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High.demand.trader

How to Write My Strategy Using (C++ or C#)

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Hey everyone,

 

I've written a very basic strategy using IG Market's backtester builder. I'm trying to write something more sophisticated, but don't fully understand the language yet. So, if I give you a summary of my strategy would it be possible to give me the inputs? Once I know the basic coding I can then tweak the system

 

Statements I would like to include:

 

- If price is below moving average 50 then buy 2 lots in 4 bars time (if this bar's close is greater than the bar 4 time frames ago).

 

- If price is below moving average 50 then buy 2 lots when the price drops by 35 pips.

 

 

 

Thanks to anyone who can help, much appreciated.

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It would probably help to clarify exactly what platform you are writing for.

 

Tradestation uses Easly Language. There are a variety that use C derivatives (Ninja for example).

 

If it's tradestation there is a good chance you will get help if you can lay things out clearly or show what you have already.

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I'm trying to write something in Easy Language (I think) on the IG Markets advanced chart facility. It has stuff like: IF CLOSE[0] < CLOSE[2] THEN BUY 10%CAPITAL AT MARKET ENDIF

 

I think that's easy language right? I'm writing it myself and also using predetermined values.

 

Thanks

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That is not Easylanguage. It is the IG MArkets version. Similar but different. The question is: What platform will you be using to executes the trades or at least, perform backtesting. If it is IG Markets, then you need to follow their format which is different than TradeStation's Easylanguage.

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I'm not familiar with IG's platform chances are they have gone for some sort of easy language compatibility. Easy Language was produced by Omega Research and is fairly widely used. Chances are that IG have implement a fairly small subset. I should post what you have and what you are trying to do and see what you get.

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Whilst I am pretty competent at EL the strategy stuff (buying and selling) I have not really used.

 

There are thousands of bits of code scattered round the inter web that you will probably be able to learn from. Tams also kindly posted some resources somewhere on Traders Lab.

 

something like

 

Var: StartingPrice(0);

 

if date > date [1] then StartingPrice = close;

if c <= StartingPrice-35 then ........buy stuff...

 

If the syntax of IG is different you might have to mess with stuff.

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