Algo Trading @MasterTrust

[arun_1976]

thanks will write to the ats helpdesk

@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.

 

[Mastertrust]

@amitagg, not able to reach you over phone. Please call us on 0120-3083333 or fill the inquiry form to contact you back.

 

[Mastertrust]

Weekly Tip #4 Continued from Scale-in and Exit with Net Position Check, Smart Execution and Using Multiple Time-frame for Position Sizing

Using Renko Charts with MasterTrader v3.0

Renko charts focus solely on a price change and are independent of the time axis. These are based on bricks with a fixed value (minimum price change). They help in filtering out smaller price movements, typically called 'noise'. An AFL which uses Renko charts to generate buy/sell signals in real-time can be used to trade via MasterTrader v3.0.

The essential pre-requisite here is an AFL strategy which properly defines Buy/Sell and generates signals on live data without repainting.

Even though Renko charts are time-independent, you can use a chart time frame without distorting the signals. For automated trading, simply use the same time-frame in MasterTrader v3.0 which you are also using in Amibroker chart.

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

 

[psubasri]

Hi MasterTrust,

I am also trying to algo trade with amibroker and i can able to write afl (own strategy with buy/Short/Trail Stop/Target based Exit methods)...my need is
1) If i take 3 lots based on my Buy can i exit 1 lot at Target1 and 2nd lot at Traget2 (Scale-out method) and 3 rd lot run until Trail exit.

 

[Mastertrust]

@psubasir, following are required from strategy afl:
1. AFL should be programmed properly for proper generation of Buy and multiple Sell signals
2. Sell variable in AFL should be camouflaged as Short to bypass MTv3 net position check at trade exit.
3. Use ATS4way afl for integration with MTv3

For coding AFL strategy from scratch, you can take our professional help. Please also note that this implementation is possible without AFL coding through Master-presto. Contact us for more details.

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

 

[Mastertrust]

Dear Traderji Members,

You have now multiple options for automated trading with Amibroker. Other than MasterTrader v3.0, you can also trade via Master-Presto. Each has its own strengths and features. So contact us now for technical consultation to find out which is more suitable for your trading style.

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

 

[mastermind007]

@psubasir, following are required from strategy afl:
1. AFL should be programmed properly for proper generation of Buy and multiple Sell signals
2. Sell variable in AFL should be camouflaged as Short to bypass MTv3 net position check at trade exit.
3. Use ATS4way afl for integration with MTv3

For coding AFL strategy from scratch, you can take our professional help. Please also note that this implementation is possible without AFL coding through Master-presto. Contact us for more details.

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

Mastertrust

Kindly shed more light on MTv3 net position check at trade exit?

I currently have a single entry/exit strategy that is running in Mastertrust where we are planning to add following scale in/scale out logic

ENTRY LOGIC
Time 1 : Buy 1st Unit Qty of the Scrip
Time 2 : Buy 2nd Unit Qty of the Scrip

EXIT LOGIC
Time 3 : Sell 1/2 of the Qty held of the Scrip
Time 4 : Sell Remainder of Qty of the Scrip


In other words, entry is scaling in and exit is scaling out.

Coding for the scaling in and scaling out is fully completed and as of now, I have created my own four custom arrays and then modified the ATS_4_Way file to add conditions to perform the entry/exit on additional flags.

If you want Amibroker to be able to back test the scale in/scale out exit, you need to use sigScaleIn and sigScaleOut flags correctly.

 

[psubasri]

@psubasir, following are required from strategy afl:
1. AFL should be programmed properly for proper generation of Buy and multiple Sell signals
2. Sell variable in AFL should be camouflaged as Short to bypass MTv3 net position check at trade exit.
3. Use ATS4way afl for integration with MTv3

For coding AFL strategy from scratch, you can take our professional help. Please also note that this implementation is possible without AFL coding through Master-presto. Contact us for more details.

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

can you have any demo video for master presto like MTv3 ??

 

[Mastertrust]

@mastermind,

the signscalein/sigscaleout constants are used by backtester only; while the MTv3 will require Buy/Short variables for appropriate live action.

One of the good approach in afl programming to implement this is:
- Run a loop on all bars
- Assign true values to Buy/Short on bars where you want to trigger buy/sell orders (buy/short should be false everywhere else)
- Keep a track of quantity by using counters in this loop
- use ATS4way for integratrion

Hope these guidelines clarify. You are welcome for any specific query.

 

[Mastertrust]

@psubasri, to watch master-presto demo, click here