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Description |
Trade systems provide a way to test trading strategies using past data. |
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Formula components |
Trade systems are composed of studies and conditions. |
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Formula example |
AMA(@,ERPeriod,FastPeriod,SlowPeriod)[-1] XABOVE MA(@,Sim,MAPeriod)[-1] Signal is true and initiates a long entry when yesterday’s Adaptive Moving Average crosses over yesterday’s Simple Moving Average |
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Location |
Formula Builder, Trade Systems window Toolbox Add Study window (ATS and XTS only here) |
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Pre-defined formulas |
ATS (Auto Trading System) XTS (External Trading System) cqg.AMASamp cqg.StochSample |
Trade System users may be interested in Helmut Mueller’s articles on this and other related topics: http://news.cqg.com/commentary/traders-code/
Creating a trade system involves 5 steps:
1. Naming the system.
2. Naming the long and/or short trades for the system.
3. Establishing entry characteristics for the long and/or short trades.
4. Establishing exit characteristics for the long and/or short trades.
5. Designating a commission amount and commissions scheme (either fixed or per contract).