intraday risk measures - strategy development with MTDS
Hi,
Since our strategy is high frequency day trading, I would like to have the standard risk and return measures (including var) calculated every hour, and not the end of day - since we have cash only. Would you have a solution for that problem?
Thanks!
Viktoria
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You can use the MTDS Strategy Algorithmic Trading Framework to base your strategy in and leverage all the off the shelf features including - money management - daily limits - calculated in realtime so when you hit +1000 positions are exited and trading ceases for the session for example.
You can download the tech for free and use it 100% free for paper trading - it only needs a license for live account trading.
If you want assistance with setting up your code you can buy a license and get code assistance for up to 4 hours included.
or you can commission the development team to perform the coding and get a % discount on the live license
Installation guide and walkthrough
https://www.youtube.com/playlist?list=PLtKS2GMs9w4U5sfvbaHt8Flv99oVLBMRP
The download is here:
http://downloads.microtrends.co/MTDoubleShotStrategyFoundation/MTDoubleShotStrategyFoundation-Setup.exe
You should install the SDK and follow the video guidance
The SDK Examples can be edited and saved.
related links
https://microtrends.zendesk.com/entries/71092849-NinjaTrader-7-Strategy-Development
https://microtrends.zendesk.com/entries/23198476-Double-Shot-Versus-the-Framework
Purchasing info:
http://www.indicatorstrategies.com/mt-double-shot-strategy-foundation/
Hope that helps
many thanks
Tom
MicroTrends Support
support@microtrends.co
http://www.microtrends.co/support/
Tip! You can visit the help desk forum to see previous answered frequently asked questions:
http://microtrends.zendesk.com/forums
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