CodeForTraders
...writing great code so you don't have to
If you'd like to start your strategy development in a good place, with a many of the preliminary hurdles cleared and some very useful (but time-consuming to create) functionality already built in, then Strategy Skeleton Lite (SSL) may be just the code to get you going.
A pre-written strategy ( full source code), commented with instructions on how to customize it to reflect the trading idea of your choosing.
The Skeleton works with stocks, futures, and FX, on both daily and intraday charts, with MultiCharts 8.0 and later.
What You Get
When you begin your coding with this skeleton, here's what you get already built-in:
SSL Version 9.0 Features:
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Ability to backtest or to autotrade live into the future without initial position mismatch errors |
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Ability to backtest and trade long only, short only, or both |
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A place for switchable internal exits, including the provided 'MaxDaysToProfit' exit |
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BarNumber 1 marked on the chart |
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A methodology for enabling/disabling debugging output to the MultiCharts log |
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A methodology for date/time/name stamping output to the MultiCharts log |
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A visually comprehensible log of signals and trades for both intraday and daily/weekly/monthly charts |
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Comprehensive report output, including performance data and strategy input settings for each symbol upon which you run the strategy. |
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Daily profit target and daily stop loss exits for intraday trading. |
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Time of Day, Day of Week, Day of Month trade filters |
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ShaveTicks parameter for limit trades |
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Test Serial Number generation in report output |
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Tester ID parameter (for cooperative testing efforts) |
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Pre-wired for (optional) Money Management function |
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Section separators for input list |
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Time-of-day exit (separate from trade time filters) |
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LotSize input for easy override of the default stock/futures lot sizes |
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MaxDaysToHold exit |
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MaxBarsToHold exit |
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Reporting Output Fields: CumPftMult, MktPctPftAvg, MktPctPftSD |
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-999999999 flag output for invalid calculations (e.g. where denominator is 0) |
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Alternate "timer" versions of the SSL, pre-wired for performance timing analysis using Bamboo's PerfTimer DLL |
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Trade numbers can be stamped on a chart, matching with the MC performance report trade numbers |
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Number of intraday entries may be limited using 'MaxIDEntries' input |
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A new section of code is provided to implement on-chart text display of chosen strategy parameters |
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Code for 'this bar at close' (TBAC) and "presumed flat at close" processing |
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'LimitMktStop' input allows selection of 3 different order types |
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Includes two complete example strategies, allowing you to compare them to see how the core SSL adapts easily to different ideas. |
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New, illustrated documentation, explaining the inputs and usage of the SSL |
Included in this package are 8 demonstration workspaces (stocks and futures) to which the SSL has been applied, and the 'Strat Equity Color' indicator which provides visual feedback in the workspace on how your strategy performed on the current symbol. Strategy Skeleton Lite is also designed for and ready to interact with the Macro Express symbol list driver macro .
The 8 demonstration workspaces cover timer-enabled (or not), stocks or futures, and MA-based or Pct-based adaptations of the SSL strategy code so that you can compare them and see how easy it is to alter the SSL to express different trading ideas.
And, of course, you get Customer Support as needed for initial installation.
What It Looks Like
Here's a picture of a moving-average-based SSL workspace, applied to a stock:
And here to a futures contract::
Here's a picture of a Pct_Entry-based SSL workspace applied to a stock:
Here's a .csv file containing an example report as would be generated by this skeleton:
SSL_Lt09.MA.t_1040629_1050401_daily.csv
For just $250 you can save yourself untold hours of development, frustration, discovery, and refinement.
If you prefer, take the feature list above, sit down with the PowerLanguage Reference Guide, and get to work. You'll learn a great deal. But if you'd rather be testing and trading than coding ...
Hit the 'Add to Cart' button and you can be confident you'll have saved your money's worth in time many times over.
This package will be emailed to you after your PayPal payment is processed. Please be aware of the caveats before you order.