SierraChart trading script / system -- 2



I would liked to you to turn a current trading script into a system that sends orders to the simulation (backtesting) /broker so i could backtest and trade it using Sierracharts ([url removed, login to view], you should register for a free trail. they have lots of demo inside + well documented + good forum).

the final project should be able to send orders to a broker (IB preferred) and complete a backtetsing

I will need the following:

1. buy/sell X # (parameter) mkt/limit orders (mkt/limit should be a parameter + we send a stop order only if we are filled)

1.1. based on the scripts logic it's going long (short) only if it breaks the high (low) of the prior bar. i would like to add a filter: don't enter if the break of previous bar's high/low is on volume which is less than "X" (20 for dax and 1000 for es for example)

1.2. buy/sell below (if enabled) the entry level (which is the mkt order) so if the first trade was mkt at the trigger price i would like to buy more at the entry -2 points and than buy more at the entry price - 4 points as long as it's not <= the stop price (if the first trade was executed at the trigger price i would like to buy more at the entry - 2 points and than buy more at the entry price - 4 points as long as it's not <= the stop price).

2. sell % of position on multiply targets

2.1 sell X% of position @ target #1 at execution + X ticks (defined in the setup screen)

2.2 sell Z% of position @ target #2 at execution + 2X ticks (defined in the setup screen)

2.3 sell y% of position @ target #3 (if enabled, else only targets 1+2) is a trailing for the low of the prior bar (target 2 and target 3 should be set in the "settings tab" and their values should be in % of the stop and on negative. so target 2 will be 25% off the first entry ((entry minus stop)*[url removed, login to view]) and target 3 will be ((entry minus stop)*0.4))

2.4 update targets upon avg execution price

2.5 when target 1 is filled (and we where filled) than raise stop to a. entry price or b. POC of bar - (minus) 1 tick

3. send stop mkt for all position as defined in the script as a bracket

3.1 if buying below entry price than update the amount of contracts in the stop

3.2 adding an option to locate the stop below/above the POC of the bar based on if i am on long/short

3.3 adding an option for stop and reverse. if i was stopped than sell as twice as the amount i had and use same 1/2/3 targets but to the other side. stop will be original entry

4. adding start/end time for trading (i don't want to trade overnight etc.)

5. detailed logging to txt file (the file will have a header of all the settings used for that day and than every tradfe will have the following fildes: asset,date,time,trade#,sub order #,entry,avg entry,exit, exit time, time in market, exit based on stop/t.p., POC price)

6. all orders are OCO

Habilidades: Programación en C#, Mercados financieros

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ID de proyecto: #11735069

2 los freelancers están ofertando un promedio de $211 para este trabajo.


Hello, I hope you doing very well! I have gone through the description and would like to provide a quality solution using 5+ years of professional experience in required skills. (.NET/ASP.NET - MVC, EF, SQL, C#). Más

$222 USD en 10 días
(10 comentarios)

Hi, I have experienced in building auto-traded system. I will be glad to work with you on this project. Please feel free to contact me.

$200 USD en 10 días
(1 comentario)