New format for signals

[larrysy]

After 05.1001, you have to revise your ATS signals to include a time stamp


From your eSignal script, add a time stamp to the end of the signal message

Example for eSignal:

in the function main() section, add -

nYear = getValue("year");
nMonth = getValue ("month");
nDay = getValue("day");
nHour = getValue("hour");
nMinute = getValue("minute");
timestamp = (nYear*1000000000)+(nMonth*10000000)+(nDay*100000)+(nHour*1000)+(nMinute*10);

in the signals section, add the timestamp to the end of the message

f.writeln("cxlplace,BUY,1,LMT," + close() + ",0," + timestamp);

[larrysy]

Try this -

cxlplace,BUY,1,MKT,,0, 2005103112300

You have to add a timestamp at the end of the line in the new format.

The timestamp format is yyyymmddhhmm0 (note the 0 at the end).

[marty63]

The script for ATS and ENSIGN on the BT site is incorrect because of the timestamp issue.

The correct format is below. This took me a week to sort out so I wonder if anyone could help with the other bit of code which is beyond me.

The next item we need for this code is the ability to read alerts from the Ensign Study Alerts.

The sections which relates to a MA cross test chart on auto load needs to be replaced with a suitable script.

ARE THERE ANY CODERS OUT THERE WHO CAN DO THIS?

I have asked several times at Ensign but it seems the policy is not to encourage autotrading.

Thanks

Marty

var
i,Handle: integer;
nbr_contract : integer;
order : string;
entryprice : real;
entrystr : string;
stop : real;
begin
nbr_contract :=1; {We will trade 1 contract}
entryprice := 0;
entrystr:='';
if OpenFile('C:\BracketTrader\trading.txt',eRewrite) then
{Open a new file named trading.txt for Bracket Trader 3rd party autotrading}
begin
Chart('ES U7.-360'); {Open a 360 ticks ES continuous contract chart}
Template(eLoad,'TradingSys');
{We will use TradingSys chart template}
Handle := AddStudy(eAve,5,10);
{Add Simple Moving Averages 5 and 10 to the chart}
ResetTrades(2.4,0,1,3);
{Initialize the Trading system, with a commission of 2.4USD for IB}
for i:= BarBegin to BarEnd do
{Loop through the bars}
begin
{start of loop code}
if GetStudy(Handle,4,i)=1 then {4=Get crossing flag, return 1 when MA1 crosses above MA2}
begin
order:='cxlplace,BUY,' + IntToStr(nbr_contract) + ',MKT,'+',0'+','+ FormatDateTime('yyyymmddhhnn',Now)+'0';
writelnfile(order);
{the file is written}
end;
if GetStudy(Handle,4,i)=2 then
{4=Get crossing flag, return 2 when MA1 crosses below MA2}
begin
Trade(eSell+eIf,i);
order:='cxlplace,SELL,' + IntToStr(nbr_contract) + ',MKT,'+',0'+ ','+ FormatDateTime('yyyymmddhhnn',Now)+'0';
writelnfile(order); {the file is written}
end;
end; {end of loop code}
Trade(eOut); {Close-out the last open trade}
TradeReport(True); {Print a Trading System Summary}
CloseFile;
end;
end;