| What's new Documentation (current upto FT v3.00) (1.3MB pdf)
|
||
|
FT 3.8x
FT 3.79
FT 3.7
FT 3.64
FT 3.50 FT 3.46-3.48 FT 3.45
FT 3.44
FT 3.43
FT 3.42
FT 3.41
FT 3.40
FT 3.39
FT 3.38
FT 3.37
FT 3.36
FT 3.32
FT 3.31
FT 3.30
FT 3.29
FT 3.28
FT 3.25
FT 3.21
FT 3.20
FT 3.19
FT 3.18
FT 3.17
FT 3.16
FT 3.12
FT 3.09
FT 3.06
FT 3.05
FT 3.04
FT 3.03
FT3.00d |
I changed the way the Average Price is calculated in Futures-Trader in case you trade multiple contracts or add and peel off contracts at different levels. Up until now Futures-Trader gave you the average Price of a Position calculated according to the FIFO method, meaning the First Contract taken goes out first. But that method has a disadvantage, if you see your trades in one contract as a position which is to be managed and closed at a profit at last. If I'm down on a position, but my stop has not been hit, I might add to that position and peel off that additional contract only to add again which brings down the average entry price. But it brings it not down as far as IB will let you think. Take that example in the YM Long 11400, price goes to 11360 and you add which brings the average down to 11380. But now you sell at 11370. IB sees it as a loss of 30 points on the first contract taken, while I see it as a profit of 10 ticks on the add-on. Consequently IB will continue to report an average price of 11380, while Futures-Trader will tell you the Average Entry on your Position is 11390. Only if you sell your remaining long above 11390 you will have a profit on your position. IB does agree with that of course, just that IB already banked the loss on the first contract, while I like to be informed in the middle of the trade where my real Break-Even point is. That's why FT now calculates the position Based Average Entry Price. Of course that also means your average Entry will reflect any profits made in additional contracts peeled off during the trade. FT had to be adapted to allow for the change of the Russel to the ICE/NYBOT exchange You have the ability to store your own Default-File from your own Setup Futures-Trader is writing a Last known good file,
where your variable settings are stored outside of the registry. Futures-Trader default installation has been changed to use this layout. Click File/Settings/Load Default Settings to switch to this layout A Portfolio Button has been added to the Tradebook. It will change color to red, if for any reason IB TWS reports a different positionsize than FT and FT is running in Real-mode. Click on the Portfolio button and FT will match the position IB TWS is reporting.
The FT clock seen on top of FuturesTrader will be kept in sync with the IB server you are connected to. Added the option to trade upto 50 different contracts by expanding the Select Ticker page  Added cross currencies to the IB FX window  Different Error corrections Update to IB API 9.00 Bugfixes Newsclient added. Receive realtime News Set your Nickname, click Connect and you are connected to the IRC: Othernet #newsroom
Trade your IB DEMO Account Real with FuturesTrader. No subscription needed Use a new Dashboard to see market internals on analog meters The middlerow gives you cummulative Total Trades at Bid/Ask (black) and Buying/Selling Pressure in Red. To the right you see the TIKI The Bottom row shows the Volume/Minute traded on the contract seen in the Tower and the TRIN on a linear scale. (No need to mentally make the calculation that a TRIN 4 is bearish and inversely equals a bullish 0.25 TRIN) The new Buying/Selling Pressure number is seen on the T&S window and on a new Buy/Sell Pressure window
If you like to trade the NQ's on signals you get from the QQQQ's, you can now do so. On the Ticker details enter QQQQ and FT will watch for signals on the Q's as well as for NQ, when waiting for an automatic tradesignal from Ensign
FuturesTrader Support room Start FT, Click ?/ Join FT Support Channel and get connected with the FuturesTrader room on IRC:othernet. If I'm there I will try to answer your questions or solve problems you might have with FuturesTrader
The Window is a floating window, which can be moved anywhere on the desktop, stays automatically on top and can be resized. When you open the window you will get automatically connected to the Support Room. If you close FT with the Supportroom open, at restart of FT you will have to press Connect to get connected again. You might join other Channels on IRC:Othernet as well, but be aware that the IRC client in FT does not support colors or other codes. It will just display the control codes instead. The FuturesTrader Settingsfile, which is created when you press File/Settings/Export FT Registry file has been renamed FuturesTrader.ftr (from FuturesTrader.reg) to make sure you get no problems when forwarding this file to me by mail as Outlook notoriously rejected *.reg files for security reasons. The file can be found in the \program files\Futures-trader folder Added a "R" Button on the Tower (Simple Orderentrybox in the lower left corner) and The Multitradedesk. Click it before you open your trade and FT will place StopReverse instead of regular Stop orders. The moment you adjust the Stop either manually or automatically it will revert to a normal Stoporder, as usually on a trailed Stop I don't like to reverse if getting stopped, while on the initial Stoporder if hit the Tradesetup is not working and a reverse trade might be asked for. Added the S (Stop) and T (Target) button on the Tower (Simple Orderentrybox in the lower left corner) Set them before you open your trade to place automatic Stop and/or Target orders the moment your trade is open.
In the Trading frame you see 2 new buttons S and L (Short and Long), which will let you open a trade manually. Once in the trade a click on the then visible Cover button will cover the trade. To monitor your trading, you select the TWS Real/Playback datafeed, you select Tradesignals as tradesystem and then enter the trade in the backtest module at the same time as you take the trade in real. For registered users this is done automatically once you select the new “Monitor real trades” Tradesystem. A trade is taken in the Backtest module, the moment you open a real/demo trade in the Tower or the Tradedesk for the symbol selected in the Backtest module. The trade is covered (if still open), once you reverse the trade direction in real trading. At the end of the day, click Stop and switch to the Tickpool datafeed using the Tradesignals Tradesystem. This way you can easily replay the day using different parameter. You might also save the Tickpool data for later use.
Of course this works as well over the weekend, when you decide to invest some time in trading a playback from Ensign or ESignal. I have added ticktime information to the Playback datafeed, so FT is now able to display the Playbacktime instead of the current Realtime. (You will need to update the FTlink.spt file in Ensign with the new one provided in the current release)
It might be just me, but I found myself adjusting the Start and Stoptimes quite often, so I added 3 buttons to preset different times.
Set the time, right click a button to save it and left click on it, to retrieve the information later. If you want to share your Backtest settings, there is now a faster way than sending pictures: Right of the Backtest-Strategy there is an I(mport), E(xport) button, which will Import an existing Strategy or Export it to be send by mail to someone else. The Backtest-Strategy files are saved in the \program files\Futures-trader\Backtest subfolder. Be aware, that Outlook will not allow you to receive a Registry file. So you will have to compress them first or use a different extension, if you mail them to someone using Outlook.
Don’t think, that profitable systems can’t be designed. As I said, they just no longer jump into your lap, but they are there for you to exploit. If you can trade them is another question, but to answer this question, I have expanded the results section, so you get more statistics, which will tell you whether the system you found, might be something for you or not.
As you can see, I redesigned the Backtest module (again). The reason was, that I wanted to know, whether Round Number trades work or not. Space was missing and things became a bit overcrowded. The Round Number module takes a trade, when a round number is hit. What is a round number? That’s for you to decide! On Russel2000 eg. 640, 645, 650. That’s the basis you would put in the Basis field. The Inc or Increment field is used to calculate the next Round Number. Eg a setting of 50 (ticks) means, take the basis and add /substract 50 ticks, to get the next Round number. With a basis of 640, the next long trade will be taken at 635, the next short trade at 645 (assuming a Delta of 0) The Move field is actually some kind of chop filter. It makes sure, that a Long or Shortsignal is not generated multiple times, just because prices move very near to a triggerprice. A setting of 10 ticks is usually advisable. Have fun playing with the new module.
Important things first: IB API 8.61 has been released, so FuturesTrader from now on is available for IB API 8.61 only. Be aware that the former IB API 8.3 and IB API 8.6 are incompatible, so you need to update the IB API, if you want to use the new FuturesTrader version
The dreamresults the Backtest module gave me are behind me. They were caused by statistical and design errors, which have been fixed. But what did I expect? If it were easy, everyone would use it and make money trading. So the first step was saying goodbye to the tradesystem implemented in the backtest module and running Playbacks in Ensign with my Tradesignals transmitted to the Backtest module. So I added the Tickpool datafeed to the Backtest module.
If you run a Backtest, FT will save every tick and tradesignal received in a tickpool. Once your Test has finished, you no longer need to run a Playback in Ensign or ESignal to repeat the Test. Instead you switch to the Tickpool datafeed, change the parameters and run the Test again and again and again, until you have a working model for the day you backtested.
The Tickpool data can be Saved and loaded back later, so you can use the dataset again. The Tickpool can also be cleared manually, as you might decide to build Tickpools going over more than 1 day. You see the number of ticks in the Tickpool in the new Statusline at the bottom of the backtest module.
Tickpool datafiles are nothing but standard ESignal Playbackfiles, which you get when you create an ESignal Playbackfile. They just have an added Buy, Sell or Cover Statement at the end of the Dataline, where you want a Tradesignal to be created. That’s how a ESignal Playbackfile looks in the Notepad-Editor: and here is the corresponding Tickpoolfile with a Tradesignal: As you can see, it is simple to add the tradesignals manually, if you have no way of creating them automatically or if in fact you want to backtest your own trading and see, how trading with different strategies might have given you better or worse results as you really got. The format is T for Tick, Date in YYMMDD format, Time in HHMMSS format, Price, Volume (unused), Tradesignal (if any) as Buy, Sell or Cover FT will by default save Backtest Tickpool files and Excel files in the new ..\Futures-Trader\Backtest subfolder BTW: Don’t complain that, when running Backtests FuturesTrader now uses a lot more memory than previous versions. You can’t have it all. If you backtest a few months of tickdata, these take memory to store internally.
So if you need to watch your memory clear the tickpool from time to time by clicking the Clear Button. . Or consider adding a new GB Ram Module. 2 – 4GB Ram on your trading computer is not too much.
I have posted an FuturesTrader Version for IB API 8.61Beta
The reason being, that the new API allows me to request historical data in the Backtest module.
To use it, you will need to install the IB API 8.61 Beta (download from IB's website) and the update to FuturesTrader
I have upgraded FuturesTrader to support IB API 8.61 Beta.
Select the symbol you want historical data from, connect to IB TWS, click download and after 1 or 2min you should see the message
At the moment I can request just 1 week of data from IB, but this might change in the future. Be aware, that IB API 8.3 and IB API 8.6 are incompatible. So if you have programs, which require IB API 8.3 you should not upgrade.
A user asked for it and actually it makes sense to have the Backtest module not within the FuturesTrader space. It’s still part of the program, so sorry, but you can’t run it stand alone.
You found some cool settings for the Backtest Module? Test them with live data. I added IB TWS realtime data as datafeed for the backtest module.
Getting great results on past data is just the first step of every Backtest. Testing these settings in todays market is the crucial second step. So setup the Backtest parameters, select TWS as datafeed, connect Futures-Trader to IB TWS (File/Connect) and click Run on the Backtest Module. The Layout got streamlined a bit and I added labels, so you know what is what.
In a trade (actually applicable only while running on the Realtime datafeed) you will see a new Button labelled “Cover”, as sometimes you might want to override the system to secure some extraordinary profits. Just be aware, that the moment you use this button your results will no longer be replicable in a backtest. The Scale-In module got a further selection, as I found it necessary to make sure that the number of open contracts was limited to a certain maximum. So now you can specify how many contracts will be opened per strategy as a max:
Here you want to trade 1 additional contract, if the trade goes 5 ticks against you, but that’s it. If you have already 2 contracts once the trade is 5 ticks in the profit, you don’t want a third. But you want another one, if the trade never got to -5, but just started to run. The max c entry takes care of that. In case you are already familiar with Futures-Trader and have played with the link from Ensign to Futures-Trader or ESignal to Futures-Trader, you might also run a Playback in these Chartprograms and have your tradesignals transmitted to the Futures-Trader Backtest module. The moment you select TWS as datafeed, you will have an option to select Tradesignals as Backtest System.
There still is a lot to do, but the Backtest Module already gave me invaluable information for my real trading. My statistics always told me, Chris, finetuning your entries will get you from 72% winners to 75% winners, if you are lucky. And that’s a big big IF, because finetuning aka optimization usually leads to a less profitable system, as the filters introduced will not only filter bad but good trades as well. But working on the Exits, working on Trademanagement, that’s something totally different. I’m getting 10%–50% profits out of the possible profits on a profitable trade right now. Increasing this number to an average of 45%-50% or better will be a huge step forward. And knowing how to Scale-in or -out of a trade backed by the statistics gives a lot of confidence. Especially when you see, that using the wrong strategy will really hurt your performance and can actually be the reason for a losing system. Here is the link to a current Sierra Euro file, so you have a bit more data to backtest on. I really did not know, that changing so little can mean the difference between -4000$ or +10000$ for the month. I have been adding a lot of new features to the Backtest Module, as one add-On led to another. So don’t be confused, when you see a lot of new choices on the Module. 1. Native Sierra Datafiles (*.mnd) as well as ESignal Tickfiles (Playback) and (Ensign) Minute files are supported.
For Sierra and Minutefiles you need to preset the contract, as these do not include contract information. Click Ticker (The Button might show contract information instead. EG: EURz5)
Now select the Contract you want to backtest on the leftmost buttonrow.
2. You can Stop-reverse or Fade the Market on a tradesignal and you can define to take trades with the Trend only on the Time Breakout Strategy.
3. You can change the Target Settings to values you like
Use the Target Settings Box to set the values you like in Ticks
The Retracement Setting has been moved, as it can be applied to both the Switch and the Time Breakout system.
What this setting does is wait for a retracement after a Tradesignal has been received.
4. You can define 3 Scale-In and 3 Scale-Out levels together with an adjustment of the Stop, in case the level is hit. The Stop is calculated in Ticks from the Initial Entry Price
To add a rule to your strategy place a checkmark in the leftmost box. You can add any values you like in these boxes, so make sure it makes sense.Be aware, that Stops and P/L are set inversely. See the first Scale-In line: It means Add 1 contract , if my trade is at a loss of 5 ticks and move the Stop to 10 ticks from my original entry price. So effectively the Add-On contract has a Stop of 5 ticks. The Second line makes no sense, as the moment the contract would be added at a loss of 8 ticks, the Stop would be moved to 2 ticks behind the Original Entry Price, which means, your trade would be stopped immediatly. The third line works again: Add 1 contract, if you have a profit of 10 ticks and move the Stop to 5 ticks. This secures a Breakeven Trade. Same rule apply for the Scale-Out module. 5. Once a test is complete, you can save the results in an Excelfile.
BTW: Before someone asks: Minutefiles and Sierradatafiles contain Bar information, meaning they have information about the Open, High, Low and Close of the Bar, but no individual tickinformation. So how the price moved from Open to Close, you can’t possibly know looking at a Minutebar. But this can be important! Therefore I tried to assume the worst case scenario in case the system is in a trade: If Long, the price always moves from the Open to the Low of the bar to trigger any Stops and only then the move to the High is made and from there to the Close. Vice versa on a Short. The question, which intrigued me most was: What happens with my profitability, if I trade an All-In, All-Out approach (as I do right now) compared to a Scale-In in a profitable trade and compared to a Scale-In into a losing trade Strategy. Say Euro trades at 1.2060: A: 2 Long 1.2060 Stop 1.2050 compared to B: 1 Long 1.2060 Stop 1.2050, Add-On 1.2065, Stop for both to 1.2055 and compared to C: 1 Long 1.2060 Stop 1.2050, Add-On 1.2055, Stop for both remains at 1.2050 I leave it to you to test it for yourself. For me the answer to this question was already worth the work invested into this module. The results you see here are not so different from what I already got using an All-In, All-Out approach, but now I could use a 10 tick Stop instead of the 20 tick Stop, meaning the emotional roller-coaster with this trademanagement strategy isn’t as worse as it is with a 20 tick stop trademanagement strategy.
Backtesting Module
You need FuturesTrader V 3.28 or newer and an ESignal Playbackfile for the commodity you want to test. Here’s a 10 day Euro playbackfile. Goto www.futures-trader.net and download the FT 3.28 version. Start FT and click Windows/Trading System Design
Now you will have to select a playbackfile by clicking Select File Then click Options/Select Ticker and make sure the contract you want to test is selected either in the left most column or in the leftmost of the 3 right columns. On the left side 1 contract can be selected, on the right side you can select upto 6 different contracts.
Now I hope you know the contract you want to test for automatic trading from long hours of watching it on screen, as your knowledge is extremly valuable in designing a profitable system. Set a Stopvalue: I’m currently using 7 to 10 ticks on the euro. Leave the target at 0, as you will set this after your first test run and enter the number of contracts you usually trade or leave the contract number at 1, to see the results for trading 1 contract. Set the Starttime, Stoptime and the time after which you don’t want a new trade initiated (NoSwitch time). Set the Startdate, easiest might be 01/01 to cover the whole year, so you will make sure FT will always start at the beginning of the playbackfile. The Stopdate is automatically preset to todays date. Now select the trade system you want to test: If you have read “Zen in the markets” you will want to start testing a Switch System:
You set a Switch-value, which tells the system, that the trend has switched from Short to Long or vice versa. In the Euro you might start with 25 ticks, but that’s really up to you. Next you can set a retracement level. While Eddie, as far as I understand it, recommends to immediatly enter after a trend switch, I found that waiting for a retracement gives better results. I suggest using 33% to 50% max retracement levels to enter. I have set it in my system to 8 ticks, which is a reasonable retracement level after Euro made a 25 tick run from the lows or highs.
Now you need to decide, if you want to use a trailing stop, a BE+1 Stop and Stop-Reverse orders instead of simple Stoporders. The BE+1 Stop will trigger, once the first target is taken out, the trailing Stop moves the stop to BE+1 after the 2nd target has been hit. Then it will trail 2 targets behind, so when the 4th target is hit the stop will be moved to the 2nd target. Stop-reverse will trigger a reverse order, in case your initial Stop is hit (but not if the BE+1 Stop or a trailing Stop is hit). The targets are fixed in this version and set to 5ticks, 8t, 10t, 12t, 15t,20t,25t,30t and 50ticks. Now click Run and off you go testing your first automatic trade system. If the results are not what you expected, start changing the parameters or try the second trade system currently implemented: A time breakout system:
In this example I take a trade every 90min. Actually the closing price after 90min is taken and 4 ticks added and substracted (as set by the second parameter). Now a trade is taken, the moment this 8 tick range is broken to the upside or downside. Extremly important for a success of this kind of system is the Sync time. In my case I have set it to 9:00 which seems to be a good time for trading Euro. Play with this time and you will see, that a nicely winning system can become a loser by chosing the wrong Sync-time. Same for the timeinterval. I tested Euro July data with a 60min setting, which worked real good in September and got a losing system, switching to 90min proved to be the right decision:
The system suddenly made 344 ticks or 3322$ instead of losing during this month. Of course now the next step is testing September to see how the system will perform with the new setting. If the results are comparable or better than my earlier system results using 60min, fine, I will continue using the 90min interval, but if the results are worse, I need to see, how to determine in advance, what timeinterval to use the moment I start applying the system to real data. Once a testrun is finished you will get a lot of statistics: In the columns showing the results for the different targets reached, you will see a What-If scenario: If you had eg used a 20 tick target, you might have done better, than you did by using a trailing stop only. So this might be reason to enter a number in your Target Box and do the run again. During my testing I saw that a 25 tick target on the euro produced the best results with the euro, which is the reason I now have 25 plugged in. The real eye-opener so far for me was the fact, that the Time-Breakout system seems to have a Win%:Loss% probability of 55% : 45%. Still it is making money by applying good trade management rules. Click Options/Preferences/and select Save Datafiles to save Tickfiles in case you have no access to ESignal. The Tickfiles will be saved in the \program files\Futures-Trader\ESignal Playback folder. Be aware, that the files will get very big. So you might need to cleanup the folder from time to time or compress it to save space. The files are named using the IB naming convention followed by month and year. EG Euro would be EUR 1005 (Older FT versions were able to write daily Tickfiles, so you might have already files in this folder.) There were not so many FT updates lately. That's because I started to use a new feature extensively in FT in my trading, which was not yet published.
Take a look at this Tower:
On the left side you see some new information, like the H/L/O/C or something marked 9m, lB1, lB2.
I have expanded the link between Ensign and FT considerably and any chart can now send chartdata or indicator values (as long as they are based on price) to FT to be displayed directly in the Tower. The H/L/O/C as example are the previous bar's High, Low, Open and Close. 9m is the abbreviation for the 9ema value at that time. lB1 and lB2 are the values for 2 Bandstudies I use. Recent versions display also yesterdays H or L, swing Highs and Lows and Pivot points. Actually you can transfer 19 different price data. You decide yourself how the data you transfer will be abbreviated on the Tower by adjusting the Ensign ESPL study.
The caveat and reason why I did not publish this earlier was, that the connection between Ensign and FT sometimes for no apparent reason breaks down and you get no more updates until you manually reset the connection. Usually you see it relatively fast, as the data get out of sync with the priceaction real fast, but none the less it's an issue you have to accept for the time being as I really have no idea why it happens. I could and have for a time added a routine in Ensign, which would reconnetct with FT automatically, but this resulted in a sluggish Ensign the moment the connection could not be established automatically. So I'm back to manually starting the connection between Ensign and FT and making sure from time to time that the connection is still running. To reset the connection in FT you click the ESPL button 3 followed by button 4, which first closes the connection and the reestablishes it.
You will then see the Status line: Connection between FT and Ensign up and running.
If you can't see it in FT, restart the Server inFT by pressing the new S button on the Small Toolbar Menu
 or by restarting FT
The current FT 3.23 version already has the support for this feature implemented and just needs Ensign to send the data in a certain form to be displayed.
3 steps are necessary in Ensign:
1. You need to adjust your ESPL script or use the new FTLink.spt which I have included with this email and which is part of the FT 3.23 update or full version
procedure InitializeVariables;
begin //IP:='192.168.0.96'; IP:='127.0.0.1'; Port:='7480'; L1:='O'; L2:='H'; L3:='L'; L4:='C';
The Variable L1 to L19 hold the abbreviations you want to see in the Tower in FT. In the example above that's the open, high, low and close of the previous bar.
At the moment the list is limited to 19 different values, as I think that's enough to display everything you need to know. But if you need more, just let me know.
2. You need to adjust your Chart templates to set Global Variables with the Chartvalues you want to transmit to FT
Here you see a DYO study, which sets the Global Variables 51-54 to hold the data of the previous bar:
So the L1 variable in the ESPL program above corresponds with Global Variable 51 and the L19 ESPL variable will correspond with Global Variable 69
As I said, what you want to transmit is upto you and how it is labelled in the Tower is also upto you.
3. You need to call the SendChartData study (ESPL study # 159) AFTER you have set all the Global Variables, so Ensign knows that you have set all necessary information to the Global Variables and the data is now ready to be transmitted.
That's it.
I do this simultaneously for all markets I trade and notice no timing problems here, even if the data is send with every tick. But I'm not trading very high volume markets, so you might have to see, if trading the ES causes problems on your computer, if you send the data with every tick.
(As I'm no longer actively in chatrooms during the trading day, it's best to contact me by email if you have questions. If you add FT or FuturesTrader somewhere in the subjectline, you can make sure your email is not considered spam by my email filter.)
Oh yeah, 1 thing: You shouldn't have 2 charts displaying different timeframes sending both chartdata to FT. While this won't confuse FT, it will sure confuse you.
CPU Load has been reduced significantly. Tower flicker reported by some has been taken care of. The average Entry Price after partial Fills on the Multi-Tradedesk was not reported correctly Save Cancel / Modify Order Fees IB announced to ask for Order modification and Cancellation fees for Globex orders (no longer applicable for the time being). FT offers you a way to avoid these cost as good as possible by simulating all orders until the Bid / Ask as the case may be is a certain number of ticks away from the orderprice at which time the order is submitted to the exchange by FT. BE AWARE that using this system you run a higher risk of missing trades and / or in case of open orders to have no live exit orders in the market or to have live orders in the market at a less advantages price than seen in FT. The reason being, that the moment FT handles these orders internally, you bear the risk of Internet connection or other problems in the chain FT to IB TWS to IB Server to Exchange. If any one shows a problem, FT will be unable to submit the Order at the price indicated. If you still don't like the idea of paying IB $ 1 for every modified or cancelled order go ahead: Click Options/Preferences:
If you click Enable, FT will submit orders not immediatly to the exchange, but only when the Bid/Ask is a certain number of ticks away from the orderprice. If you enable "Use for Position open orders only" FT will use this technique only, if you are currently flat in the contract traded, but not for Stoporders or Targetorders once a position is open. On the Tower you will see no difference. But in the Orderbook a simulated order shows a greyblue status saying "Order placed". The moment the order is submitted to the exchange, the Order status changes to light green "submitted"
IB changed the way OCA groups are handled. FT 3.21 addresses this problem **** NEW IB TWS build works ONLY with IB API 8.3 *******
as extensive testing showed, the current IB TWS build 843.7 will no longer support IB API 8.06
Yu can still connect to IB TWS, you will receive account values,
but you will no longer receive any quotes.
I will therefore stop support of IB API 8.06, as it is no longer working with the current IB TWS build
and I have no way to fix this from my side
If you need to continue using IB API 8.06 the only way might be to NOT update IB TWS.
Whether IB will allow you to connect to their servers with old IB TWS versions, I don't know.
Reading my blog you might have noticed that I use the defense strategy for my trading now. This requires me to add and or adjust multiple orders in the Tower. I added the Toweroption (applicable to orders entered on the Tower or the Multi-Tradedesk) to use the Right Mousebutton to add a new order to already existing orders, while the left mousebutton adjusts existing orders. This means you have to decide whether you want the right button submit orders with a different contract size or use it for adding orders to already existing orders.
If selected, the contract selection boxes then change as well.
I changed the subscription/security model implemented in FT. So all registered users installing FT 3.19 will have to reregister the software. I'm sorry about the inconvenience, but it was the only way to spare you in the future forced updates, just because the subscription period ended.
FT supports IB API 8.3
IB released a new API (the software to connect FT with IB TWS) and as usual it is not compatible with the previous version.
FT 3.18 is now available for both IB API versions on my download page. Just download and install the FT version needed.
You might want to update your IB API and FuturesTrader version to IB API 8.3 to stay compatible with the IB TWS releases coming in the future.
A hint: If you have the wrong FT version installed, usually you will be able to connect to IB TWS, but you will not receive quotes.
I added a running Buying/Selling display on the Time and Sales Window
Negative (decreasing) numbers mean there is Selling in the market
Positive (increasing) numbers mean there is Buying in the market.
A click on the contract label or the cumulative size itself resets the number to 0
You might want to do this after a trend has turned into consolidation or vice versa.
EG: you might do it on the DAX or the Mini above, as these contracts show strong buying or selling due to the high numbers seen. (Here all trades are calculated, not only blocktrading). If these contracts start to consolidate, you might want to reset the total to 0, so you see where the consolidation is headed and eventually resolved.
Again: It's a new concept and interpretations of the numbers are still open.
Reset to Default Settings
In case you just tried too many settings or just looked around too much and your FT is all messed up.
I introduced the new File/Settings/Load default settings menuitem.
This loads the preset settings and layout, which you get also, when you install FT on a virgin computer, where FT never has been installed before.
FT will first save your current settings in the file FuturesTrader.reg and in case you want to return to your previous settings, you can select
File/Settings/Import FT Registry file
Offer for all FT 2.68 users, who now have the problem, that the current IB API is no longer compatible with the Futures-Trader version they are using
You might want to subscribe to FuturesTrader and receive all updates for free as long as your subscription runs.
Or
you can get the most recent FT version 3.18b with 1 year of upgrades free (including adaptations to new IB API versions of course) for the Upgrade price of 288$ instead of the regular 350$ price.
Forex Window
trading Euro and following the Forex market I have identified a possible reversal signal, which got added to the IB Forex quotes window.
Forex IB quotes are somewhat different than other Forex quotes, as IB charges commissions on Forex trades, so the spread on IB Forex Quotes varies during the day.
Usually it stays a 3-4 tick spread on the Euro, but sometimes it narrows down to 2 or even 1 tick. The latter is a possible reversal signal. At least it is a line in the sand, if the Bid comes upto the Ask, but the Ask does not yield and tick up as well, it is like a Line in the Sand. Someone is selling Euro at a specific price and it has to be size, as otherwise the quotes would move.
FT 3.17 now identifies this situation by changing the background of the Spread field, which usually shows the divergence between Futures and Forex price, to a bright red
In the example below this would happen if the quotes for Euro would be 1.2963 1.2964.
 Quite some time during which I did not post an official update to FT.
What has been added or changed:
- Auto Trading from your Ensign charts is possible
- Preset Stops and Targets to secure your position in the order queue, before you enter your trade
- Connect to 2 IB accounts with a click of the mouse
- Use Runners on the Multi-Tradedesk
- Sort your Ticker page
- Moved some items from the Options menu to the Preferences page
Real Automatic Trading is now possible with FT and Ensign chartsoftware (www.ensign-software.com)
The Multi-Tradedesk needs to be visible to use the automatic trading feature
The / Button switches to Tr(ade) if pressed.
BE CAREFUL.
The moment this button is pressed each time a Tradesignal is received, FT will generate an order in the contract selected.
In the example above, the Euro is selected for automatic trading
So BEFORE YOU CLICK the / BUTTON, switch FT to DEMO mode
(Real trading of automatic strategies is available only for subscribers)
In Demo-Mode you can let FT trade your strategies and see in realtime, whether your strategy has an edge in the market or not.
The Button right of / determines at what price a Limitorder will be placed.
     
M = Market order
L = Limitorder at the Lastprice traded
BA = Limitorder at the Bid (Short) or Ask (Long)
J = Limitorder at the Bid (Long) or Ask (Short)
Number = Limitorder at the Bid + Number (in Ticks) for Longs or at the Ask - Number for Shorts
The Stopprice is determined by using your Stopbutton setting on the Multi-Tradedesk
In Ensign you need to use a new ESPL script
It is called FTLink.spt and part of the new FT installation.
During installation it will be placed in the \program files\futures-trader folder.
Copy it in the \ensign\ESPL folder
In Ensign Click the ESPL button and run it. Thje script assumes, that FT is running on the same computer as your Ensign
If you modify the script and enter the IP-Address of the computer running FT, you can send tradesignals over your internal LAN as well.
FTLink.spt
...
procedure InitializeVariables;
begin IP:='127.0.0.1'; Port:='7480'; end;
...
(Be aware, that Ensign sometimes drops the Link between FT and Ensign. If you experience this issue, let me know, I have added a timer to my own code to reconnect in regular intervals. As this is something usually not necessary, I have not yet made it part of the general release)
To send a Buy or Sell Tradesignal you just need to add an Alert in Ensign to your trading template, which has "Buy" or "Sell" as messageline, when your trade conditions are met.
Actually it can either say
Buy or Buy R (for Buy reverse if short) or
Sell or Sell R (for Sell Reverse)
for a Buy:
or for a Sell
On the Screen you will see the following white and yellow arrows if you use a similiar template.
The Options/Preferences page has multiple settings for Autotrading Ensign Tradesignals:
Add to allready open trades is disabled by default, as my experience is, that tradesignals become less reliable the longer a trend runs.
Reverse to initial position means, if you add to a Long or short position, FT will reverse only to your initial setting not the last contract size
EG. Initially you go Long 1 contract and then you add further 3 contracts, ending in a position of 4 contracts. reversing this position would mean you are short 4 contracts, but if this setting is selected FT will reverse to 1 contract Short.
Chase if new signal is received. You received a trade signal, but you diod not get filled for whatever reason. Now a furtehr tradesignal in the same direction is received. FT will adjust the open order to the new Entryprice based on the new tradesignal, if this option is selected.
Keep signal alive for x seconds. After 90 seconds in the example above FT will cancel open orders and remove the tradesignal from the Chart Alarm window. You can manually cancel a tradesignal, if you click on the running timer on the Chart alarm window
Multi-Tradedesk
Enter Long and Short Stops and Targets BEFORE you place your trade to secure your position in the queue before you even make your trade.
While on volatile contracts like the currecies, this might not be necessary it can be a must on the Bonds or ES
On the right side of the Multi-Tradedesk you see the Stop and Target buttons:
move your mouse over the little buttons between the target buttons and you will see at the Top an indicator saying Long.
This means, if you click on the Stop and Target buttons, these are meant for a long position
See for a Euro Long position a 7 tick Stop and Target placed before the trade is made:
Once you enter your position, the Stop and Targetorders are already online.
Be aware that these are live orders, so if the market moves against you without you going Long, you will be short the moment your preplaced Stop or Targetorders are hit.
This feature is available on the Tower as well.
Move your mouse over the two new grey buttons to switch from Go Long to Go short and then click the Stop and Target buttons
To enable this function select on the Options/Preferences page the
Enable Long/Short Preset button
Connect to two different IB accounts with the click of the mouse
I added on the Info Menu two Buttons saying 1 or 2
Just click the number and FT will connect to the first or second IB account.
Be aware that open positions are not saved before switching accounts, so I recommend you only switch, if you are flat.
The account details are entered on the Options preferences page
Use Runners on the Multi-Tradedesk
If you trade multiple contracts, the Multi-tradedesk now allows for setting multiple targets as well.
Move your mouse over the Target button, hold the CTRL key down and turn the mousewheel.
This will set the spread for the runner orders
To enable this feature
deselect Use NO runners on the Options / Preferences page 
Options/Preferences
I moved some items from the Options menu to the Options/Preferences page and will continue to do so in future releases of FT.
I also added a Clear Statistic Button on the Options/Preferences page, as with testdriving different Autotrade systems I saw myself frequently restarting FT, just to clear the statistics file.
Save your statistics BEFORE you hit this button, if you need the results by clicking File/Save Daily Report
(The paper profits on your account window will reset the moment the next trade is made)
Options/Select Ticker
Sort your Tickerfile by clicking on the new Sort button
The sort order is determined by the numbering of your tickers to the right of the Ticker label. Use the mousewheel to change the numbering.
FT 3.12 provides a new window and a redesigned Multi-Tradedesk.
The redesign was made, after I got a tunnel-view and was left with -14 on the short and -7 on the long side in the Euro in a fast selloff within 1 minute, when I clicked the wrong buttons to reenter a trade.
So I decided to follow my old principle to seperate the Long and Short side, which I violated on the former Multitradedesk-Layout
This is the new Multi-Tradedesk Layout:
The price and size background colors can be set using the colorscheme window (Options/colorscheme)
The functionality remains the same of course. The numbers in the middle are the Bid/Ask, while the numbers to the outside are used to set fixed price entries. Changes have been made to the colors. The buttons outside of Bid/Ask always sent StopLimit / Limit orders depending on the entry price selected. This is now visualized. The button turns your Stop color instead of the Long/Short color the moment a click on the button would send a StopLimit order.
FT now also provides a TCPIP server, which is able to parse Orders sent to FT and display these in a
new window called Chart Alarms
This module is working together with Ensign ´Software, which has the functionality to connect to a TCPIP server on a known port.
The port is preset to 7480 and can be changed within FT on the Preferences page
The connection can be made over an internal (or even external) LAN and FT will display any Buy/Sell signal received for one of the symbols selected for the Multi-Tradedesk in the window seen above.
In the first row you see the Tickersymbol (Euro March 05) showing the Long color to tell you a buy signal has been received and the last traded price is not higher than 2 ticks above the Triggerprice. Clicking on the label will switch the Tower to the selected symbol.
The triggerprice itself is displayed in green as well (actually the color you selected for Longs)
On a white background you see the last traded price colorcoded to tell you whether the last tick was an up- or downtick
The last number seen is the Stopprice.
Orders can be sent just by clicking on the triggerprice or last traded price. Same for the Stop.
The triggerprice as well as the stopprice can be adjusted with the mousewheel for last minute changes if necessary.
If no Triggerprice or Stopprice is submitted with the Buy/Sell signal, FT will use the last traded price at the time the signal was received as triggerprice and use your Stopsettings according to the Multi-Tradedesk settings to calculate the Stopprice.
The number in the small grey field shows the distance in ticks of the last price traded to your stopprice and gives you the risk parameter of the risk:reward equation.
The time to the left tells whow long ago the signal was received.
A signal will be cleared
- the moment a new signal for the same contract is received
- after a certain number of minutes as set on the options/preferences page
- when the stopprice is violated
What do you need to send to FT to use this Chart alarm window:
In Ensign it's simple:
Add the following procedure to your ESPL script
Procedure SendAlert;
var a,c:string; i:integer;
begin
a:=copy(IT,19,3); if ((a='Sel') or (a='Buy')) then begin if tcpconnected=false then begin tcpconnect('7480','127.0.0.1'); Pause(1); end; if tcpconnected=true then begin c:='AL '+IT; tcpsend(c); end; end; end;
And to the main part:
{**********Main Program**********}
begin
if ESPL = 80 then SendAlert;
end;
Now add Alerts to your Charts which fire a Buy or Sell message when hit.
That's it.
Select Ticker Window
Adjusting the expiry date on multiple but not all futures contracts was a problem until today.
Click middle button on the right side and then click the Exp 03 button at the top to update the selected contracts
If none are selected, all contracts are updated with the new expiry date.
Upgrades and Fixes:
FT supports trading the same contract in different calendar months. If you trade these claendar spreads, be aware, that the cash calculation can use only one contract (the later one on the ticker list) to calculate the cash - futures spread and display corresponding cash prices, when you enter a futures price
The Trailing fuction on the Profit Protection window made problems. I have adjusted this, but the new trail function still needs testing. So don't use unattended.
As with some window sizes fractions are displayed on 2 lines I added a selection on the Options/preferences page, where you can select whether Bonds shall be displayed with or without Fraction.
The difference is as follows: 113 4/32 or 113-4 The latter takes less space, which means the number is not broken on two lines
FT 3.09 adds an enhancement to the detailed TOS
Click on the Blocktrade button to see just Blocktrades which have the selected minimum size or bigger.
To change the Blocksize use the Mousewheel and click the BlockTrades Button
To see all trades with B/A changes click All Trades
The Blocksize is saved by contract
I did not add a beep to announce a blocktrade, but if you really like to be driven nuts by a beeping computer, just let me know and I will add it:-)
MiniChart
the Minichart (if you use it without CCI for space reasons) now shows Order and position markers. You can use the Minichart together with the Multi-Tradedesk and it will show the chart of the contract selected to be displayed in the Tower. The Minichart now remembers it's bars even when you switch tickers on the Multi Tradedesk
The New Spreadcalculator calculates the Spread between different contracts on a Tick basis. You can use different formulas (switch them by clicking on the formula button)
To setup a spread you dial in the 2 contracts you want to display a spread. (If you dial in just one and set the other to "---" you can calculate an inverted value as well. Formula "x/y" or "y/x" as the case may be)
If you setup a spread between eg Russel and YM you will see a spread of about 4200 ticks, click on the button showing the spread to set it to zero. Now you can see, if the spread between the 2 diverges. An arrow will show, which contract appears to be stronger relative to the other. This arrow feature is still under evaluation, as I'm not yet sure I got it right for all calculation methods. So always chack your charts.
As you can see to the right, you can also compare different contract months of one contract.
The spread calculations available:
x - y Contracts move in the same direction with different speeds
x + y Negative divergence between the two contracts
x / y Used for currencies mainly
y / x Used for currencies mainly
(x-x.) - (y-y.): This compares the 2 contracts relative to a Startvalue x. and y. Unless you click the spread button FT uses the first quote received as Startvalue
(x -x.)+(y-y.): Same as above, but here you assume a negative divergence between the two contracts
The new small Quotesheet, displays either the (Bid+aAsk)/2 Midprice or the Lastpriice, depending on the setting of the Button showing Last
You can dial in the Tickers you want to see with the Mousewheel. I added this quotesheet, as i like to follow some contracts, without need of the full Quotesheet already available
The Adjust button on the Forex Quotes sheet automatically calculates the Cost to Carry (aka the average spread between Futures and cash prices. uses it in calm trading moments)
The update adds a Reverse Limit Button on the Tower (new Orderentrybox)
where you can set in advance the reversed positionsize
Use the mousewheel to change the Limitprice
Hold down the CTRL or Shift-Key while turning the Mousewheel to change
the number of contracts for the reversed position.
The button is visible only when you are in a position.
You can set both
a Reversetarget order
or
a ReverseStop order
just by dialing in the price above or below the current marketprice
Be aware, that the Reverse order is not automatically adjusted, when you partial out of your position and the Reverseorder is not hit
Atomic Clock Reference to the program
At startup FT will ping the NIST Server "time-nw.nist.gov" at port 13 and adjust the internal FT clock (seen in the status line and on the Quicklaunch bars) if necessary.
Your computer time is not changed, as this might cause problems with an already running IB TWS.
(If you use a Firewall, you might need to open port 13 to allow a ping to the NIST server.)
I'm trading now a few weeks with the new Multi-Tradedesk, and being used to the Tower displaying my positions and Market depth, I actually found me first switching the contract i intended to trade to be the one displayed in the Tower. When I entered a trade without doing this first, I felt actually blind, like driving in a blizzard.
This has been changed.
Multi-Tradedesk:
Now you can click on the Ticker-Label on the Multi-Tradedesk and the selected contract will be displayed in the Tower. Including all your positions and including the ability to adjust and manage orders as you are used to. You can change the Tower-Display at any time, regardless whether you are in a position or not and it's switching real fast now.
FT has a lot of automatism available for the contract selected for trading on the Select Ticker page. This has not been changed. also I have not changed the code to support all functionality available for all contracts available in the Multi-Tradedesk, as I don't think that's really necessary.
If you manage multiple positions you will not micromanage these. But you need good StopLoss automatism. So I added a Stop to Breakeven Button on the Multi-Tradedesk and I enhanced the Profit Protection routines to monitor all open positions on the Multi-Tradedesk.
Also a simpler Orderentrybox got added at the bottom of the Tower, as not all options found in the regular Tower are available on the Multi-Tradedesk
You can select to use this new Orderentrybox all the time (see the Tower menu) or only for the contracts selected as Watchlist items (row 2 to 7 on the Multi-Tradedesk)
A film showing the Multi-tradedesk in action has been posted here
The new "Execute" Button on the Tradedesk enables/disables immediate execution of a Stop to Breakeven order. The number shown on the dark blue Button indicates the number of ticks a trade needs to be in the profit, before the Stop is moved to breakeven + x ticks. Hold the CTRL Key down while turning the mousewheel over the Stop to Breakeven Button to adjust the Stop. At the Top is the Stopsetting shown. A negative number indicates that you secure a profit in the trade.
The PP button enables/disables the Profit Protection module when trading with the Multitradedesk. Profit Protection is enabled only, if the Stop to breakeven button is not pressed, meaning you can have either a Stop to breakeven scheme or a Profit Protection adjusted Stop.
Trading with the Multi-Tradedesk for real is only available in the Full Futures-Trader version, not in the Light version.
Profit Protection Module
The Profit Protection Module has a new "E" Button, which toggels immediate Execution of a Stop adjustment or just the setting of the Stop to Breakeven caption. (This can still be set in the Trading menu as well)
Forex Window
The Cost to Carry spread between Futures and Cash can be automatically calculated by clicking on the new Adjust Button
A new compact Multi-Tradedesk Layout scheme has been saved in your Layout folder
Mini Chart
Heikin-Ashi chart candles instead of the regular candles (select from the Options menu, if you want to use Heikin Ashi charts instead of the regular charts)
the Minichart retains it's settings, even when you switch contracts.
This means, as long as you don't change the timeframe on the minichart, you can switch contracts using the Multi-Tradedesk and always see the correct minichart for selected contract.
Scale in / scale out
When scaling in and out of a position: Longs and Shorts with automatic Bracketorders were handled different. Fixed
Enhancements to the Multi-Tradedesk GUI
First:
If you place an order it will be shown not only in the Orderbook, but also on the Multitradedesk.
The Ordertypes can be:
L-l = Long-Limit
L-m = Long-Market
L-s = Long-Stop Market
L-sl = Long-Stop Limit
S-l = Short-Limit
S-m = Short-Market
S-s = Short-Stop Market
S-sl = Short-Stop Limit
The orderprice is either in the Long or Short color depending on your Ordertype
The number sen to the left is the number of ticks to go until your order is hit. You might want to prearrange some orders at S/R levels and this way can see with a quick glance to the screen, if an order needs your attention or not
Be aware, that if multiple orders are open in one contract only the last submitted order is displayed on the MultiTradedesk.
Second:
right of the already introduced Standard Button (which moved to the bottom of the screen) is a new Button, which toggles between
Fixed - The numbers seen change only with the mousewheel
Bid/Ask - The numbers show the Bid for shorts and the Ask for Longs. Changing the numbers with the mousewheel looks the numbesr until the mouse is mouved over one of the grey reset areas between the numbers (these got expanded a bit to be more easily hit)
Join - The numbers show the Ask for shorts and the Bid for Longs. Changing the numbers with the mousewheel looks the numbers
Inside - If the spread is 1 tick, the numbers show the Ask for shorts and the Bid for Longs, if it's bigger, than the numbers are one tick inside of the current Bid for Longs or Ask for Shorts. If you trade HSI, you will really like it:-)
Third:
The Bid and Ask price can be adjusted with the mousewheel for a quick Orderentry
Sometimes you have your mouse over the Bid or Ask price to quickly enter an order at the Bid or Ask. Once filled you might want to adjust/place your targetorder without moving the mouse.
This is now possible
Moving the mouse one row up or down will release the lock on the Bid/Ask price
Multi-Tradedesk.
A trading platform, which lets you trade multiple positions in different instruments at the same time
You can trade up to seven different instruments. The first instrument seen is the one you select for trading on the "Select Ticker" window, the other 6 are the watchlist items selected.
At the moment only the first contract -the one selected for trading- in the list is displayed in the Tower.
Clicking on the Tickerlabel, selects a contract for trading and displays it in the Tower.
The Multi-Tradedesk has the same left/right mouseclick functionality you already know from the Tower.
The two white numbers select the numbers of contracts traded with a left or right mouseclick
Next follows the Position indicator (0 = flat, negative numbers = short, positive numbers = long), the Average Price and the Profit-Loss indicator in Ticks/Contract (so if you are down 1 tick you will see -1 regardless of the number of contracts open)
At the Top of these fields you see a Cover All button. Click it and all open positions will be closed using Market Orders
The Demo Button let's you switch to Real mode.
The F Button submit's the FastOrderEntry Orders. Using the Mousewheel you can adjust the numbers of ticks away from the current market. The current setting is seen at the Top of the column
The C Button Cancels all orders for one instrument. The red C Button at the Top of the column cancels all open orders.
Next follows the
Last | Last Size| Bidsize | Bid | Ask| Asksize columns
The one selected (that's the one you point your mouse to) has a White background, the others have a yellow background
The Bid and Ask fields are highlighted in the Colors you use for Long and Short orders.
With the Standard setting (switch using the Button labelled "Standard") you Go Short at the Bid and Go Long at the Ask
Click the Standard Button and it changes to Join B/A
Now you try to Go Long at the Bid or Go Short at the Ask
Contrary to the Tradedesk, you might have used earlier, Orders are now submitted, by clicking on the Bid/Ask price directly. That's why they get highlighted, when you move the mouse over the Multi-Tradedesk.
The numbers seen above the Bid / Ask pricefields are the calculated cashprices if you trade currencies.
In addition to submitting Orders at the Bid or Ask, you can preset orders using the fields adjacent to the Asksize field
These submit StopLimit or Limitorders to go long or short depending whether your order is above or below the current market.
As the fields do NOT update themself (you might want to preset them to certain values in preperation of the trading day)
there is a Reset Button at the Top, which resets all buttons to the current Bid/Ask. Moving the mouse over the Button is sufficient.
To reset one line you see a small area between the M|M lines
Moving the mouse over this field resets the currently active line
The M|M fields send market orders. They can be changed using the Mousewheel to send Limit- or StopLimitorders (as needed) x-ticks away from the current market.
The value is calculated mathematically for Shorts as Current Bid +/- x-ticks and for Longs as current Ask +/- x-ticks
At the Top of the column when trading currencies you see again the calculated Cashvalue of the futures contract.
Last follows the Stop and Target Buttons
The first button (Yellow) is the Stop (currently a 5 tick Stop is selected) and a click submits a 5 tick stop for the whole position.
The second button (light blue) is the Target.
The S / T buttons can be pressed to automatically submit a Stop and Target order once a position is opened.
The Init Button selects the calculation method available to place the Stop and target.(Init = Initial open of the trade, Avg = Average Price of the trade, if you scale in or out)
What's still to do:
Switch any open position to the Dome by clicking on the Tickerlabel.
Adaptation of the GUI based on your comments
FYI: The Multi-tradedesk will be available for Real Trading ONLY for subscribers.
Please be aware that the Multi-Tradedesk is new technology and even if I'm already trading with the Multi-tradedesk, that doesn't mean there are no Bugs in the new trading routines. So I recommend trading the Multi-Tradedesk ONLY in Demo mode until you are familiar with it.
The Multi-Tradedesk can be detached and float independant from the Futures-Trader program.
The Times and Sales window got expanded to show all seven instruments selected.
The FX window got enhanced to allow setting of the Cost to Carry parameter.
Use the mousewheel to set this number to Zero in slow trading
Trading Z -LIFFE
If you trade the FTSE index (Z - Liffe) a bug concerning trading contracts denominated in GBP has been fixed
Best regards,
Chris
|
|
| © Christian Czirnich 2004, contact me at: croc1964@futures-trader.net |
Now, if you update your 
Just select the appropriate Datafeed. 
There you set 2 MA’s (Simple Moving Averages) and these decide what the trend is. During a backtest run the yellow boxes will show the value of the moving averages.
This file currently has just the tradedata, but no Settingsdata. I intend to change that in the future to make it easier to recreate a result.
This system takes the idea of the first bar trade and expands it to taking a trade in regular intervals.
