RightEdge Forums / Trading / Trading Systems / Uploaded Trading Systems

Working Code

ofthomas — Sat, 23 Apr 2011 18:13:20 GMT

are there actually working systems that can be used as examples? I downloaded a bunch of them from the "systems" area and they all generate errors that one would have to troubleshoot, which I find rather silly. I expect code published by the developers to be up to date with supporting RE2010 which is what I am evaluating, without me havig to troubleshoot the code to see the platform functionality.

If any one could post actual RE2010 working code, I would greatly appreciate it. Kind of hard to test a platform without it.

Simple Trading System - 1.3% every year automated

sss3d — Sat, 23 Oct 2010 18:36:01 GMT

Basically calculates the daily moving average and checks it against historical data
if it detects a break out it sees which trend it's going.
if it's up it'll buy and sell within that day and profit from the movement.

It'll close the position by the end of the day.

movement usually occurs based on big news announcement.

[quote]using System;
using System.Collections.Generic;
using System.Text;
using RightEdge.Common;

public abstract class MySystemBase : SystemBase
{
private SymbolScriptCollection _symbolScripts = new SymbolScriptCollection();
public SymbolScriptCollection SymbolScripts
{
get { return _symbolScripts; }
}

public override void Startup(SystemData data)
{
base.Startup(data);
SymbolScripts.Initialize(this);
foreach (MySymbolScriptBase symbolScript in SymbolScripts)
{
symbolScript.TradingSystem = (MySystem)this;
symbolScript.Startup();
SystemData.IndicatorManager.RegisterMembers(symbolScript, symbolScript.Symbol);
}
}

public override void NewBar()
{
base.NewBar();
SymbolScripts.NewBar();
}

public override void NewTick(Symbol symbol, BarData bar, TickData tick)
{
base.NewTick(symbol, bar, tick);
SymbolScripts.NewTick(symbol, bar, tick);
}

// Indicators
public SymbolIndicatorCollection SimpleMovingAverage
{
get { return SystemData.Indicators["Simple Moving Average"]; }
}
public SymbolIndicatorCollection SimpleMovingAverage2
{
get { return SystemData.Indicators["Simple Moving Average 2"]; }
}

}

public class MySymbolScriptBase : SymbolScriptBase
{
public MySystem TradingSystem;

public SymbolScriptCollection OtherSymbols
{
get { return TradingSystem.SymbolScripts; }
}

public ISeries SimpleMovingAverage
{
get { return TradingSystem.SystemData.Indicators["Simple Moving Average"][Symbol]; }
}
public ISeries SimpleMovingAverage2
{
get { return TradingSystem.SystemData.Indicators["Simple Moving Average 2"][Symbol]; }
}

}
[/quote]

Symbol Ranking Sample

billb — Wed, 31 Mar 2010 08:38:55 GMT

Shows how to rank symbols according to some criteria (in this case the RSI value), and trade the top n (in this case 5) symbols.

[url=http://www.rightedgesystems.com/DownloadTradingSystem.aspx?Approved=Yes&FileName=f2479c98-215a-4f5c-81c0-d9b99e3a183b.zip]Download this trading system here[/url].

DipBuyer V2

billb — Sun, 18 Jun 2006 09:45:51 GMT

The best of the dipbuyer series. It draws its own band based on the low * 0.87. This will pick off some serious crashes.

The system can be downloaded by clicking here

Watch List Updates

billb — Thu, 05 Mar 2009 07:43:53 GMT

This program will update a watch list to add/remove symbols to match a text file.The purpose is to keep a watch list in sync with an index.It runs as a separate exe program.

The system can be downloaded by clicking here

WriteAscii

billb — Sun, 24 Jan 2010 09:18:04 GMT

Write bar data (OHLC) of several symbols from RE Symbol List to ASCII files.

The system can be downloaded by clicking here

CorrelationTable

billb — Thu, 06 Mar 2008 07:01:01 GMT

Calculates Correlations of each two-symbol combination in a WatchList.Generates a CSV File (C:\temp\cTable.csv) with the complete Correlation Matrix and a CSV file (C:\temp\cList.csv) with a sorted list of correlation coefficients.The CSV files are ready to read with EXCEL.Correlation is calculated from the bar-to-bar percentage change (Close-Close) of each instrument.Note: This "Trading System" contains a Shutdown() procedure only.

The system can be downloaded by clicking here

i would like to have a complete trading system

shreenath — Sat, 26 Dec 2009 06:50:21 GMT

Hello

i would like to have and entire client server application with historic data, demo server, main server, account server, and client setup.

can i do it with realedge. or what more do i have to do

if realedge or any one who could help me out on this ASAP.

thanks

shreenath

NASDAQ 100 Advance Decliners II

billb — Mon, 05 Mar 2007 19:57:48 GMT

Just to let everyone know, Siasb has updated his NASDAQ 100 Advance Decliners system and posted it for all under the Trading Systems link. We should soon have a way to make the notification a bit more automatic.

In the meantime, we appreciate the work and welcome more contributions from all.

Simple System With F# Library

billb — Wed, 11 Nov 2009 08:31:26 GMT

This system is based on the system described here: http://www.rightedgesystems.com/TradingSystemsDetails.aspx?id=2df79c5f-d9e8-4fe6-8666-b8e04577a6d4I have implemented the traded code of the method NewBar() inside an F# library. The code of this library is also included.

The system can be downloaded by clicking here

Stop and Reverse for Edition 2

billb — Sun, 19 Jul 2009 11:37:40 GMT

Updated from the previous Stop and Reverse for use with Edition 2. This system demonstrates position reversal. When a position is opened, a stop loss order is submitted with a size of 3 times the current position size, so when it is hit it opens a position in the opposite direction for twice the current size. For this to work, the "Allow Position Reversal" setting must be enabled in the paper trader.

The system can be downloaded by clicking here

Simple Trading System

billb — Tue, 18 Nov 2008 11:02:07 GMT

A Simple Trading System... To see

The system can be downloaded by clicking here

BarsChecker

billb — Sun, 21 Jun 2009 12:06:18 GMT

Simple tool that checks for missing bars and (too) big jumps between two consecutive bars.It will display for each symbol an error message whenever:- a bar is missing,- there's a big jump between two bars (close(i) / close(i-1) - 1 > MaxPercentage )- the close price of a bar is zero.How to use:- load the project- set the system params MaxPercentage and BarFrequency- set Data start date, end date and Frequency in the project properties pane- choose symbols in the "Symbol lists" pane- run project

The system can be downloaded by clicking here

DoQ_Indicators v1.0

billb — Thu, 07 Feb 2008 11:40:18 GMT

Includes:-Heikin-Ashi - OHLC and Trend-Median of a series-VWAP(Period in days)-PivotPoints(Period in days)-Hull Moving Average of a seriesScreen shots and descriptions at http://www.tradeengineer.com/DoQ_Indicators and http://www.rightedgesystems.com/forums/FindPost4549.aspx

The system can be downloaded by clicking here

Alert Action Plugin

mark0419 — Wed, 21 Jan 2009 10:14:29 GMT

I had a need for some simple alert capabilities, so I whipped up this action plugin. It can send an email, play a sound, and or show a popup.

Cheers,
Mark

showing trades on the chart in a simulation

johngholton — Mon, 29 Sep 2008 02:21:41 GMT

Hi All

I've created a simple system and want to see what this a backtest looks like on the charts. But for some reason the scale of the chart is completely out of wack. (All of the chart is strunched up at the top of the screen). Any ideas?

Recent High Close

billb — Fri, 25 Jan 2008 10:50:48 GMT

Plots the highest close in the interval.

The system can be downloaded by clicking here

MACD of ratio

billb — Tue, 05 Dec 2006 20:24:18 GMT

This example shows how to calculate the ratio of prices for two symbols, and a MACD of that ratio.

The system can be downloaded by clicking here

Simple Crossover

billb — Sat, 10 Jun 2006 19:28:15 GMT

The timeless classic, the moving average crossover. This system uses 50 and 200 day simple moving averages.

The system can be downloaded by clicking here

broker plugin test system

mark0419 — Fri, 23 May 2008 15:55:05 GMT

I've put together a test system for running a broker plugin through various order execution scenarios. The goal is to aid in the development and validation of new broker implementations.

[url]http://code.google.com/p/rightedge-broker-test/[/url]

Enjoy!
Mark

Multiple Systems

billb — Sun, 20 Apr 2008 16:18:47 GMT

This system demonstrates how you can run multiple "systems" under one top-level system. For this project, each system under the top-level system is called a strategy. This system includes three strategies: a band violation strategy, an SMA crossover strategy, and a Martingale-type stop and reverse strategy. The Martingale strategy is only active for Forex symbols, while the other two strategies are only active for stocks. This demonstrates how you can have different strategies for different markets, or multiple concurrent strategies for the same market.

The system can be downloaded by clicking here

RSI HL Oscillator

billb — Thu, 20 Mar 2008 18:37:26 GMT

For use with RightEdge 1.2. Based on an article in the magazine "Active Trader", April 2007 issue. An unrefined system that takes the RSI High and RSI Low and creates an oscillator. It goes long when the oscillator turns up and it's above the 100 period EMA. Short when the inverse is true. Designed for use with the ES.

The system can be downloaded by clicking here

Reflection

billb — Thu, 06 Mar 2008 07:02:40 GMT

This system shows how you can use reflection to override the position manager / broker connection. This allows you to fill orders manually at whatever price you like. You can open and close a position on the same bar.You should be very careful when using these methods. As this system demonstrates, it is possible to "cheat". This system does it by buying at the open price and selling at the close price, but only if the close is greater than the open.Since this system accesses internal methods and fields of the position manager class, it may not work in future releases of RightEdge. Also, the trades created using this method will not show up in the system statistics until the next bar.

The system can be downloaded by clicking here

Reflection

billb — Thu, 06 Mar 2008 07:01:04 GMT

The system can be downloaded by clicking here

HeiAshClose

billb — Mon, 28 Jan 2008 07:34:00 GMT

The Heikin-Ashi close. See TASC, February 2008. An algorithmic 'average' of OHLC from today and the day before.

The system can be downloaded by clicking here

Recent Low Close

billb — Fri, 25 Jan 2008 10:50:46 GMT

Plots the lowest close in the interval.

The system can be downloaded by clicking here

A complete Futures trading system with Long/short/reversal/customized stop loss & profit target exits

Deosaran — Mon, 09 Jul 2007 21:17:32 GMT

Hi All:

I have several Futures day trading written in C++ (gcc/linux), and some in VC++. I want to code and backtest with RE and C#. I am new to RE and C# but I hope my knowledge of C++ will help. I've also done a bit of VB.NEt but I prefer C#.

I want to a complete system with the following features:

- go LONG; go SHORT.

- reverse LONG to short, short to LONG

- stop loss and profit target exits using true range moving average (TRMA) rather than fixed % of entry price or absolute dollar value. e.g. stop loss a long position at entry price - 2*TRMA

- add other exits, e.g. traillow or close open positions at market on close or x bars before close

- initiate entry only after a certain % of day or number of bars

- pyramid entries

Can you direct me to any sample system that has some or even all of the above?

Also, if you can suggest built functions or indicators that can be used to do the above.

Related topic: what C# book or tutorials you would recommend?

Thanks,

Deosaran

example of a filtering system

hairy_mug — Thu, 07 Jun 2007 22:04:27 GMT

use this to quickly scan a group of stocks to create a file of stocks that meet the desired criteria.

As it is, it will scan the specified date range and for each day, it checks the previous 5 days for the following contitions:

1. minimum vol of 100k (in the last 5 days)

2. c > previous c (2 of 5 days)

3. vol > 200k and vol < 5000k (3 of 5 days)

Each time these criteria are met, the counter is incremented.

After every day has been checked, those symbols which have a counter value >= 20% of the total days scanned, are added to the scan results file.

The intent is to concentrate on working with the more active stocks.

Clearly, the criteria can be adjusted to taste and also, it is possible to call various filters in the same shutdown... and you can use the same output file, Just add another column for filte type.

Enjoy!

Walt

4 Down, Buy on 5

davidfw1866 — Mon, 16 Apr 2007 22:11:07 GMT

I would like to get some input regarding the trading system "4 Down, Buy on 5," which I developed.

Any ideas to improve it would be welcomed.

Thanks.

rChart

billb — Sun, 10 Dec 2006 15:52:52 GMT

This indicator shows the ratio of the price to it's 50 and 200dma. This is one form of an overbought/oversold indication.

The system can be downloaded by clicking here

NASDAQ 100 Advance Decliners

billb — Sun, 10 Dec 2006 15:52:48 GMT

This indicator calculates the advance decline line for the NASDAQ 100 index. The index components (symbols) are included as default with RE. You need to add the symbol (^NDX if using hist-yahoo) to them or better yet, put it under a new created folder say “indicies". The code is also an example of how to override the newBar method to order the execution of symbols as well.

The system can be downloaded by clicking here

Ratio

billb — Sun, 03 Dec 2006 07:53:26 GMT

Demonstrates creating a custom series that displays on the chart. The series takes the value of two price series (closing prices) and divides them.

The system can be downloaded by clicking here

SMA AD Bollinger

billb — Mon, 20 Nov 2006 08:03:48 GMT

A system that enters a market order when the price crosses above the SMA and Accumulation/Dist is in an upward trend. The system exits when the price crosses above the upper Bollinger band and below the SMA. This system is a good example of using multiple indicators and setting up multiple conditions in drag and drop systems and then using those conditions in code.

The system can be downloaded by clicking here

Gap Detector

billb — Tue, 27 Jun 2006 08:57:21 GMT

A simple bit of logic that will detect downward gaps of the specified percent and highlight the bar. Also demonstrates bar coloring.

The system can be downloaded by clicking here

Rubber Bands

billb — Sat, 24 Jun 2006 08:18:01 GMT

Bands that are bollinger bands multiplied by a constant to create a new band series. The idea is to catch extreme price movements in either direction.

The system can be downloaded by clicking here

CMO Selling Climax

billb — Thu, 22 Jun 2006 08:07:29 GMT

Long only system that looks for extreme oversold conditions on the Chande Momentum Oscillator and then checks the rate of change threshold for confirmation.

The system can be downloaded by clicking here

Sell In May

billb — Tue, 20 Jun 2006 07:38:39 GMT

This system follows the old Wall Street saying, "Sell in May and go away". Of course, come back in October. This system will buy in October and sell in May. Tested against 40 years of the Dow Jones, there seems to be something to this saying.

The system can be downloaded by clicking here

Stochastic Price Reverse- Market, Long only Version 4.8

tick — Mon, 12 Jun 2006 08:26:08 GMT

This was an old system that I used infrequently on Wealth Lab. It basically detects irrational sell offs especially late in the year, buys when the conditions are right and holds for three days.

The system can be downloaded by clicking here

Weak Stomach

billb — Sat, 10 Jun 2006 19:35:23 GMT

I was looking for a way to capture some of the movement of the ever vacillating TIP ETF. I figured this ETF is a good place to throw money that is idle since it doesn't seem to go up or down a ton. But hey, may as well see if I can capture some of the better moves on the thing as well. I tested with various types of bands and the standard error band seemed to perform the best. It holds on for a 1% profit and exits after 10 days. Tweak to taste, but keep in mind that this is only good for non-volatile stocks like TIP.

The system can be downloaded by clicking here