Support Board
Date/Time: Wed, 04 Dec 2024 18:56:33 +0000
[Programming Help] - Programming help with setting the Trade Window Order Quantity in ASCIL
View Count: 142
| [2024-12-01 03:17:45] |
| User61168 - Posts: 413 |
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I just learnt about sc.TradeWindowOrderQuantity here >>> Position Sizing | Post: 159825 The most basic functionality for this would be to set the Trade Window Order Quantity and ACSIL does support that:
ACSIL - Variables and Arrays: sc.TradeWindowOrderQuantity Could someone please create a custom ASCIL study which sets the trade window order quantity using a custom spreadsheet formula study? I already have money mgmt logic built using spreadsheet formula studies. I would appreciate it. |
| [2024-12-01 11:15:47] |
| User431178 - Posts: 550 |
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Attached. Zip file has source and compiled study. Study sets sc.TradeWindowOrderQuantity based on formula result. Calculated position size is output to subgraph. Min/Max position size constraints (set in the study) are output to subgraph. Example chart used for testing attached, see also image. |
 SpreadsheetFormulaPositionSize.Cht - Attached On 2024-12-01 11:10:13 UTC - Size: 4.09 KB - 5 views  SpreadsheetFormulaPositionSize.png / V - Attached On 2024-12-01 11:10:19 UTC - Size: 59.81 KB - 13 views SpreadsheetFormulaPositionSize.zip - Attached On 2024-12-01 11:10:31 UTC - Size: 56.48 KB - 5 views |
| [2024-12-01 21:25:31] |
| User61168 - Posts: 413 |
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Wow! Thanks User431178 for your generosity in sharing. I really appreciate it.
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| [2024-12-01 21:33:04] |
| User61168 - Posts: 413 |
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I just tried to do remote build the source coed and it throws an error. The build failed. In function 'void scsf_SpreadsheetFormulaModified(SCStudyInterfaceRef)': error: unable to find numeric literal operator 'operator""i64' 97 | auto formulaResult{ 0i64 }; | ^~~~ -- End of Build -- 16:26:17 |
| [2024-12-01 22:04:58] |
| User431178 - Posts: 550 |
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You can delete the "i64" part from the initialisation of formulaResult.
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| [2024-12-01 23:53:35] |
| User61168 - Posts: 413 |
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Thanks. I tried auto formulaResult {}; and it would error so tried int formulaResult; which compiled fine and the study works great. I just have to copy/paste the position sizing formula from my other spreadsheet formula study into your study... it works like magic. if it is not too much hassle, could I request adding a "Update on bar open" (i.e. same as calculate once per bar at open) input criteria to spare load on CPU with updating on every tick. |
| [2024-12-02 09:52:34] |
| User431178 - Posts: 550 |
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auto formulaResult {}; and it would error so tried Yes, type deduction can't work if there is no type to deduce from. Drop the i64 suffix, but keep the 0 (or replace i64 with ll). Or do as you did and don't use type deduction. auto formulaResult {0}; Updated code attached, you can now choose "always", "on close" or "on open". Date Time Of Last Edit: 2024-12-02 09:52:58
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| SpreadsheetFormulaPositionSize.cpp - Attached On 2024-12-02 09:51:55 UTC - Size: 3.87 KB - 6 views |
| [2024-12-04 09:10:00] |
| User61168 - Posts: 413 |
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Fantastic User431178. You have been such a great help. The revised code compiles without any issues and works great! I wish every study in SC came with a enable/disable and update mode of always/onOpen/onClose option. I don't want to abuse your generosity so feel free to decline this request. I have accomplished almost everything I need via simple alerts except for these two: 1) ways to programmatically auto-connect and auto-disconnect the data feed (either at the individual chart level or chart book level or for entire platform) based on a value in spreadsheet formula study. Could this be done in ASCIL? 2) is there a way in ASCIL to programmatically "Force" a chart's graph draw type to be always Blank (or any option in the dropdown list under Chart Settings>Bar Period>Graph Draw Type). When running my autotrading algo, I prefer to forcefully hide all the bars and free my mind from over-thinking and let the algo run without my interference. Hope there is a way to do this. Thanks again for your help. |
| [2024-12-04 10:37:05] |
| User431178 - Posts: 550 |
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1) Only for the entire platform, as far as I am aware. 2) Yes it is possible. See attached for solutions. Either Connect or Disconnect based on formula result, the action is performed when formula result is non-zero. You would need two copies of the study, one for each action. I did not see a way to expose the live system date/time to spreadsheet/alert formula so made a study for this purpose. |
| SpreadsheetFormulaPositionSize.cpp - Attached On 2024-12-04 10:37:00 UTC - Size: 7.54 KB - 1 views |
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