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Date/Time: Thu, 16 Jan 2025 09:05:33 +0000



Post From: Spreadsheet trading or ACSIL DLL for Bracket Orders at Market open?

[2017-10-16 09:43:45]
custodiet - Posts: 8
Hello
I have developed a trading strategy that needs to do the following at Market Open-

1) Read the Open Price 930 EST for < 10 symbols
2) Lookup a reference table approx 500 rows x 6 col that contains Profit Targets and Stop Losses for these symbols
3) Pick best Trades based on very simple logic
4) Place Long or Short, Limit Orders with Brackets (using Profit Targets & Stop Losses from above) (would want to consider trailing stops on the brackets as well to maximize profits)

The main issue is to get orders in as quickly as possible before Open Price slips away
Profit Targets can be as small as 3 Ticks

Note I already do this by hand and can successfully complete 80% of the trades manually.

I would prefer to use Spreadsheet Trading to automate this activity, is it possible? or do I need to write an ACSIL DLL (which I really prefer not to)

If yes for spreadsheet, where do I enter the table? and how can I change Profit Tgt + S/L's?

PS I use the Infinity AT Charts version, but am open to switching to Sierra vanilla if required