Viewing 4 posts - 1 through 4 (of 4 total)

• #269464 |
Customer
5 Posts

Hello, I’m new to StrategyQuant and I’m trying to figure out how I can use the AlgoWizard to recreate some of my Tradesation strategies in StrategyQuant so I can backtest and improve them.  I really wish there was some kind of ‘converter’ in the software that would enable me to import a tradestation strategy and then have it converted to a SQ strategy.

So for example, is it possible to convert a strategy like this one so I can play around with it in StrategyQuant?

Input: Length(14), StopAmt(50), BEAmt(50), TrlgAmt(100);

Input: ATRMA(8), AtrLevel(0);

Var:ATR(0, DATA2), ma1(0, DATA2);

ATR = AvgTrueRange(14) DATA2;
ma1 = Average( AvgTrueRange( 14 ), ATRMA ) data2 ;

Var: xRSI(0);

xRSI = RSI(Close, Length);

If xRSI < 50 and LowestBar(xRSI, 7) >=3 and ATR < AtrLevel then

If xRSI > 50 and Highestbar(xRSI, 7) >= 3 then
Sellshort next bar at market;

SetStopLoss(StopAmt);
SetDollarTrailing(TrlgAmt);
SetBreakeven(BEAmt);

I don’t see in AlgoWizard how I can create a variable to represent the moving average on the ATR indicator.  Ma1 above.  I also don’t see how I specify Data 2 relative to inputs either.  I’m by no means an expert when it comes to easy language but I do have a few strategies I’d like to analyze in SQ.  Thanks for any help.  -James

#269477
1822 Posts

Hello,

the indicator average function is not yet implemented. We plan to do so but it’s got low priority. In case of Avg(ATR) why not use a simple ATR with longer time period instead. It would do the a very similar job I guess

#269508
Customer
5 Posts

Also, just a follow up regarding the indicator function my original post was about and your suggestion of using a simple ATR with a longer time period…. This wouldn’t actually be the same thing because the whole point of the ATR being under the moving average is that it denotes the ATR is falling – meaning it’s probably volatility is subsiding.  If I just merely say the close has to beneath a certain ATR level that would rule out a lot of trades.

Unless you may know away in strategyquant that I can specify the ATR is ‘falling’, similar to what the moving average does?    -James

#269616