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                                                   Buy Today,Sell Tomorrow

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Jignesh
2020-08-03 02:37:23


Hi,

I need to design BTST system.

Buy today at Close.
Sell tomorrow, If High is Higher Than BuyPrice * 1.02 OR at Close (i.e Close of Next day of Buy)
Further I need only one position each day having 100 Shares only.

Here how to code BuyPrice & SellPrice. ( Please Without wizard) and How to code Position Size.

Regards



QuantShare
2020-08-03 18:03:17

  0

Hi,

My answers below.

buy = 1;

Buy today at Close.
SetSimTiming(_Buy, _Close, -1);

Sell tomorrow, If High is Higher Than BuyPrice * 1.02 OR at Close (i.e Close of Next day of Buy)
SetSimStop(_StopProfit, _Percent, 2, 0);
SetSimStop(_StopNBar, _Point, 0, 0);
SetSimTiming(_Sell, _Close, -1);

Further I need only one position each day having 100 Shares only.
SetSimPosSize(100, _Shares);

Also, select "Settings" in the "Create a trading system" form, click on "Capital" then enable "Activate stop immediately".



Jignesh
2020-08-04 01:46:32

  0

Hi Quantshare,

Thanks for reply.
Above code Working almost OK except one point.

I have portfolio of 50 ticker. I need Buy Position for only one Symbol among this portfolio.

That is to say If I Use rule for Buy Qualifying. "rule1 = cross(MacdSignal(20), ema(50));"
And out of 50 symbol say five symbol is qualified for Buy. I want only one symbol for Buy among this five qualified symbol.

Regards




Jignesh
2020-08-05 08:45:10

  0

Hello,

Eagerly Waiting for reply.

Regards



Jignesh
2020-08-06 07:40:16

  0

Hello,

After Googling, I found answer for above query. Update Trading Strategy -> Strategy -> Number of Positions -> 1.

This Solve my purpose but leads to another question.

How QS decide, This one ticker is finally qualifying out of 5 symbol. (Please read my post dated 2020-08-04 above)

Regards



QuantShare
2020-08-06 16:29:55

  0

Sorry about the delay.

You can use the "SetSimLongRank" function and QS will use it to decide with ticker to pick if several ones meet your criteria.



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