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»Forums Index »Product Support »ProphetX Support »Signals
Author Topic: Signals (11 messages, Page 1 of 1)

dwj
-Interested User-
Posts: 3
Joined: Mar 28, 2007


Posted: Mar 28, 2007 02:15 PM          Msg. 1 of 11
New to prophetx.....

I'm playing around with the signals, attempting to create one for practice. The doumentation on the syntax isn't all that great.
I want to create a simple cross between signals.....when stoch k[14,3] crosses above
stoch d[3].
So far I've been unsuccessful. Either gotten some cryptic error message or nothing on my chart when I drag and drop the new signal.
Did manage to create a real simple one with the percent r indicator, that works, but moving up a little is where I'm having an issue.
Also, can you create conditions with a signal? If this happens then signal this. Or if this signal is less than a specific value, and this other signal happens, like some type of crossover, signal this....
Any thoughts or help would be greatly appreciated. Or pointers to some better documentation.

Thanks,

dwj
-Interested User-
Posts: 3
Joined: Mar 28, 2007


Posted: Mar 28, 2007 02:58 PM          Msg. 2 of 11
never mind, got the simple stoch to work, now to try to figure out conditionals.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Mar 28, 2007 03:06 PM          Msg. 3 of 11
Im not sure if you have the sample Stochastic signal in your ProphetX installation, but it may help you a bit with syntax.

For example (SigStochastic):
Buy Signal: CROSS(80,STOCH(SERIES,5))AND(SERIES<MOV(SERIES,24))
Sell Signal: CROSS(STOCH(SERIES,5),20)AND(SERIES>MOV(SERIES,24))
Overbought indicator: IF(STOCH(SERIES,50)>80,1,0)
Oversold indicator: STOCH(SERIES,5)<20

Each of these are set as individual alerts, so they each trigger a different event (Text on scree, change color of bar, Add Icon above bar, play a message (TTS), run an application).

We are working on creating some better documentation as I agree that the docs aren't of much help. We will do our best to help if you have any questions though.

Jay Froscheiser
DTN - Trading Markets

margep
-DTN Evangelist-
Posts: 119
Joined: Sep 13, 2005


Posted: Mar 28, 2007 03:07 PM          Msg. 4 of 11
Did you contact our support group earlier today? If so, we're working on the formula you wanted to create. For some reason it will not allow us to combine the Stoch and RSI it was sent to a developer and we haven't heard back. Someone will contact you as soon as we get a response.
The documentation is general in nature because there are so many possible variables when creating formulas. In 10 years of working with ProphetX, I've rarely seen 2 the same. We show the basic syntax and you decide what you want to do with it.
Thank you for using ProphetX and we'll be in touch with you soon.

dwj
-Interested User-
Posts: 3
Joined: Mar 28, 2007


Posted: Mar 28, 2007 04:28 PM          Msg. 5 of 11
Just a little frustrated since the documentation isn't as clear as it could be. Trying to get a signal to work by trial and error is frustrating. Documentation or examples would help.
That said....
Get another cryptic error when I add the directional indicator:

CROSS(STOCH(SERIES,3),STOCH(SERIES,14,3))ANDDI(SERIES,14)>-DI(SERIES,14)

Tried the DI signal alone, it works. The stoch part alone works. Together? Again, it's probably just syntax, looked at the stoch signal with the moving average - stoch and moving average.
Syntax appears to be the same, but it doesn't work, some type of error message. Even a decription of the error messages would be of benefit so I could at least figure out what it's complaining about.

Spectre
-Interested User-
Posts: 6
Joined: Aug 4, 2007

trade price action not the price.


Posted: Dec 2, 2007 10:06 AM          Msg. 6 of 11
Looking to create signal:

EMA Cross 80/15 Low

When two EMA's cross a buy or sell signal is registered. Painting the price bars different colors.



File Attached: 12022007-110501.jpg (downloaded 1598 times)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 2, 2007 02:09 PM          Msg. 7 of 11
Spectre,

Attached is a screen shot of a signal that will put a BUY or SELL text on the chart and change the bar color on the cross. You will want 2 Alerts (on the left side), one for BUY and one for SELL. Just reverse the 2 MOV() functions within the formula for each Alert.

Here is a breakdown of the formula as well as it may help you to tweak it as needed:
CROSS(MOV(SERIES, 15,0,0,1,0), MOV(SERIES, 80,0,0,1,0)) for the Buy Alert
and
CROSS(MOV(SERIES, 80,0,0,1,0), MOV(SERIES, 15,0,0,1,0)) for the Sell Alert

CROSS((VALUE1), (VALUE2)) = Trigger when Value 1 crosses Value 2

MOV(SERIES,15,0,0,1,0) = 15 Period "Exponential" Moving Average

Here is the definition of each parameter that can be used in the MOV() function:
Symbol -- data source symbol (use "SERIES" to use whatever symbol is in the chart)
Period -- time interval for moving average calculation
Vert Shift % -- moving average offset factor
Horz Shift -- moving average offset factor
Method -- moving average calculation method : (Standard/Simple=0, Exponential=1, Weighted=2, Running=3).
Element -- price field to use for calculation (Close=0, High=1, Low=2, Open=3).

Jay Froscheiser
DTN - Trading Markets



File Attached: MACrossSignal.JPG (downloaded 1592 times)

Spectre
-Interested User-
Posts: 6
Joined: Aug 4, 2007

trade price action not the price.


Posted: Dec 2, 2007 08:27 PM          Msg. 8 of 11
thankyou for the prompt response. I know DTN is working on order execution, is it feasible to toggle a system on off, and have the software send orders out to a broker?

Spectre
-Interested User-
Posts: 6
Joined: Aug 4, 2007

trade price action not the price.


Posted: Dec 2, 2007 08:38 PM          Msg. 9 of 11
how do I put a time constraint on the buy and sell signals. I'm looking for signals to have validity only at certain times of the day.

Spectre
-Interested User-
Posts: 6
Joined: Aug 4, 2007

trade price action not the price.


Posted: Dec 2, 2007 08:41 PM          Msg. 10 of 11
heres the updated signal at work...



File Attached: 12022007-214047.jpg (downloaded 1644 times)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 2, 2007 09:17 PM          Msg. 11 of 11
We have order execution with ProphetX available now, but it isn't tied to the signals at this point. The only way you would be able to tie the signal to order execution would be using the RUN PROGRAM option in the signal and have it call an external program to trigger an order in your broker of choice. Again, execution with signals is something on the list, but I don't have a timeframe for it.

There aren't any time functions available in the signals, so I am not sure how you could go about restricting to certain times. You can apply time templates to a chart however. By doing this, it would make sense that the data is only updated during the times configured by your time template. You then would only put the signal on that chart based on template. The problem with this is you will actually be restricting the data showing in the chart, so data outside your time template won't be taken into account for your longer term Moving Averages.

Jay Froscheiser
DTN - Trading Markets
 

 

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