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Direct MessagesDate/Time: Mon, 13 May 2024 14:35:00 +0000
Automated Bitcoin Trading based on Parabolic SAR
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| [2013-06-30 14:46:07] |
| User59357 - Posts: 15 |
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Hi there, I am quite new to Sierra Chart, and I am interested in it's automatic trading functionality especially against MtGox. I would like to use a trading system based on Parabolic SAR for the beginning. I have setup the Bitcoin DataStream and Parabolic SAR as indicator plus a Spreadsheet System for trading. How may I generate trade signals which will be automatically executed against MtGox via the trading spreadsheet? The idea is something like: Buy Entry: PSAR CROSSFROMBELOW Buy @ Market Quantity: 10000 TimeInForce: Good till Canceled --- Sell Entry: PSAR CROSSFROMABOVE Sell @ Market Quantity: 10000 TimeInForce: Good till Canceled The Parabolic SAR Indicator writes its values at: AD3 So I wrote this small formula to get the BUY / SELL Entries (TRUE or FALSE) values at K3 and M3: Buy Entry: =AND(AD4>E4,E3>AD3) (High compared with PSAR Values) Sell Entry: =AND(AD4<E4,E3<AD3) (Low compared with PSAR Values) The spreadsheet indicates the error message: "Invalid Formula" I assume it should return "True" or "False" in this case. I would like to locate the SAR changing point as BUY / SELL Entry. P.s. the manual trading from the chart is already working. Thank you in advance! Date Time Of Last Edit: 2013-07-09 13:22:39
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| [2013-07-02 00:30:48] |
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We do not provide formula programming help. Here is the documentation for the Spreadsheet System for Trading study: https://www.sierrachart.com/index.php?l=doc/doc_SystemsAlerts.php If you go through the step-by-step instructions for this study, you should see how this works. It is not difficult. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-07-03 02:38:13] |
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I wonder if you could help me regarding automatic Bitcoin trading via Mt.Gox. For testing purposes I am using the Sierra Chart MACD Cross Over System and the Spreadsheet for Trading. I got Buy- and Sell Entries, plus prices in the Table: Buy Entry: TRUE Buy Exit (Sell): FALSE Sell Entry: FALSE Sell Exit (Buy): TRUE Buy: 67,83544922 Sell: 0 Please find the settings I use in the Spreadsheet below: Connected to Data Feed (read-only): TRUE Order Quantity (read/write): 10000 (1 Bitcoin) Disable Auto Trading (read/write): FALSE Symbol (read-only): BTCEUR Connected to Data Feed (read-only): TRUE Maximum Position Allowed (read-only) 1000 Send Orders To Trade Service (read-only) TRUE Buy Entry: Order Type. M=Market Buy Exit: M=Market Sell Entry: M=Market Sell Exit: M=Market Is there something I may have forgotten to setup? For some reason Mt.Gox is not executing the automatic trade, when I put in my order manually via Trade Window everything works just fine. What you need to do is look at Trade >> Trade Service Log and see why order signals are being ignored. One thing that we notice is the Maximum Position Allowed is not high enough. It needs to be at least 10000. This is set through the Spreadsheet System for Trading study Input settings. For further help, please use this Support Board. It makes it easier for us to respond and you will receive a faster response. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2013-07-03 02:38:55
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| [2013-07-03 20:36:46] |
| User59357 - Posts: 15 |
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Hi there, I had a look at the Trade Service Log. You are right, the Max. position allowed seems to be too low. Auto-Trading: BTCEUR 5 min #1 | MACD Trade | SellEntry signal is ignored because maximum Short position quantity allowed has been reached or would be exceeded with new order. Max. position allowed: 1000. Potential resulting position quantity: -10000 | Bar Start Time: 2013-07-03 20:05:00 | 2013-07-03 20:09:23 After I have changed the value in the Spreadsheet to Maximum Position Allowed (read-only): 10000 the system writes it back to 1000 which might cause the next automated trade to fail. May I change the setting somewhere else instead of the Spreadsheet? Thank you in advance! |
| [2013-07-03 20:40:14] |
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You need to change this through the Study Settings window for the Spreadsheet study. Here is the documentation to do this: https://www.sierrachart.com/index.php?l=doc/doc_ChartStudies.html#AddingStudiestoaChart Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2013-07-06 08:26:22] |
| User59357 - Posts: 15 |
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Hi there, thank you for your help. Automatic trading based on MACD is working now! Any ideas about PSAR are highly welcome. Thank you in advance! Date Time Of Last Edit: 2013-07-09 10:26:13
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| [2015-12-08 00:22:24] |
| User76735 - Posts: 12 |
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Hello User59357, dou you have a copy of MACD automatic spreadsheet ? Im looking for autotrading for MACD. Regards |
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