Help converting backtesting to automated

[Min]

Hi

I have created a backtesting file that I wish to change so that I can automate it on my sim trading pad (Ninja Trader if possible).

I just have no idea where to start.

Can somone please point me in the right direction, so give me a link to a working version so that I have something to go off. (I'm working off moving average crossovers)

Thanks in advance

Min

[demarcog]

Sample Code for Historical, Realtime and Tick Replay.

Min,

This isn't exactly a great piece of code to say the least. I wrote this for debugging purposes only and never planned to show it to anyone.

I needed a sample strategy that I new fired trades to the generic broker.


But it does work on historical, realtime and tick replay.
If you have any questions feel free to ask as it's not easy on the eyes.

Hope it helps,

Glen

/* Example of basic strategy to illustrate how to code an strategy EFS that is  Back Test, Real Time/Bars, Real Time/Ticks & tick replay capable*/ 
 
// variables used to hold flags which control print/display options
var bDebugPrintEnable = true;
var bTraceEnable = true;
var bTextEnable = true;
var bSoundEnable = true;
var bTradeLogging = false;
var sFilename

// file variable to log trade information to
var fTrades = new File("TradeLog.txt");

// Global variables
var vPos          =   0;                          // indicates position status, 0, -1, +1                    
var bRealtime     =   false;                      // true if running realtime - flag determines if strategy object or generic broker functions are used
var vOSC1         =   osc(5, 20, false);          // builtin study
var vFixedStop    =   .0050;                      // to use for fixed stop logic....note 4 decimals for currencies
var vFixedProfit  =   .0100;                      // to use for profit target, also 4 decimals
var bBarTrade     =   false;                      // flag to prevent "false signals" when multiple trades occor on same bar
var bAllowRevs    =   false;                      // flag to indicate whether to allow reversals based on indicator 
var vRTTradeCnt     =   0;                        // variable to to track # of RT executions

function preMain() {
  
    setPriceStudy(true);
    setStudyTitle("##s0wizard");

}
/* Strategy - long when OSC value is above/below zero and high/low current realtime price is above/below high/low of prior indicator or "setup bar"
   currently main is called when all bars are loading, when a bar is complete, and tick by tick in realtime.                                       */
function main() {      
 
  if (getBarState() === BARSTATE_NEWBAR && getCurrentBarIndex() === 0) bRealtime = true;

  if (vOSC1.getValue(-2) == null) return;                                    // make sure indicator initializes
  
  if (vOSC1.getValue(-1) > 0 && high(0) > high(-1)) LongCond();
  
    else if ( vOSC1.getValue(-1) <= 0 && low(0) < low(-1)) ShortCond();
  
  if ( vPos === 1)  setBarBgColor(Color.RGB(0,128,128));
  if ( vPos === -1) setBarBgColor(Color.RGB(255,0,0));
  
    return null;
}

function postMain() {
  
}
//* note strategy assumes no price gaps as stop/entry price will always be recorded by strategy object as valid.
function LongCond() {
    if (vPos != 1 )       // If we are not already Long
    {
         debugPrintln("LongCond @: Bar#=" +getCurrentBarCount() + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond() +
        " OSC="+vOSC1.getValue(-1).toFixed(4) + " vPos=" +vPos + " high(0)=" + high(0)+ 
         " high(-1)=" + high(-1) + " RT="+bRealtime + " IX=" +getCurrentBarIndex() + " BarState=" +getBarState() + " TradesDone = " +vRTTradeCnt);
         
         if (vPos != 1 && !bRealtime){ Strategy.doLong("", Strategy.STOP, Strategy.THISBAR, Strategy.DEFAULT, high(-1));vRTTradeCnt++; debugPrintln("BT Long @" +high(-1) + " +1 Tick" + " Pos= " +vPos +" SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond()  +" Bar#=" +getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}
         if (vPos == 0 && bRealtime && getCurrentBarIndex() === 0 ){ buyMarket(getSymbol(), 100); vRTTradeCnt++; debugPrintln(" Exec GB buyMarket X 1 - Long @" +high(0) +  " Pos=" +vPos +" SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear()+ " " + getHour() + ":" +getMinute() + ":" + getSecond()  + " Bar#=" +getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}
         if (vPos == -1 && bRealtime && getCurrentBarIndex() === 0 ){ buyMarket(getSymbol(), 100);vRTTradeCnt++;  buyMarket(getSymbol(), 100);vRTTradeCnt++; debugPrintln(" Exec GB buyMarket X 2 - Long @" +high(0) + " Pos=" +vPos +  " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond()  +" Bar#= "+getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}
           
         vPos = 1;
    }  // end if not already long - if ( vPos != 1) 
    
} // LongCond Function End
   
function ShortCond() {
   if (vPos != -1 )
   {
         PrintDebugInfo(); //test debug print
         debugPrintln("ShortCond @: Bar#= " +getCurrentBarCount() + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " " + getHour() + ":" +getMinute() + ":" + getSecond()  +" OSC= "+vOSC1.getValue(-1).toFixed(4) + " vPos=" +vPos + " low(0)=" + low(0)+ 
         " low(-1)=" + low(-1) + " RT= "+bRealtime + " IX=" +getCurrentBarIndex()+ " BarState=" +getBarState() + " TradesDone=" +vRTTradeCnt);
          
         if (vPos != -1 && !bRealtime) {Strategy.doShort("", Strategy.STOP, Strategy.THISBAR, Strategy.DEFAULT, low(-1));vRTTradeCnt++;debugPrintln("BT Short @" +low(-1)  + " -1 Tick"+ " Pos= " +vPos + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond() +" Bar#=" +getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}
         if (vPos == 0  && bRealtime && getCurrentBarIndex() === 0 ){ sellShortMarket(getSymbol(), 100);vRTTradeCnt++;debugPrintln(" Exec GB SellShortMarket X 1 - Short @" +low(0) +" Pos=" +vPos + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear()+ " " + getHour() + ":" +getMinute() + ":" + getSecond()  + " Bar#= "+getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}
         if (vPos == +1 && bRealtime && getCurrentBarIndex() === 0 ){ sellMarket(getSymbol(), 100);vRTTradeCnt++; sellShortMarket(getSymbol(), 100);vRTTradeCnt++;debugPrintln(" Exec GB SellMarket X 1 & SellShortMarket X 1 - Short @" +low(0) +" Pos=" +vPos + " SYM=" +getSymbol() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + " "+ getHour() + ":" +getMinute() + ":" + getSecond()  +" Bar#= "+getCurrentBarCount()+ " TradesDone=" +vRTTradeCnt);}
         
         vPos = -1;
                 
    }  // end if not already short - if ( vPos != -1) 
   
  
} // ShortCond Function End
   
function PrintDebugInfo() {

  debugPrintln( " SYM=" +getSymbol() + " Int= " + getInterval() + " Bar#=" +getCurrentBarCount() +  " RT=" +bRealtime + " IX=" +getCurrentBarIndex()+
               " BarState=" +getBarState() +  ", " + getMonth() + "/" + getDay() + "/" + getYear() + 
               + " "getHour() + ":" +getMinute() + ":" + getSecond() +
              " OSC="+vOSC1.getValue(-1).toFixed(4) + " vPos=" +vPos + " high(0)=" + high(0)+ 
               " high(-1)=" + high(-1) + " low(0)=" + low(0)+ 
               " low(-1)=" + low(-1) +  " TradesDone = " +vRTTradeCnt);
} // end of PrintDebugInfo function