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Omni Pilot Discussion
MarketScan-OT-OP-RT_Traderscript
Last Activity 2/14/2018 1:28 PM
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Bekaert

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Posts: 42

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

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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
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

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

Attached file : Common.txt (46KB - 231 downloads)
Attached file : OP-UserInterface.png (37KB - 394 downloads)

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Jim Dean

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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.
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