Using ProScreeners In ProOrder Automated Strategies

Viewing 7 posts - 1 through 7 (of 7 total)
  • Author
    Posts
  • 12/03/2023 at 4:22 PM #224756 quote
    Yohan T
    Participant
    New

    Hello All,

    Thanks for this great forum. I am working on some ideas and wonder if someone can help with the below:

     

    1. Is it possible to use the results from a ProScreener in a ProOrder automated trading strategy?
    2. Is it possible to define a ProScreener that only returns a subset of the overall screen results or filters on the overall screen? For example, screen for all stocks that have gone up in the past 5 days but only return me a list of the top 5 stock in each industry or sector. ( I want to avoid my automated trading system, trading multiple stocks in the same industry /sector).
    3.  If point 2 is not possible. Is there any option or method i could use to stop my automated trading system, trading multiple stocks in the same industry /sector ?

      Thanks All

    12/03/2023 at 4:46 PM #224757 quote
    GraHal
    Participant
    Master

    Algos on PRT can only trade 1 Instrument for 1 Algo so I think that answers all 3 of your questions?

    We can use the code of a screener to make an Algo running on our chosen 1 Instrument.

    12/03/2023 at 6:27 PM #224766 quote
    robertogozzi
    Moderator
    Master
    1. No, screeners cannot be accessed from strategies and indicators
    2. Yes, it’s possible to add as many filters as you need to only get a subset (actually it’s not a subset, it’s the set of data returned, once it’s filtered)
    3. No, strategies cannot interact with other strategies, screeners and indicators (they can only get data from indicators).
    12/03/2023 at 8:03 PM #224776 quote
    Yohan T
    Participant
    New

    Hi @GraHal / @robertogozzi ,

    Thanks for your replies.

    I assume this also means there is no way for us to do any kind of portfolio trading then ?

    Also, is it possible to import a list of symbols from excel to ProRealOrder for trading ?

    Thanks

    12/03/2023 at 8:42 PM #224778 quote
    GraHal
    Participant
    Master

    We can monitor overall portfolio performance using the Detailed Report for running Systems.

    If any symbol is not available in PRT currently as an Instrument, then importing a symbol will not make it available.

    IG make markets in 17,00+ Instruments.

    What Instrument are you wanting that is not already available.

    12/03/2023 at 9:59 PM #224783 quote
    Yohan T
    Participant
    New

    Hi @GraHal,

    Thanks.

    Actually, i was thinking about a work around for not being able to access a Screener from a trading strategy .

    I was thinking that, if it was possible to load a list of available stock symbols from Excel into PRT then , i could just load my screened stocks

    straight in PRT and then run my strategy on each one. It would be cleaner and faster than me entering symbols one by one which would take  a lot of time on a large portfolio of symbols. Also trading and testing with different portfolios would be a lot of effort.

    12/04/2023 at 9:12 AM #224792 quote
    GraHal
    Participant
    Master

    You should put the Suggestion direct to PRT using their webform on the link below …

    https://trading.prorealtime.com/en/contact

    Click on Suggestion Box under the photo in LH margin

  • Author
    Posts
Viewing 7 posts - 1 through 7 (of 7 total)
  • You must be logged in to reply to this topic.

Using ProScreeners In ProOrder Automated Strategies


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Yohan T @yohan-t Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by GraHal
2 years, 2 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 12/03/2023
Status: Active
Attachments: No files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™