OmniTrader Professional Forum OmniTrader Professional Forum
forums calendars search
today this week
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.

  Current location        Thread information  
OmniTrader Professional Forum
Omni Pilot Discussion
Last Activity 4/26/2019 10:38 PM
1 replies, 2665 viewings

Jump to page : 1
Now viewing page 1 [25 messages per page]
back reply
Printer friendly version

^ Top

Posts: 49

Joined: 2/1/2008
Location: Oostkamp, Belgium, Europe

User Profile
Subject : MarketScan-OT-OP-RT_Traderscript
Posted : 10/11/2013 5:08 AM
Post #22336

Recently i took a subscription to Marketscans. It ables my to scan the whole market instead of just 500 shares (the limit of your RT 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
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

[Edited by Bekaert on 10/11/2013 5:13 AM]

Attached file : Common.txt (46KB - 464 downloads)
Attached file : OP-UserInterface.png (37KB - 664 downloads)

^ Top
Jim Dean

Posts: 3428

Joined: 3/13/2006
Location: L'ville, GA

User Profile
Subject : RE: MarketScan-OT-OP-RT_Traderscript
Posted : 10/11/2013 6:52 AM
Post #22338 - In reply to #22336

Thank you Marc. Interesting read. Good to know that an is still supporting OPilot with modified scripts.
Jump to page : 1
Now viewing page 1 [25 messages per page]
back reply

Legend    Action      Notification  
Forum Moderator
Registered User
Unregistered User
E-Mail this thread to a friend
Toggle e-mail notification

Nirvana Systems
For any problems or issues please contact our Webmaster at