Friday, November 17, 2017

How to describe your auto trading strategy project effectively.

Please use the following format to submit your project request.


First, list all the inputs you need for the strategy.

The following inputs are commonly used by many traders, you may consider to use some of them directly. Please note that the more options you select the more it will cost.


  • Order Quantity for long/short, it can be two Quantity inputs, one for long and one for short.
  • enter order type for long/short, it can be any one of : market, stop, limit, or stoplimit.
  • exit order type for long/short, it can be any one of market, stop, limit, or stoplimit.
  • Profit target, it can be any one of : in cash amount, in ticks, or in percentage.
  • Stop loss, it can be any one of : in cash amount, in ticks, or in percentage.
  • MaxProfit for current trading session, it can be any one of:  cash amount, ticks, or  percentage. The strategy will exit all open order and stop trading if MaxProfit is reached.
  • MaxLose for current trading session, it can be any one of:  cash amount, ticks, or  percentageThe strategy will exit all open order and stop trading if MaxLose is reached.
  • Number of total win/loss to stop the strategy for current session.
  • Session Start/End time, The strategy will only trade from the Start time to End time. 
  • Switch of long/short order, enable to trade only long or only short. 
  • email alert for order filled. 
  •  
  • Please also list all the indicators your strategy need to use, and the
    inputs of those indicators you want to access from the strategy.



Second, please list your trading rules.


Please consider the following as an example.
  1. Enter long when current Close price is below EMA(length) and ADX(period) cross above ADX lower level. 
  2. Exit long when ADX(period) cross above ADX upper level.
  3. Enter short when current Close price is above EMA(length) and ADX(period) cross below ADX upper level.
  4. Exit short when ADX(period) cross below ADX upper level.


I know that your strategy could be more complex than the example above, but the two most important parts for any indicator are the input and trading rule, as long as you submit those two parts by the same structure above, it will help me to understand your request completely.










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