Create trading system

Module "Advanced Technical Analysis"

Trading systems are specified in formulas by the TradingSystem operator. The display line, the signal specification and the parameters for signal interpretation and performance evaluation must be specified as parameters.

The delivery status of your Infront Portfolio Manager already contains some examples of trading systems. You should look at some patterns (PROPERTIES command) and experiment a little before you start creating your own trading systems.

Proceed as follows to create a trading system:

1. If no signal control has yet been created in the Explorer, select the command NEW, SIGNAL CONTROL in the context menu of your desktop folder. The "Signals" folder is created in the Explorer. If necessary, read the section Creating signal control for signal systems.
   Or create the new trading system under an existing signal folder or folder.
2. Mark the signal control with the right mouse button and select the command NEW, TRADING SYSTEM in the context menu.
   

   

   
   Or select the command TRADING SYSTEM in the menu of the "Create objects" icon on the "Data maintenance" tab, then the new trading system is always created under the "Trading systems" signal folder in the Explorer (by default under "Evaluations"). If this does not exist, the Infront Portfolio Manager automatically creates one.
3. In the "Trading system properties" dialog box that appears, enter a meaningful name in the "Name" field and confirm with "OK". A trading system object with this name is created under your signal control and an "Input" folder is created under it. The workspace with the editor for the trading system properties is also opened.
4. Click on the "Formula" button in the editor to open the formula editor. Define the formula here. You can find examples of this in the MM-Talk reference at Application examples.
   

   

   
   Please read the section Trading system properties.
5. After entering the formula, close the formula editor with the "Save" button and also save the changes in the trading system, e.g. with the "Save" icon in the quick access toolbar. Otherwise, you will be asked whether you want to save the changes when you try to close the trading system.
   An "Input" object is created under the trading system folder in the Explorer.
   

   

6. Under this entry, create the securities for which you want to evaluate your trading system. To do this, select the input and choose the ADD command in the context menu...
   You can also drag and drop securities or folders under the "Input" or insert them using the<INSERT>key.

• The evaluation and optimization of trading systems can - depending on the complexity and type of computer - take quite a long time. You should therefore take care to define the smallest possible input that really fits the trading system. It makes no sense, for example, to value options or warrants using a trading system.
• You can also use tools such as folders or filters to make the input as appropriate as possible.
• Properties that you do not want to optimize can be removed from the trading system and placed in a filter. For example, if you are only interested in stocks that are above the GD200, you can make this restriction in the filter.