Posts: 52
Joined: 2/1/2008
Location: Oostkamp, Belgium, Europe
User Profile The goal is to do create a realtime customscanlist in "Marketscans" which provides you candidates for your strategies in OT
So you can create in "MarketScans" some good customscans and syncronize that list ( every x-minutes ) with the focus list in your OT RT profile
Although the available indicators and math functions are limited, it is a quick tool to scan the market in realtime, you can't use OL indicators, OT plugin indicators or IIF functions ( for this last one there is a workaround)
A problem that i encountered was that i was used to use the "EOD_Trader" script in OmniPilot for my RT_profile. It ables me to trade on the signal-bar instead of the following bar ( which the RT_Trader script does) and it ables me to run my strategies every x minutes instead of 3 times/intrerval
So i tried to find a solutiion for both problems, because MarketScans" in conjunction with OT-OP work only with the "RT_Trader script", (i refuses to pass your orders to your broker with the eod_trader script) we had to adapt something to that script.
Barry gave me a modified "common.txt" omnipilot-script which will execute you order at the signal bar (in attachement) , it will not wait until the next bar to execute your order.
Problem 2 was that RT_Trader script only runs your strategies 3 times per interval or doesn't calculate your strategies at all for symbols that have no new candle or where last trade time is still on "0:00:00"
When using marketscans and OT RT is noticed some discrepanties between last trade time and volume, especially with low volume stocks, so i absolutely wanted to refresh and calculate all of my symbols for all my Strategies.
So i modified the "UserInterface.txt" script (at line 356)
I added a sub-routine to run my strategies every x minutes or seconds instead of 3 times /interval
In my case i use 10min intraday data and i wanted to run my strategies every minute from minut 6 till 10 ( so the last 4 minutes of each candle)
So i added a line in the "OnMarketOpen" sub-routine => OmniPilot.OnEvery(0, 1, 0, AddressOf CalcWithInterval)
and i created a new sub-routine called "CalcWithInterval()"
Private Sub CalcWithInterval()
Dim xMinutes As Integer
Dim xVar1 As Integer
xMinutes = Format(Now,"mm")
xVar1 = ((xMinutes/10) - (Int(xMinutes/10)))*10
If xVar1 >= 6 Then
ToDoList.Analyze()
End If
End Sub
If you use 15-min data, the routine can easily be adapted => xVar1 = ((xMinutes/15) - (Int(xMinutes/15)))*15
Hopes that this can inspire some users of OT-OP
Best Regards
Marc
Attached file : Common.txt (46KB - 569 downloads) Attached file : OP-UserInterface.png (37KB - 813 downloads)Posts: 3433
Joined: 3/13/2006
Location: L'ville, GA
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