(e3,d1,E);
> e5:=Mov(e4,d1,E); e6:=Mov(e5,d1,E);
> c1:=-s3; c2:=3*(s2+s3); c3:=-6*s2-3*s1-3*s3;
> c4:=1+3*s1+s3+3*s2;
> Ti3:=c1*e6+c2*e5+c3*e4+c4*e3; Ti3
> -----------------------------------------------------------
>
> ---------- "fx livetraderman stop" ---------
> Pp:=1.0015; Pm:=.9985;
> If(C = PREV, PREV,
> If(Ref(C,-1)<PREV AND C<PREV, Min(PREV,C*Pp),
> If(Ref(C,-1)>PREV AND C>PREV, Max(PREV,C*Pm),
> If(C>PREV, C*Pm, C*Pp))));
> ----------------------------------
>
>
> Check if the indicators do what intended, then create a new system
with BUY & BUY TO COVER as below, and reverse ">" & "<" for SELL &
SELL SHORT. I didn't incorporate your stop, see comment below.
>
> ----------- system tester BUY ------------
> ff:=fml("fx livetraderman 8"); fs:=fml("fx livetraderman 21");
> ff>fs and ref(ff,-1)<=ref(fs,-1)
> ------------------------------------------
>
> Need to watch the type of orders, as you may not be allowed to mix
the market and stop types (can anyone comment on that?). Hope this
helps.
>
> I got frustrated with the limitations and errors in MS system
tester and do most of my testing in VisualBasic.
>
> I'm interested in your approach to autoexecution as I'm looking for
the same. Didn't realise that FXCM take orders from MS.
>
> Richard
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