Exit methods by indicator

see screenshot - allow SQ configuration so that it can use also indicators as SL, PT, trailing stop, Move SL2BE.



So it could generate exit method for example like:
Stop Loss at EMA(60);
or
Trailing Stop to (BollingerBand_Up(68, 2.0, 0) + (1.5) * ATR(27)));



TODO:
1. in blocks that use formula with formulaName="RangeLevel" or formulaName="SLPT" add one more option "Indicator level" - see screenshot. There will nbe no settings for it, it can ony be enabled/disabled.
Maybe we will need to remove @IgnoreInBuilder annotation from its snippet.


2. add it as a value in blocks configuration:
      <Block key="ProfitTarget.ProfitTarget" use="true" probability="50" category="exitTypes" type="formula">
        <Generated weight="1" />
        <Predefined changed="false" />
        <Value key="SQ.Formulas.SLPT.FixedValue" use="true">
          <Generated weight="1">
            <Param key="#Value#" name="Value" type="double" generation="random" minValue="-1000011" maxValue="-1000012" step="5" />
          </Generated>
          <Predefined changed="false" />
        </Value>

        <Value key="SQ.Formulas.SLPT.PriceLevel" use="true">
          <Generated weight="1">
          </Generated>

          <Predefined changed="false" />

        </Value>



3. assign the task to me so I can add support for that in generation.

Attachments
exit_indy.jpg
(56.96 KiB)
  • Votes +5
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority High

History

MF
#1

Mark Fric

11.02.2019 10:40

Task created

Rr
#2

Partizanas

11.02.2019 14:25
Voted for this task.
RL
#3

rickliao

11.02.2019 17:13
Voted for this task.
m
#4

mabi

11.02.2019 23:24
Voted for this task.
h
#5

hankeys

12.02.2019 07:40
Voted for this task.
h
#6

hankeys

12.02.2019 07:41
add also for TP
MF
#7

Mark Fric

13.02.2019 15:45

Status changed from New to Fixed

added as optional possibility for TP, SL, Trailing Stop and MoveSL2BE
m
#8

Martin

15.02.2019 19:26
Voted for this task.

Votes: +5

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