Search icon CANCEL
Arrow left icon
Explore Products
Best Sellers
New Releases
Books
Videos
Audiobooks
Learning Hub
Conferences
Free Learning
Arrow right icon
Arrow up icon
GO TO TOP
TradeStation EasyLanguage for Algorithmic Trading

You're reading from   TradeStation EasyLanguage for Algorithmic Trading Discover real-world institutional applications of Equities, Futures, and Forex markets

Arrow left icon
Product type Paperback
Published in Sep 2024
Publisher Packt
ISBN-13 9781835881200
Length 282 pages
Edition 1st Edition
Arrow right icon
Author (1):
Arrow left icon
Domenico D'Errico Domenico D'Errico
Author Profile Icon Domenico D'Errico
Domenico D'Errico
Arrow right icon
View More author details
Toc

Table of Contents (13) Chapters Close

Preface 1. Chapter 1: Introduction to Algorithmic Trading and the TradeStation Platform FREE CHAPTER 2. Chapter 2: Getting Hands-On with EasyLanguage 3. Chapter 3: Writing a Trend Strategy 4. Chapter 4: Strategy Backtesting and Validation 5. Chapter 5: Reversal Strategies 6. Chapter 6: Trend Pullback Strategies 7. Chapter 7: Risk Management 8. Chapter 8: Futures and Forex Algorithmic Trading 9. Chapter 9: The Trading Operational Plan 10. Chapter 10: EasyLanguage in AI – Bridging Traditional Trading and Advanced Analytics 11. Chapter 11: EasyLanguage for Machine Learning 12. Index

Embedding AI predictions into EasyLanguage strategies

Let’s now move on to how to embed the Volatility_Predictions function into an EasyLanguage strategy. In this section, we are going to learn how to use the Volatility Predictor model for the following:

  • Filtering trades
  • Money management
  • Position management

Using the Volatility Predictor model as a filter

To use the Volatility Predictor to filter trades, let’s start with the basic Intraday Breakout Strategy we learned in Chapter 8:

input:SR_Time(800),SR_BarsBack(12),WaitBars(1);
var:Resistance(0),Support(0),SR_count(0);
if time=SR_Time then Begin
    Resistance=highest(H,SR_BarsBack);
    Support=lowest(L,SR_BarsBack);
    SR_count=0;
End;
SR_count=SR_count+1;
if time>=SR_Time and SR_count<Waitbars then begin
    buy       next bar Resistance stop;
    ...
lock icon The rest of the chapter is locked
Register for a free Packt account to unlock a world of extra content!
A free Packt account unlocks extra newsletters, articles, discounted offers, and much more. Start advancing your knowledge today.
Unlock this book and the full library FREE for 7 days
Get unlimited access to 7000+ expert-authored eBooks and videos courses covering every tech area you can think of
Renews at €18.99/month. Cancel anytime