Programming a Strategy on Tradestation - PHP C# tradestation
I would like to program a strategy with the following parameters Compare the previous day close to the open and based on the difference in the @YM.D or @ES.D or @TF.D or @NQ.D Then I should be able to look at that variable (gap) based on a percentage of the previous day close or an absolute number. Based on that absolute number or percentage I should be able to generate buy or sell signals. I want to test the strategy for the magnitude of the gap as a percentage and /or an absolute number and determine if it is profitable to buy or sell a position and then close it to fill a percentage of the gap or even go the other way if the gap is above or below a certain number or percentage. For example, If @YM.D closed at 12200 yesterday and today it opens at 9.30 at 12250 there is a 50 point gap. Now based on that gap, I have to determine whether I sell a contract or buy a contract depending on the magnitude of the gap So if I multiply the gap by x, I should be able to vary x as an input and I should be able to tell the program that if x is above a certain amount then I would like to buy and if x is below a certain amount I want to sell and vice versa. Also, I would like to ascertain, once I buy or sell say y contracts, I can get rid of 1 contract at a time at various levels based on targets and stops that I set. I should be able to do the above at any time I like after the market opens so the time is also a variable. The futures market for YM and ES opens at 9.30 and closes at 4.15 pm. I would like work spaces designed so that the times can be set easily and all the above parameters controlled easily so I can test various inputs. Desired Skills: PHP C# tradestation Keywords: Other IT & Programming, C#, PHP, tradestation
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