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Forums>StrategyQuant>General Discussion>How can I make simple price filter?

  • #241692|
    17 Posts


    I want to make a technical indicator.

    It is a filter that does not enter beyond a certain price.

    ex) C < 30   -> Do not enter at prices above 30.


    I do not know much about the tpl file in the code editor.

    I do not even know about code editors.

    How can I add this simple filter?

    Please let me know how easy it is.







    101 Posts


    I am not entirely sure what you are asking. Are you using Algowizard? Do you just mean a simple rule that says IF Bid < Price_MAX (A variable you define based on your maximum price) then enteratmarket?



    17 Posts

    Thank you for your reply.

    I want to use Genetic Algorithm(SQX). However, I always want to put a price limiting condition. This is because the variance of the option data I want to backtest is very large(2~40).

    The best solution is to fix the price conditions(C < 5) and run a generic algorithm.

    I hope I can add a custom indicator if that is not possible. But use of blocks is also good.


    I do not know about AlgoWizard because I have never used it before.

    1156 Posts


    yes, you can use AlgoWizard for that. You need to setup a price condition (your filter) and add random block that SQX will use to generate entry rules.

    You need to open AlgoWizard and activate “template mode”, then add a random condition

    Let me know if any help needed

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