Likely Multi-charts and IB. So i need to get the operational versions all re-coded in EL.
I've had so many ideas to code over the years but couldn't find a decent coder that was reasonably priced, friendly and fast....until this year. Its been a great year for system development and because i have a quiet office, i get allot of work done.
Yeh some people definitely have a knack for coding - speed/precision/originality. The best of the best seem to write in 2 lines what others take 50 lines to do. Trash used to be like that with AB.
When you go live with the automation, can you post a video? Would like to see how it works.
Likely Multi-charts and IB. So i need to get the operational versions all re-coded in EL.
I recall having some kind of issue with multicharts auto trading and IB. I think something like if there was a momentary disconnection from IB servers, multicharts would turn off auto trading and wouldn't automatically restart. If it dropped connection while in a trade, you had to close manually through IB.
This was a very long time ago and may have been fixed now. But it might be worth pulling the plug on your internet during the test phase so you know what to expect when money is on the line. Not so much a problem if you don't intend to leave the PC.
Edit:
Actually I just remembered it was slightly worse than that. Multicharts appeared to be working fine, auto trade was on and connected to IB. But after the interruption it no longer generated orders. So the system was actually off, but looked like it was on.
Here's a trend following system thats tests well on Soy Beans. The win rate is only 38%, a bit low. Any suggestions on a filter?
I have one. Count the number of soy milk cartons on sale in your local Supermarket!
You could do worse.
are you using an index filter of some type, ie, C > 100 day MA. Could go long/short depending on the trend
I need a volatility filter that works as a % of Price. Anyone got any ideas how to plot the ATR as a percentage of price in Amibroker?
Not sure exactly what you mean but at a glance...
n = 10;
TR = ATR(n);
perc_ATR = TR / C;
Plot(perc_ATR, "Percent ATR", colorBrightGreen, styleLine);
Thats it, perfect. Why doesn't anyone else use this? It seems logical for instruments that have more price volatility over time than other...
Thanks Rowan!
No worries CanOz.
I like the concept of volatility for building strategies, specifically volatility compression and expansion. To me it makes a lot of sense especially for futures which have a tendency to breakout from areas of volatility compression.
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