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Setup from Tradestion to Metastock for an indicator & exploration
Rank: Member
Groups: Registered, Registered Users Joined: 3/10/2012(UTC) Posts: 11
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Was hoping someone could help me translate the tradestation code into Metastock code for an indicator and exploration for these two separate setups into an indicator and exploration...
Var: Trend(False),TrendUp(False),TrendDn(False),FKBuy(False),FKSell(False);
Trend = ADX(14) > 30;
TrendUp = DMIPlus(14) > DMIMinus(14);
TrendDn = DMIMinus(14) > DMIPlus(14);
FKBuy = FastK(8) <= 40;
FKSell = FastK(8) >= 60;
If Trend and TrendUp Then Begin
If FKBuy
Then Buy("5DayMMBuy") High + .0625 Stop;
ExitLong ("StopLossL") from entry ("5DayMMBuy") At$ Low[1] - .0625 Stop;
If High < MaxTradeHigh then ExitLong;
If Trend and TrendDn Then Begin
If FKSell
Then Sell("5DayMMShort") Low - .0625 Stop;
ExitShort ("StopLossS") from entry ("5DayMMShort") At$ High[1] - .0625 Stop;
If Low > MinTradeLow then ExitShort;
End;
end;
the next separate setup is
INPUT:ADXLEN(12),DMILEN(28),CUTOFF(30),
ENTRYADD(1 POINTS);
VAR:ADX12(0),DPLUS(0),DMINUS(0),HGAP(0),LGAP(0);
ADX12=ADX(ADXLEN);
DPLUS=DMIPLUS(DMILEN);
DMINUS=DMIMINUS(DMILEN);
HGAP=OPEN TOMORROW-H;
LGAP=OPEN TOMORROW-L;
IF ADX12>30 THEN BEGIN
IF LGAP<0 AND DPLUS>DMINUS THEN BUY("ADX Gap Down") L+ENTRYADD STOP;
IF HGAP>0 AND DPLUS<dminus THEN SELL("ADX Gap Up") H-ENTRYADD STOP;
END;
thanks
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Rank:: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Andrabr9 wrote:Was hoping someone could help me translate the tradestation code
There are plenty of people here willing to HELP you if you put in some effort first; I don't think there are many who will do this for you.
wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT
Was thanked: 2 time(s) in 2 post(s)
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your code
FKBuy = FastK(8) FKSell = FastK(8) >= 60;
It doesn't seem that FastK has a specified level for the FKBuy
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Rank:: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Henry,
The parsing used by the Community Server forum has borked the code at that specific point, but the code is still not complete regardless.
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 3/10/2012(UTC) Posts: 11
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Thank you.I will read the Metastock manual over the weekend. I glanced at it and was somewhat intimidated. Maybe it is not as difficult as I thought.
All the best
Andy
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Rank: Member
Groups: Registered, Registered Users Joined: 3/10/2012(UTC) Posts: 11
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You are correct..
FKBuy = FastK(8) <= 40;
FKSell = FastK(8) >= 60;
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Rank:: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Please use the proper code tags! Code:
Var: Trend(False),TrendUp(False),TrendDn(False),FKBuy(False),FKSell(False);
Trend = ADX(14) > 30;
TrendUp = DMIPlus(14) > DMIMinus(14);
TrendDn = DMIMinus(14) > DMIPlus(14);
FKBuy = FastK(8) <= 40;
FKSell = FastK(8) >= 60;
If Trend and TrendUp Then Begin
If FKBuy Then Buy("5DayMMBuy") High + .0625 Stop;
ExitLong ("StopLossL") from entry ("5DayMMBuy") At$ Low[1] - .0625 Stop;
If High < MaxTradeHigh then ExitLong;
If Trend and TrendDn Then Begin
If FKSell Then Sell("5DayMMShort") Low - .0625 Stop;
ExitShort ("StopLossS") from entry ("5DayMMShort") At$ High[1] - .0625 Stop;
If Low > MinTradeLow then ExitShort;
End;
End;
Code: INPUT:ADXLEN(12),DMILEN(28),CUTOFF(30), ENTRYADD(1 POINTS); VAR:ADX12(0),DPLUS(0),DMINUS(0),HGAP(0),LGAP(0); ADX12=ADX(ADXLEN); DPLUS=DMIPLUS(DMILEN); DMINUS=DMIMINUS(DMILEN); HGAP=OPEN TOMORROW-H; LGAP=OPEN TOMORROW-L; IF ADX12>30 THEN BEGIN IF LGAP<0 AND DPLUS>DMINUS THEN BUY("ADX Gap Down") L+ENTRYADD STOP; IF HGAP>0 AND DPLUS <-- there is supposed to be more code here?!
The second code snippet is still incomplete. wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT
Was thanked: 2 time(s) in 2 post(s)
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Code:
DirOsc:=PDI(14) - MDI(14);
Trend:=If(ADX(14)>30 AND DirOsc>0,1,If(ADX(14)>30 AND DirOsc<0,-1,0));
FK:=((C - LLV(L,8))/(HHV(H,8)-LLV(L,8)))*100;
FKBuy:=Trend=1 AND FK<=40;
FKSell:=Trend=-1 AND FK>=60;
Lstop:=Ref(L,-1)+.0625;
Sstop:=Ref(H,-1)-.0625;
i:=Cum(FKBuy>-1 AND FKSell>-1)=1;
xL:=BarsSince(i OR FKBuy)<=BarsSince(i OR FKSell)=0;
xS:=BarsSince(i OR FKBuy)>=BarsSince(i OR FKSell)=0;
Sys:=XL-XS;
If(Sys=-1 AND L>Lstop,1,If(Sys=1 AND H<Sstop,-1,0));
You may want to change the stoploss Ref(L,-1)-.0625 Ref(H,-1)+.0625 I find that this system is a little whippy and have not tested it for total profit loss
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Rank: Member
Groups: Registered, Registered Users Joined: 3/10/2012(UTC) Posts: 11
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Thank you. I am not sure why it did not paste completely...
INPUT:ADXLEN(12),DMILEN(28),CUTOFF(30),
ENTRYADD(1 POINTS);
VAR:ADX12(0),DPLUS(0),DMINUS(0),HGAP(0),LGAP(0);
ADX12=ADX(ADXLEN);
DPLUS=DMIPLUS(DMILEN);
DMINUS=DMIMINUS(DMILEN);
HGAP=OPEN TOMORROW-H;
LGAP=OPEN TOMORROW-L;
IF ADX12>30 THEN BEGIN
IF LGAP<0 AND DPLUS>DMINUS THEN BUY("ADX Gap Down") L+ENTRYADD STOP;
IF HGAP>0 AND DPLUS<dminus THEN SELL("ADX Gap Up") H-ENTRYADD STOP;
END;
I appreciate your help...thank you in advance
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 10/29/2004(UTC) Posts: 1,394 Location: Glastonbury, CT
Was thanked: 2 time(s) in 2 post(s)
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Code:
INPUT:ADXLEN(12),DMILEN(28),CUTOFF(30),
ENTRYADD(1 POINTS);
VAR:ADX12(0),DPLUS(0),DMINUS(0),HGAP(0),LGAP(0);
ADX12=ADX(ADXLEN);
DPLUS=DMIPLUS(DMILEN);
DMINUS=DMIMINUS(DMILEN);
HGAP=OPEN TOMORROW-H;
LGAP=OPEN TOMORROW-L;
IF ADX12>30 THEN BEGIN
IF LGAPDMINUS THEN BUY("ADX Gap Down") L+ENTRYADD STOP;
IF HGAP>0 AND DPLUSEND;
The above code is still tradestation code
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Rank:: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Andy,
Use the proper code tags to post your code. How many times do I need to mention this?
wabbit [:D]
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Rank: Member
Groups: Registered, Registered Users Joined: 3/10/2012(UTC) Posts: 11
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Thank you...I apologize, I am just learning again. I had Metastock in the early 1990s & however used another platform. I have a learning curve. I appreciate your help.
Thanks
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Rank:: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users Joined: 10/28/2004(UTC) Posts: 3,111 Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Code:
INPUT:ADXLEN(12),DMILEN(28),CUTOFF(30), ENTRYADD(1 POINTS);
VAR:ADX12(0),DPLUS(0),DMINUS(0),HGAP(0),LGAP(0);
ADX12=ADX(ADXLEN);
DPLUS=DMIPLUS(DMILEN);
DMINUS=DMIMINUS(DMILEN);
HGAP=OPEN TOMORROW-H;
LGAP=OPEN TOMORROW-L;
IF ADX12>30 THEN BEGIN
IF LGAP<0 AND DPLUS>DMINUS THEN BUY("ADX Gap Down") L+ENTRYADD STOP;
IF HGAP>0 AND DPLUS<DMINUS THEN SELL("ADX Gap Up") H-ENTRYADD STOP;
END;
wabbit [:D]
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