CodeForTraders

...writing great code so you don't have to

Skeleton Strategy Lite

Package: Strategy Skeleton Lite

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  may be just the code to get you going.

What It Is

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 both stocks and futures, on both daily and intraday charts, with TradeStation® 8 (and later).

What You Get

When you begin your coding with this skeleton, here's what you get already built-in:

  • Ability to backtest or to autotrade live into the future without position mismatch errors
  • Ability to backtest and trade long only, short only, or both
  • A place for switchable internal exits, including the provided 'MaxDaysToProfit' exit
  • BarNumber 1 marked on the chart
  • A methodology for enabling/disabling debugging output to the TradeStation log
  • A methodology for date/time/name stamping output to the TradeStation log
  • A visually comprehensible log of signals and trades for both intraday and daily/weekly/monthly charts
  • Comprehensive report output, including performance data and strategy input settings for each symbol upon which you run the strategy.
  • Daily profit target and daily stop loss exits for intraday trading.

New in Version 07 (Oct. 2004)

  • Time of Day, Day of Week, Day of Month trade filters
  • ShaveTicks parameter for limit trades
  • Test Serial Number generation in report output
  • Tester ID parameter (for cooperative testing efforts)
  • Pre-wired for (optional) Money Management function
  • Section separators for input list
  • Time-of-day exit  (separate from trade time filters)

New in Version 08 (Jan. 2005)

  • LotSize input for easy override of the default stock/futures lotsizes
  • MaxDaysToHold exit
  • MaxBarsToHold exit
  • Reporting Output Fields:  CumPftMult, MktPctPftAvg, MktPctPftSD
  • -999999999 flag output for invalid calculations (e.g. where denominator is 0)

New in Version 09 (May 2005)

  • Alternate "timer" versions of the SSL, pre-wired for performance timing analysis using Bamboo's ELPerfTimer
  • Trade numbers can be stamped on a chart, matching with the TS performance report trade numbers
  • Number of intraday entries may be limited using new 'MaxIDEntries' input
  • A new section of code is provided to implement on-chart text display of chosen strategy parameters
  • New code added for 'this bar at close' (TBAC) and "presumed flat at close" processing
  • 'LimitMktStop' input allows selection of 3 different order types
  • Now includes two complete example strategies, allowing you to compare them to see how the core SSL adapts easily to different ideas.
  • New, illustrated documentation, explaining the inputs and usage of the SSL even more clearly than before

Also included in this package are workspaces (stocks and futures) to which the skeleton strategy 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 is also designed for and ready to interact with the Macro Express symbol list driver macro .

And, of course, you get  Customer Support as needed to get it all running.

What It Looks Like

Here's a picture of the workspace, applied to a stock:

img

And here to a futures contract::

img

Here's a .csv file containing an example report generated by this skeleton:  

 SSL_Lt09.MA.t_1040629_1050401_daily.csv

What It Costs

For just $250 you can save yourself untold hours of development, frustration, discovery, and refinement. 

Your choice:

Take the feature list above, sit down with the EasyLanguage Reference Guide, and get to work.  You'll learn a great deal.  But if you'd rather be trading ...   

Hit the 'Add to Cart' button and you can be confident you'll have saved your money's worth in time many times over.

Strategy Skeleton Lite -   $250  

How You Get It

This package will be emailed to you after your PayPal payment is processed.  Please be aware of the caveats before you order.