Trading automation for a large number of instruments(1000+)?

Questions about MultiCharts .NET and user contributed studies.
EvgenyK
Posts: 1
Joined: 10 Nov 2012

Trading automation for a large number of instruments(1000+)?

Postby EvgenyK » 08 Apr 2014

Hi,

MC is good to automate if I have a number of chosen instruments, than I can just apply Signals on several charts and auto trading would happen.

But how can I automate if I want my robot to scan whole market for opportunities and apply Signals to the most suitable instruments automatically? Surely I wouldn't open let's say 3000 charts simultaneously...

The way to do this is probably through Market Scanner, where I would need a "Meta" indicator which would include in itself signals from all other indicators used in my trading system and produce a result in a way of a Score (0 to 100 for example). Than I suppose MC can scan all the market and choose top X based on my Scoring indicator.

But how can I than auto apply my auto trading system to instruments which scored let's say > 80 from Market Scanner? Can I program this in MC.NET?
I want my robot be able to choose these instruments with Score > 80, apply Signal to them and than work with these instruments according to its logic. If an instrument no longer satisfy my system's criteria, robot should than delist it from working list. Thus I want to have a dynamic list of instruments best suited for my trading, which my robot would be able to actively manage. Is that possible in MC.NET and what the strategy to achieve this?

User avatar
Henry MultiСharts
Posts: 9165
Joined: 25 Aug 2011
Has thanked: 1264 times
Been thanked: 2957 times

Re: Trading automation for a large number of instruments(100

Postby Henry MultiСharts » 10 Apr 2014

The way to do this is probably through Market Scanner, where I would need a "Meta" indicator which would include in itself signals from all other indicators used in my trading system and produce a result in a way of a Score (0 to 100 for example). Than I suppose MC can scan all the market and choose top X based on my Scoring indicator.
Hello Evgeny,

Your understanding is correct.

In MultiCharts .NET that is possible to utilize Real Time Market Scanner for auto trading.
Unmanaged orders approach is used for that. Here is anonther example of how to use the TradeManager.

For more information please refer to .Net programming guide: Extended Trading Possibilities. TradeManager:1, 2, 3, 4.


Return to “MultiCharts .NET”