Superalgos - Situations, Conditions, and Formulas

Situations, Conditions, and Formulas

Summary: The trading framework implemented in Systems and carries some low-level trading logic in and of itself. However, the bulk of the logic specific to each strategy derives from the way you describe market situations, and how you define the actions the must take.

Situation

Foundations->Node->Situation->Definition

A situation refers to a specific state of the market in which a certain event should take place, as defined by any number of conditions.

Foundations->Node->Situation->Content

In other words, you define situations in which you wish a certain event to happen (i.e.: trigger on the strategy, take a position, etc.) and each situation is described as a set of conditions that need to be met for the event to be triggered.

A situation gets validated when all conditions under it are true.

Ситуация подтверждается, когда все условия в ней истинны ( true).

Eine wird wahr (true), wenn alle darunter liegenden Bedingungen true sind (logische UND-Verknüpfung).

An event may have more than one situation attached to it. In such a case, when any of the situations gets validated, the event gets triggered. That is, events may be triggered in different circumstances, meaning that you are free to define different situations upon which the same event would be triggered. In such a case, when any of the situations evaluate true, then the event is triggered.

Событие может иметь более одной ситуации, связанной с ним. В этом случае, когда любая из ситуаций подтверждается, событие срабатывает. То есть события могут срабатывать при различных обстоятельствах, что означает, что вы можете определить различные ситуации, при которых будет срабатывать одно и то же событие. В этом случае, когда любая из ситуаций становится истинной (true), событие срабатывает.

Ein Ereignis kann mit mehr als einer verknüpft sein. In einem solchen Fall wird das Ereignis ausgelöst, wenn eine der Situationen wahr wird. Das heißt, dass Ereignisse unter verschiedenen Umständen ausgelöst werden können, es steht Ihnen also frei, verschiedene Situationen zu definieren, in denen das gleiche Ereignis ausgelöst wird. In einem solchen Fall wird das Ereignis ausgelöst, wenn eine der Situationen als true bewertet wird (logische ODER-Verknüpfung).

Bir olaya bağlı birden fazla durum olabilir. Böyle bir durumda, durumlardan herhangi biri doğrulandığında, olay tetiklenir. Yani, olaylar farklı koşullarda tetiklenebilir, yani aynı olayın tetikleneceği farklı durumları tanımlamakta özgürsünüz. Böyle bir durumda, durumlardan herhangi biri true (doğru) olarak değerlendirildiğinde, olay tetiklenir.

Condition

Foundations->Node->Condition->Definition

Conditions are rules within a situation. When all conditions under a situation validate true, then the situation gets validated as well, and the associated event is triggered.

Foundations->Node->Condition->Content

Therefore, conditions are used to mathematically describe what needs to happen with the market for a certain action to be taken.

For example:

Situation 1

Condition A: chart.at01hs.candle.close > chart.at01hs.bollingerBand.MovingAverage

Note: This means that the latest candle at the 1 hour chart closed above the Bollinger Bands moving average.

Condition B: chart.at01hs.candle.previous.max > chart.at01hs.bollingerBand.previous.MovingAverage

Note: This means that the maximum value of the candle before the last one, was higher than the Bollinger Bands moving average.

In the example above, conditions A and B are comparison statements that may evaluate either true or false. In the case both would evaluate true then 1 would be true as well.

В приведенном выше примере условия A и B представляют собой операторы сравнения, которые могут оценивать как true, так и false. В случае, если оба будут оценивать как true, то ситуация 1 также будет верной.

Im obigen Beispiel sind die Bedingungen A und B Vergleichsaussagen, die entweder als true oder false bewertet werden können. Wenn beide wahr werden, wird auch 1 wahr.

Yukarıdaki örnekte, A ve B koşulları doğru (true) ya da yanlış (false) olarak değerlendirilebilen karşılaştırma ifadeleridir. Her ikisinin de doğru olarak değerlendirilmesi durumunda Durum 1 de doğru olacaktır.

Note: To learn how to write conditions, start with the .

Formula

Foundations->Node->Formula->Definition

A formula is a mathematical expression intended to determine a numerical value to be applied dynamically to a certain property.

Foundations->Node->Formula->Content

In the context of a , formulas are used to determine the values for several properties, such as the , , , , and so on.

Formulas may use indicators and properties. The main difference between writing a and writing a is that while conditions must evaluate to true or false, formulas must evaluate to a number.

Формулы могут использовать индикаторы и свойства торгового механизма. Основное различие между написанием формулы и написанием условия заключается в том, что, хотя условия должны оцениваться как истинные (true) или ложные (false), результатом вычисления формулы должно быть числом.

Formüller, göstergeleri ve özelliklerini kullanabilir. Formül yazma ile Koşul yazma arasındaki temel fark, koşulların doğru (true) veya yanlış (false) olarak değerlendirilmesi gerekirken, formüllerin bir sayı olarak değerlendirilmesi gerektiğidir.

Foundations->Node->Formula->Examples

A simple math example

This simple formula may be used to define an initial take profit target 3% above the rate at which the position was taken.

 tradingEngine.tradingCurrent.position.entryTargetRate.value * 1.03

Note: You may use any variable made available by the trading engine, as explained on the accessing runtime data page.

A simple JavaScript example

A bit of very basic JavaScript, introducing conditional statements, allows more intelligence. For example, in this case, we ask if the proposed formula results in a number greater than the current stop loss value; if it does, then the proposed formula is used; if not, then the current stop loss value is left as is.

This is—basically—a trailing stop loss 2% below the Bollinger Bands moving average that may go higher if the moving average goes up, but it may never come down—thanks to the use of the IF / ELSE clause.

 if (chart.at01hs.bollingerBand.movingAverage * 0.98 > 
tradingEngine.tradingCurrent.position.stopLoss.value)
{chart.at01hs.bollingerBand.movingAverage * 0.98}
else
{tradingEngine.tradingCurrent.position.stopLoss.value}

For developers

To build more complex logic within a formula, create a function that implements the logic and returns a numerical value—and then call the function:

 function orderRate() {
const ORDER_STEP_NUMBER = 1 // Secuential step number, starting with 1 from the closest to the price.
const BUY_SELL_SIGN = -1 // 1 for buy orders, -1 for sell orders.
const STEP_SEPARATION = 0.15 // % of separation of stair steps between them.
const BASE_FACTOR = 0.2 // % above or below bollinger band without bias.
const BIAS_FACTOR = 0.3 // % to move the whole stair of orders up or down depending on the bias.
const BAND_RATE = chart.at01min.bollingerBand.lowerBand // Upper Bollinger Band for sell orders, and Lower for buy orders.
let inbalance = tradingEngine.tradingCurrent.tradingEpisode.episodeBaseAsset.beginBalance.value - tradingEngine.tradingCurrent.tradingEpisode.episodeBaseAsset.balance.value
let BIAS_SIGN
if (inbalance === 0) {
BIAS_SIGN = 0
}
if (inbalance < 0) {
BIAS_SIGN = + 1
}
if (inbalance > 0) {
BIAS_SIGN = - 1
}
let rate = BAND_RATE + BUY_SELL_SIGN BAND_RATE (BASE_FACTOR + ORDER_STEP_NUMBER STEP_SEPARATION + BIAS_SIGN BIAS_FACTOR) / 100
return rate
}
orderRate()

Trading Logic — TOC

You just read page 1 in the topic.

1. Situations, Conditions, and Formulas

2. Syntax Overview

3. Accessing Runtime Data

4. Accessing Trading System Definitions and Session Parameters

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