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PRT Feature Request - Autotrade a strategy on more than one instrument


Stef

Question

Hi All,

 

Currently, when you set up a system to autotrade, you can set it up for one instrument and one timeframe only.

If you have developed a strategy that works on more than one instrument, it can take a very long time to set this up to run for each instrument.

 

Why not have the ability to choose a list (watchlist) of instruments to trade the strategy on? I would probably set this so that you would have to do this per timeframe; daily, 15min, etc.

 

I currently have a system that I would like to trade on 40+ stocks. The way it works now, I would have to set the strategy to run for each stock individually (very time consuming).

 

Also, I will have 40+ systems running on ProOrder - for this strategy only.

 

And the stats will also be calculated and displayed per instrument - so there is no easy way of knowing how the strategy is performing over all stocks.

 

Does anyone else think that this would be useful?

 

Regards

Stef

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5 answers to this question

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Ok one of the biggest shortcomings on PRT and why i'm busy moving over to MT4/cAlgo. After coding in PRT for more than 2 years now.

 

1) No hedging allowed, so cannot do things like grid strategies. You could run the long/short systems separate but then without proper profit status etc, only very simplistic systems possible.

2) No position management. This includes the inability to close a partial position or a specific position in a set (with futures at least).  As far as  I can gather closing order is FIFO and then only for share CFD's, where with futures you have to close the whole position

 

Some more features before PRT can be considered a worthwhile contender in the Algo world :

- account status to enable proper account management

- Both Bid and Ask prices, to determine spread at any specific time

- Lack of API's to get instrument parameters like min. stop/limit distance at any particular time

- Lack of order API status return. It's send and forget without knowing if it executed and if it failed then for what reason (e.g. re-quotes??)

- Ability to load custom and more history data. Preferably tick data to accurately back test a strategy.

- Many many more....  Just coding in MQL4/cAlgo for a while will make you realize how far behind PRT is in this regard.

 

 

Now, i guess many of these shortcomings can  be overcome by using the java/excel API's IG provide but this is not available for South African domestic accounts so also dead end there. maybe this has changed since i last looked.

 

-

 

 

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 Posted this in August. No response. I am starting to question whether I should continue to contribute to this community. Seems like a huge lack of commitment from IG. I spend quite a lot of time and effort on these suggestions to try to help to better your offerings - I really don't have to. Again, am I wasting my time? Should I rather post these on www.prorealtime.com?

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Hey ,

 

The development team at ProRealTime are keen on both of the suggestions you have provided (the one in this post and also the suggestion provided here).

 

They can see the value in being able to launch a system on a watchlist and have also recently had a similar suggestion for the Screener tool too. As they are already in the test phase of 10.3, they'll not be able to include it in this version, but will look to incorporate this into Version 10.4.

 

The ability to read and set parameters on Backtester in code is likely to bit a lot more difficult to implement, however the team will look to see if this can also be incorporated in 10.4.

 

Thanks,

Dan

 

 

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