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Setup from Tradestion to Metastock for an indicator & exploration - Setup from Tradestion to Metastock for an indicator & exploration
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Andrabr9  
#1 Posted : Monday, March 12, 2012 2:45:49 AM(UTC)
Andrabr9

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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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wabbit  
#2 Posted : Monday, March 12, 2012 5:17:40 AM(UTC)
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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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henry1224  
#3 Posted : Monday, March 12, 2012 6:05:01 AM(UTC)
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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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wabbit  
#4 Posted : Monday, March 12, 2012 5:25:15 PM(UTC)
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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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Andrabr9  
#5 Posted : Tuesday, March 13, 2012 1:51:57 AM(UTC)
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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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Andrabr9  
#6 Posted : Tuesday, March 13, 2012 1:56:56 AM(UTC)
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You are correct.. FKBuy = FastK(8) <= 40; FKSell = FastK(8) >= 60;
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wabbit  
#7 Posted : Tuesday, March 13, 2012 2:10:47 AM(UTC)
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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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henry1224  
#8 Posted : Tuesday, March 13, 2012 6:30:08 AM(UTC)
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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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Andrabr9  
#9 Posted : Tuesday, March 13, 2012 12:09:24 PM(UTC)
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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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henry1224  
#10 Posted : Tuesday, March 13, 2012 12:26:05 PM(UTC)
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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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wabbit  
#11 Posted : Tuesday, March 13, 2012 4:33:01 PM(UTC)
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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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Andrabr9  
#12 Posted : Wednesday, March 14, 2012 2:04:41 AM(UTC)
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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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wabbit  
#13 Posted : Wednesday, March 14, 2012 2:36:48 AM(UTC)
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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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