Support Board
Date/Time: Tue, 26 Nov 2024 12:35:24 +0000
Post From: Modification of Spreadsheet Formula Study
| [2023-12-04 09:36:50] |
| User61168 - Posts: 403 |
|
Hello User431178, Sorry to nudge you again. Looking at the cpp codeset, it appears most (if not all) studies that comes delivered with SC platform are developed in ASCIL. If this is true then does it makes sense for me to eventually convert all my simple alert automated strategies into ASCIL just to improve execution performance? So far, I have intentionally stayed with simple alerts and ignored spreadsheet based autotrading with the desire to eventually move my strategies directly into ASCIL after a year or so of live trading. I am curious if you would have any recommendation on the path I should take. So far, I have not felt the need to move away from simple alerts as my contract size/MM will remain small for 8-12 months and slippage has been bearable except during news time (I ignore news and prefer my algos to run during news releases). I think performance gain is probably the only reason why I would want to convert my strategies into ASCIL. If there are any published metrics on how much better is ASCIL vs simple alerts, that would be great. Also, most of my algos have 50+ studies and over 70% of these studies are only for "visual aid" and post trade analysis. I usually hide/disable such studies during trade executions. |