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Quant Script
// s-trader
Quant Script
01.
Quant Script Overview
Simple syntax, powerful results.
02.
Core Features
Reliable code editor.
03.
Basic Applications
Your very own custom indicators.
04.
Advanced Applications
Simple trading algos.
// S-Trader Quant Script
Overview
At a glance
Primitives
Built-in Studies
SVA Studies
// at a glance
Simple syntax, powerful results.
No matter how complex your algo is, our scripting language lets you build it in the most efficient and effortless of ways.
Quant ScriptTM is a powerful and versatile programming language for traders. The language provides the framework required to build sophisticated trading programs piece by piece without extensive training or programming experience. Not only can the Quant ScriptTM syntax be mastered with almost no learning curve, the S-Trader application also allows you to create scripts using a versatile Quant ScriptTM Wizard.
Just as a spoken language gives you many ways to express each idea, the Quant ScriptTM programming language provides a wide variety of ways to program a trading system. Scripts can be very simple or extremely complex, consisting of many hundreds of lines of instructions. For most systems, individual scripts usually consist of just a few lines of code. Scripts can be further combined and utilized in unique ways using the existing S-Trader infrastructure to create the most powerful trading systems or trade supporting elements you can imagine.
Primitive Functions
Math Functions
Operators
Technical & Statistical studies
Valuation Studies
// s-trader quant script
Core Features
Code Editor
Code Wizard
// Code editor.
Reliable code editor.
Create any algorithm by writing code in the easy-to-master, zero learning curve Quant Script language.
The Quant ScriptTM language is not only powerful and versatile but also easy to use. There is a minimal learning curve to climb for beginning to use the Quant ScriptTM Code Editor; and there is a ZERO learning curve for beginning to use the Quant ScriptTM Code Wizard. Scripts built with either tool will achieve the exact same result and will behave the exact same way so using one or the other is strictly a matter of personal preference.
Very importantly, whether you use the Code Editor or the Code Wizard, for scripts to be usable and compatible with all S-Trader modules, they must return a result function as well as its inverse, i.e. a reverse result function. The script structure should therefore be:
- All script code and programming logic;
- SET RESULT = code and portion of the script for the function the script is supposed to return;
- SET REVERSE_RESULT = code and portion of the script for the inverse of the function the script is supposed to return.
Let us look at an example of a simple script measuring the average percentage deviation of three moving averages for 10, 20 and 30 periods, respectively, from closing prices:
// S-Trader Quant Script
Basic Applications
Custom Studies
Expert Advisers
Consensus Reports
Your very own custom indicators.
Build your own custom indicators to plot on charts or use inside other algo-trading modules.
Computed Custom Studies
You can define any custom study as an actual function with a calculated value. There is no restriction as to how complex the studies can be. Hundreds of lines of code will compute just fine even on tick time frames.Such studies are typically built to be plotted on charts or ran as the benchmark property to evaluate matrices and relative strength patterns inside portfolio systems.
Validation Custom Studies
You can also define any custom study as a +1 (bullish) / -1 (bearish) validation of certain technical events. There is again no restriction as to how complex the studies can be, with hundreds of lines of code computing just fine even on tick charts.Such studies would typically be used as part of expert advisers, scripted alerts or loop trading systems to determine the timing of the buy/sell decisions.
Managing Custom Studies
Custom studies can be easily managed and re-arranged in groups by mere drag-and-drop inside the Quant Script Studies dialog. Both the editor-based and the wizard-based ones can be password protected in which case their users will be able to use them inside the S-Trader platform but not see their content.
The different types of custom studies – local or server-hosted, editor or wizard-based, password protected or not – can be easily identified by the color of their icons:
– Local | Editor-based | No password protection;- – Local | Editor-based | Password protected;
- – Local | Wizard-based | No password protection;
- – Local | Wizard-based | Password protected;
- – Server-hosted | Editor-based | Password protected.
– Local | Editor-based | No password protection;
– Local | Editor-based | Password protected;
– Local | Wizard-based | No password protection;
– Local | Wizard-based | Password protected;
– Server-hosted | Editor-based | Password protected.
// s-trader quant script
Advanced Applications
Scripted Alerts
Loop Systems
Portfolio Systems
Simple trading algos.
Build simple, four-step buy and sell algorithms on any equity, interest rate, forex or commodity product. Back-test your ideas, run them live or auto-execute them directly to your brokerage account.
Scripted alerts are simple, four-step (buy / sell / exit long / exit short) algorithms used to trade single instruments such as individual stocks, futures or currency pairs. Because fulfillment of the algorithms leads to clear-cut buy or sell signals that require action be taken , the algos would normally be written like validation custom studies – a buy or sell signal is either triggered or it isn’t.
The difference here is that the algos employed on any leg of a scripted alert will only have a RESULT function and will simply skip the REVERSE_RESULT inverse function.
You can type your buy / sell / exit long / exit short scripts in the appropriate sections or, easier yet, you can “call the code in” from inside any editor-based or wizard-based custom study.
