 Posted 2/12/2010 07:22:08
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I have a strategy which generates signals overnight for the next trading day. I have a proprietry app I wrote to do the trading, sow I want to use RightEdge each night to update hist data, run the system and then AUTO Export the signals for the next day (ideally to a database table), but csv would be fine to start.
I believe the Update Hist and Run System can easily be done from the command line (from what I have read), but I believe there is some code needed for the final step of exporting the singals automatically. Can someone just point me in the right direction. i.e (which method do I override) and which classes I would need to do such a thing.
Thanks,
Greg
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Posted 2/12/2010 08:06:33
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I think the place we fall short is the exporting signals to csv. But you can probably do that one of two ways (and it involves code as you've discovered). First, you can capture whatever values you are triggering trades from and put them into a csv. The second way involves more work but could offer flexibility and slickness and that would be to implement your own system results plugin. If you're not familiar, all of the post system analysis (which we call system results) screens are plugins. If you create your own, it's picked up by RightEdge. So the Scan plugin which has the signals could be recreated by you with the added piece of exporting that data to csv.
gregoryj (2/12/2010)
I have a strategy which generates signals overnight for the next trading day. I have a proprietry app I wrote to do the trading, sow I want to use RightEdge each night to update hist data, run the system and then AUTO Export the signals for the next day (ideally to a database table), but csv would be fine to start.
I believe the Update Hist and Run System can easily be done from the command line (from what I have read), but I believe there is some code needed for the final step of exporting the singals automatically. Can someone just point me in the right direction. i.e (which method do I override) and which classes I would need to do such a thing.
Thanks,
Greg
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Posted 2/12/2010 08:54:22
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Bill, I will definitely go Route 2 in the long term, but in the short I may just go with the easy way and write to csv or directly to db. So...2 questions.
1) Where are the forward looking signals generated or how are the scan ouputs created. I imagine its more or less the same place. No?
2) Is there any documentation on plugin dev for RightEdge. (i.e setting up the framework etc, so the plugin can function with RightEdge.
Thanks
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Posted 2/15/2010 14:59:34
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1. It isn't really forward looking. When your conditions are met, an order is submitted. That order wouldn't be filled until the next bar, so if you looked at the PendingPositions collection, there you would find the signals.
2. The interfaces are documented and there are samples for each plugin type in the samples folder. The framework is literally opening up the provided Visual Studio projects, compiling and copying the plugin to the plugin folder.
Try the sample system results plugin that we ship with for starters.
gregoryj (2/12/2010)
Bill, I will definitely go Route 2 in the long term, but in the short I may just go with the easy way and write to csv or directly to db. So...2 questions.
1) Where are the forward looking signals generated or how are the scan ouputs created. I imagine its more or less the same place. No?
2) Is there any documentation on plugin dev for RightEdge. (i.e setting up the framework etc, so the plugin can function with RightEdge.
Thanks
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Posted 2/15/2010 16:44:17
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| Thanks for the info...that helps alot.
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