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Forums>AlgoWizard / EA Wizard>Make my EA>Please help converting Easy Language Strategies

  • #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
    Buy next bar at market;

    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
    tomas262
    Administrator
    1721 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

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