Algo Trading @MasterTrust

[arun_1976]

i am trading in NSE and nifty only on a 15 min time frame

Hi Arun,
earlier i also user ST. can u tell in which segment u r trading like NSE, MCX...
and whats the timeframe...?

 

[arun_1976]

i have a new afl where i want the triggers to happen based on cash prices but trades taking place in the future market segment. for eg. Looking at the reliance cash market chart i want to trade the reliance futures.

is this possible , if yes how can i do it.

 

[Mastertrust]

@arun1976, its possible through AFL coding, will answer you in detail soon.

 

[Mastertrust]

Introducing MasterTrader v8.0:

Following are features just to mention few.

• Has Over 200 indicators Has various conditions and signals that can be used on indicators to build complex queries
• Back-Testing a System / Strategy is possible on the historical data available
• No need to write complex strategy and know scripting language. Simple UX/UI to add complex studies by clicking and adding multiple indicators based rules to create a strategy. Fine Tuning of Indicator’s Parameters to find the best combination driving maximum profit.
• Advanced Trend Lines and Tools are available Scanning of desired scrips according to the query built takes place on the local data.
• Can build a Portfolio
• Option watches with Implied Volatility, price and Greek values
• Readymade Buy-sell Signals with strategies
• Trade multiple security with multiple strategies for Multiplet clients at a time.
• Bulk order
• Bracket order
• Very similar to Falcon/Spider/ other UI based software

Special Market Add-ons
1. Event Tracker
2. Tick Watch
3. OI watch
4. Market Summary
5. Spread Watch

For inquiry/demo, please contact here.

Happy Trading!
AlgoTrading@Mastertrust
Click for Demo of MasterTrader v3.0

 

[Mastertrust]

i have a new afl where i want the triggers to happen based on cash prices but trades taking place in the future market segment. for eg. Looking at the reliance cash market chart i want to trade the reliance futures.

Is this possible , if yes how can i do it.

It's possible using AFL coding. The trick is to use Reliance Cash data (RELIANCEEQ) to generate signals for Reliance Futures (RELIANCE15DECFUT).

Step1: Put the signal generation part of AFL on Reliance futures chart (any low level graphics may be required to handle separately)

Step2: At the beginning of signal generation logic, Override default OHLC arrays using Open= Foreign("RELIANCEEQ", "Open"); Close= Foreign("RELIANCEEQ", "Close"); and so on...

Step3: At the end of signal generation logic, restore price arrays using RestorePriceArrays();

Step4: Your strategy is ready to analyze data from cash and generate signals on future

Happy Trading!
AlgoTrading@Mastertrust
Click for Inquiry
Click for Demo of MasterTrader v3.0[/QUOTE]

 

[Mastertrust]

Weekly Tip #3 Continued from Smart Execution and Using Multiple Time-frame for Position Sizing

Scale-in and Exit with Net Position Check

Many strategies requires 'accumulating' a share rather than buying and selling in one-go. The entry may be multiple; however, a net position check is also required to Exit ALL outstanding shares (including partial fills).

An example of such strategy using support and resistance levels is:
1. Buy 100 shares at R1 using S1 as stoploss
2. Add 100 shares at R2 using R1 as new stop for overall position
3. Add 100 sgares at R3 using R2 as new stop for overall position
4. If none of the SL is hit, exit trade at end-of-day

The following execution intricacies are involved to automate the above:
1. One should have proper AFL which generates buy signals at each R1, R2, R3 and appropriate sell generation
2. Using 'Regular' mode with 4way execution, MTv3 executes the Buy trades as it is. Buy trades will be placed corresponding to the buy signals from Amibroker.
3. MTv3 automatically applies a net position check at exit. So if 250 shares were bought instead of 300 because of partial fill, the sell signal will automatically send sell order of 250 shares only.
4. Similarly if only 200 shares are bought because stock does not touch R3, it will sell 200 shares only at exit signal.

Happy Trading!
AlgoTrading@Mastertrust
Click for Inquiry
Click for Demo of MasterTrader v3.0

 

[iggi]

Dear Traderji Members,

Wish you a happy Spring season!

We, MasterTrust, are a 30+ year old group with presence in 650+ branches PAN India. You can visit http://mastertrust.co.in/ for complete details.

Now coming straight to the exciting part! We have pioneered a range of algo trading products for everyone- whether a beginner with backtested strategy or sophisticated trader seeking statistical risk management requirements.

1. The most basic facility for Algo Trading is Bracket Order, where you can set Trade Entry with StopLoss (trailing) and Target through a single window.
2. Our flagship product MasterTrader v3.0 smoothly integrates with Amibroker to provide you following: NSE Cash Data + NSE FO Data + NSE Currency Data + MCX Data +Strategy Automation + Strategy Customization + Smart Execution +Multi-Client, Multi-Strategy Dashboard. For any amibroker AFL queries you can ask in this thread and our expert will respond
3. Advanced traders can have automation through Excel/Matlab or any other custom solution

For more information please visit http://mastertrust.co.in/MasterTrader/Index.aspx?source=tj and fill the inquiry form for a personalized technical consultancy.

Happy Trading!
AlgoTrading@Mastertrust
http://mastertrust.co.in/MasterTrader/Index.aspx?source=tj

Hi
Is this your own platform or are you providing Symphony Presto for algo traders?

 

[arun_1976]

thanks for the post

i have a query seek you help.

i have an afl generating signals on multiple methods for eg. macd, ma, stoch and so on

i want MasterTrader3 to buy when there is a ma buy and later on add a position on stoch signal and then add another position on macd buy.

the exit (sell) should happen on the same way. if ma sell comes sell 1 position and then if a stoch sell signal comes sell another position. and finally sell the 3rd position when macd sell comes.

can u help in this situation

regds
arun

Weekly Tip #3 Continued from Smart Execution and Using Multiple Time-frame for Position Sizing

Scale-in and Exit with Net Position Check

Many strategies requires 'accumulating' a share rather than buying and selling in one-go. The entry may be multiple; however, a net position check is also required to Exit ALL outstanding shares (including partial fills).

An example of such strategy using support and resistance levels is:
1. Buy 100 shares at R1 using S1 as stoploss
2. Add 100 shares at R2 using R1 as new stop for overall position
3. Add 100 sgares at R3 using R2 as new stop for overall position
4. If none of the SL is hit, exit trade at end-of-day

The following execution intricacies are involved to automate the above:
1. One should have proper AFL which generates buy signals at each R1, R2, R3 and appropriate sell generation
2. Using 'Regular' mode with 4way execution, MTv3 executes the Buy trades as it is. Buy trades will be placed corresponding to the buy signals from Amibroker.
3. MTv3 automatically applies a net position check at exit. So if 250 shares were bought instead of 300 because of partial fill, the sell signal will automatically send sell order of 250 shares only.
4. Similarly if only 200 shares are bought because stock does not touch R3, it will sell 200 shares only at exit signal.

Happy Trading!
AlgoTrading@Mastertrust
Click for Inquiry
Click for Demo of MasterTrader v3.0

 

[puneetsinghania1980]

Hi
Is this your own platform or are you providing Symphony Presto for algo traders?

This is our own platform although we do provide symphony presto as well.

 

[Mastertrust]

@Arun, the standard version has implemented scale-in but not scale-out. This is because; the net position check at trade exit, will exit all outstanding net position at trade exit. Net position check is the requirement of 99% of the feedback we receive, hence this implementation.

For scale-out please contact us, it can be implemented as well.