NexusFi: Find Your Edge


Home Menu

 





Simulated Playback Trading


Discussion in EasyLanguage Programming

Updated
    1. trending_up 3,808 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Simulated Playback Trading

(login for full post details)
  #1 (permalink)
mbd888
London + UK
 
Posts: 1 since Aug 2020
Thanks Given: 0
Thanks Received: 0

Hi all,

I'm trying to get this script below to work in MC.net.

Issue I have is when I compile it, it appears to compile fine (no errors), but the strategy doesnt "complete" - ie. I am left with a red esclamation mark.

Any ideas? I've altered names, new strategy, indicator you name it. Same issue!

Unfortunatly the guys over at MC.net forum seem to be long gone!

Cheers
Ben


using System;

using System.Collections.Generic;

using System.Drawing;

using System.Windows.Forms;



namespace PowerLanguage.Strategy

{

[IOGMode(IOGMode.Enabled)]

public class _ChartToolBar_PlaybackTrading_ : SignalObject

{

public _ChartToolBar_PlaybackTrading_(object _ctx) : base(_ctx)

{

}



private ToolStripButton _infoPanel;

private ToolStripLabel _pnlLabel;

private volatile int _trackedMarketPosition;

private bool _isToolbarInitiated;



private IOrderMarket _marketLE;

private IOrderMarket _marketLX;

private IOrderMarket _marketSE;

private IOrderMarket _marketSX;



protected override void Create()

{

_marketLE = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "LE", EOrderAction.Buy));

_marketLX = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "LX", EOrderAction.Sell, OrderExit.Total));



_marketSE = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "SE", EOrderAction.SellShort));

_marketSX = OrderCreator.MarketThisBar(new SOrderParameters(Contracts.UserSpecified, "SX", EOrderAction.BuyToCover, OrderExit.Total));

}



protected override void StartCalc()

{

RunOnce(ref _isToolbarInitiated, () =>

{

CreateToolStrip();

MessageBox.Show("Playback Trading is enabled. You can now simulate manual trading in Data Playback mode.",

this.Name, MessageBoxButtons.OK, MessageBoxIcon.Information);

});

}



protected override void CalcBar()

{

if (Bars.CurrentBarAbsolute() > ExecInfo.MaxBarsBack &&

Bars.Status == EBarState.Close)

{

SetMarketPosition(_trackedMarketPosition);

}

UpdatePanelInfo();

}



private void CreateToolStrip()

{

ChartToolBar.AccessToolBar(tb =>

{

var lotNumControl = new NumericUpDown

{

Minimum = 1,

Maximum = 100

};

AddItemToToolStrip(tb, new ToolStripControlHost(lotNumControl));



var tsiBuy = new ToolStripButton

{

Text = "Buy Market",

BackColor = Color.DeepSkyBlue,

ToolTipText = "Click to send Buy Market or reduce Short position"

};

tsiBuy.Click += (obj, args) => _trackedMarketPosition += (int)lotNumControl.Value;

AddItemToToolStrip(tb, tsiBuy);



_infoPanel = new ToolStripButton

{

ToolTipText = "Click to Close Position"

};

_infoPanel.Click += (obj, args) => _trackedMarketPosition = 0;

AddItemToToolStrip(tb, _infoPanel);



var tsiSell = new ToolStripButton

{

Text = "Sell Market",

BackColor = Color.LightCoral,

ToolTipText = "Click to send Sell Market or reduce Long position"

};

tsiSell.Click += (obj, args) => _trackedMarketPosition -= (int)lotNumControl.Value;

AddItemToToolStrip(tb, tsiSell);



AddItemToToolStrip(tb, new ToolStripSeparator());



var tsiPnlLabel = new ToolStripLabel

{

Text = "Profit/Loss:",

};

AddItemToToolStrip(tb, tsiPnlLabel);

AddItemToToolStrip(tb, _pnlLabel = new ToolStripLabel());



AddItemToToolStrip(tb, new ToolStripSeparator());



UpdatePanelInfo();

});

}



private void UpdatePanelInfo()

{

var mp = 0; // market position

var opl = 0.0; // open profit and loss

var tpl = 0.0; // total profit and loss

if (_isToolbarInitiated)

{

mp = CurrentPosition.Value;

opl = CurrentPosition.OpenProfit;

tpl = NetProfit + opl;

}



ChartToolBar.AccessToolBarAsync(tb =>

{

_infoPanel.Enabled = (0 != mp);

_infoPanel.Text = GetOpenPnlString(mp, opl);

_infoPanel.BackColor = GetBgColor(opl);



_pnlLabel.Text = tpl.ToString("C");

_pnlLabel.ForeColor = GetColor(tpl);

});

}



private void SetMarketPosition(int targetPosition)

{

IOrderMarket entryOrder;

IOrderMarket exitOrder;

int adjust;

var pos = CurrentPosition.Value;

var count = Math.Abs(targetPosition);

var isLong = targetPosition > 0;

string dirstr;

if (isLong)

{

entryOrder = _marketLE;

exitOrder = _marketLX;

adjust = count - pos;

dirstr = "Long";

}

else

{

entryOrder = _marketSE;

exitOrder = _marketSX;

adjust = count + pos;

dirstr = "Short";

}



if (adjust == 0)

{

//Output.WriteLine("{0}\t Pos: {1}\t Target: {2}\t HOLD", Bars.TimeValue, pos, targetPosition);

}

else if (adjust > 0)

{

if ((isLong && pos < 0) || (!isLong && pos > 0)) adjust = count;

Output.WriteLine("{0}\t Pos: {1}\t Target: {2}\t {3} Entry: {4}", Bars.TimeValue, pos, targetPosition, dirstr, adjust);

dirstr = dirstr[0] + "E" + adjust;

entryOrder.Send(dirstr, adjust);

}

else // adjust < 0

{

adjust = -adjust;

Output.WriteLine("{0}\t Pos: {1}\t Target: {2}\t {3} Exit: {4}", Bars.TimeValue, pos, targetPosition, dirstr, adjust);

dirstr = dirstr[0] + "X" + adjust;

exitOrder.Send(dirstr, adjust);

}

}



protected override void Destroy()

{

if (_isToolbarInitiated)

{

ChartToolBar.AccessToolBar(tb =>

{

var itemsToErase = new List<ToolStripItem>();



foreach (ToolStripItem item in tb.Items)

if (ReferenceEquals(this, item.Tag))

itemsToErase.Add(item);



foreach (var item in itemsToErase)

tb.Items.Remove(item);

});

}

}



#region Helpers

private void RunOnce(ref bool flag, Action action)

{

if (!flag)

{

action();

flag = true;

};

}



private void AddItemToToolStrip(ToolStrip tb, ToolStripItem item)

{

item.Tag = this;

tb.Items.Add(item);

}



private static string GetOpenPnlString(int mp, double opl)

{

var str = (mp > 0) ? mp + " Long"

: (mp < 0) ? -mp + " Short"

: "Flat";



return String.Format("{0} {1}", str, opl.ToString("C"));

}



private static Color GetBgColor(double opl)

{

return opl > 0 ? Color.LawnGreen

: opl < 0 ? Color.OrangeRed

: Color.FromKnownColor(KnownColor.Control);

}



private static Color GetColor(double opl)

{

return opl > 0 ? Color.Green

: opl < 0 ? Color.Red

: Color.FromKnownColor(KnownColor.Control);

}

#endregion



}



}

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Futures Close-Out Policy
Commodities
Request for MACD with option to use different MAs for fa …
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
ZombieSqueeze
Platforms and Indicators
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
33 thanks
Daytrading ES & NQ
32 thanks
Spoo-nalysis ES e-mini futures S&P 500
28 thanks
Battlestations: Show us your trading desks!
24 thanks
Retail Trading As An Industry
23 thanks

(login for full post details)
  #2 (permalink)
lizmerrill
san francisco, calif
 
Posts: 12 since Sep 2009
Thanks Given: 0
Thanks Received: 2

could you please post the easylanguage eld for this

Reply With Quote





Last Updated on January 23, 2021


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts