How to create a trading system
Updated on 2011-04-02 05:01:47
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Steps:
- In the main menu, select "Analysis" then "Simulator".
- In the top menu, click on "New" to create a new trading system.
For this system, we are going to specify a buy rule, a stop rule and a list of symbols.
- In the "Buy" panel, click on "Add rule".
- In the new form, you can update existing rules or add new ones.
- In the right panel, click on the first "Add Indicator" button. Type "perf" then select "Performance over a specified...". In the grid located on the right panel, you can update the function parameters. Click on "OK" to add this indicator.
- Click on the "Operator" control and select "lower than".
- In the second input field, type "-20", then click on "Update" to save the rule. Click on "Close".
Our buy rule is: perf(close, 20) < -20. Interpretation: Enter a position if the stock decreased more than 20% during the last 20 days.
- In menu located at the bottom, you can choose to enable or disable a stop rule. Click on the icon next to "N-Bar Stop". We have instructed the application to exit positions after 10 bars.
- In the top menu, select "Symbols & Dates".
- Select the symbols to include in the trading system.
- Select the start and end date of the simulation.
- Click on "Create a trading system" at the bottom to create your strategy. Type the strategy name then click on "Save".
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