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Developing an Automated Trading System?

PostPosted: Sun Aug 29, 2010 10:11 am
by Cameron
Congratulations on this Forum. Reading through many of the posts it appears the software is developing a loyal following.

I am interested in implementing and automating my trading systems in TradeStation / MarketScope using Lua and, if needs be, C or C++. If I can do this then I would look to bring my forex business over to FXCM.

Reading through the SDK and Lua documentation I notice a number of functions that relate to orders. I also notice in the Forum a couple of posts enquiring about automated trading and when this functionality will be available?

If I have understood the software documentation correctly, automated trading should already be possible? Or am I missing something? If it is possible would someone in the Forum already have used these functions and possiby written an automated trading system? I am interested in having a look at a basic example implementation; to understand the programming structure. The trading rules (when to buy and sell etc.) are not important. If possible I'd like some help on how to use the order functions and public method host:execute("getTradingProperty", ...)?

Thanks

Re: Developing an Automated Trading System?

PostPosted: Sun Aug 29, 2010 10:04 pm
by Nikolay.Gekht
Yes, it is finally possible. The Trading Station version with the auto trading support is on the production since the last Friday.

Right now you can refer to the demo moving average advisor. This is the only example of the strategy at the moment. The source of the strategy is located in the "C:\Program Files\CandleWorks\FXTS2\Strategies\Standard\" folder (if TS is installed into the default folder). The file name is ma_advisor.lua. I also plan to prepare a set of articles on how to create the strategy step-by-step the next week.

However, you can start with understanding the indicators. The strategies are closely related with indicators, so, anyway, you have to have some knowledge about them. With the indicators you can start from three step-by-step articles:
Guppy's Multiple Moving Average
Piercing Line pattern detection
Yesterday's Close Value

Re: Developing an Automated Trading System?

PostPosted: Sun Aug 29, 2010 11:22 pm
by Cameron
Thanks Nikolay for your prompt and professional service.
sincerely
Cameron

Re: Developing an Automated Trading System?

PostPosted: Thu Sep 02, 2010 9:04 pm
by Nikolay.Gekht
The first article is published here:
viewtopic.php?f=28&t=2030

Developing an Automated Trading System

PostPosted: Sun Jul 14, 2013 1:32 pm
by Artemamr
The reason to change the development environment is that I have to work on a project which is already developed in Qt. That is the only thing which is making me switch to Qt. If there is something I could use to port all that qt code to symbian c, i would certainly not like to switch.

Is that possible? If that is then i do not have to switch to qt.

thanks

Re: Developing an Automated Trading System?

PostPosted: Mon Jul 15, 2013 3:59 am
by Valeria
Hi Artemamr,

Unfortunately, symbian C officially is not supported.