Using ProScreeners In ProOrder Automated Strategies

• 12/03/2023 at 4:22 PM #224756
  Yohan T

  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

  

  Yohan T

  Participant

  Topics: 3

  Replies: 4

  Been thanked: 0 times
  12/03/2023 at 4:46 PM #224757
  GraHal

  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.

  

  GraHal

  Participant

  Topics: 204

  Replies: 8403

  Been thanked: 2043 times
  12/03/2023 at 6:27 PM #224766
  robertogozzi

  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).

   

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16469

  Been thanked: 3643 times
  12/03/2023 at 8:03 PM #224776
  Yohan T

  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

   

   

  

  Yohan T

  Participant

  Topics: 3

  Replies: 4

  Been thanked: 0 times
  12/03/2023 at 8:42 PM #224778
  GraHal

  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.

  

  GraHal

  Participant

  Topics: 204

  Replies: 8403

  Been thanked: 2043 times
  12/03/2023 at 9:59 PM #224783
  Yohan T

  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.

  

  Yohan T

  Participant

  Topics: 3

  Replies: 4

  Been thanked: 0 times
  12/04/2023 at 9:12 AM #224792
  GraHal

  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

   

  

  GraHal

  Participant

  Topics: 204

  Replies: 8403

  Been thanked: 2043 times
• Author
  Posts