How to use Seetu to generate Collective2 trading signals which get sent to your Collective2 trading strategy.
Example 10. Strategy: Trading signals
/*
Example: Simple Relative Strength Index strategy + Collective2 trading signals
*/
// Collective2 trading system ID
SetOption("C2TradingSystemId",92923646);
// If you want it, you can get "Buying Power" of the above system
C2BuyPower = GetOption("C2BuyPower");
// Trading system logic
// Calculate and save Relative Strength Index
Rsi_Value = CalcRSI();
// Buy if RSI_Value crosses above 30
Buy = Cross( Rsi_Value, 30 );
// Sell if RSI_Value falls under 70
Sell = Cross( 70, Rsi_Value );
// Remove surplus trade signals to have less rows in Scan and Exploration
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
// Delay trades to the next bar.
SetTradeDelays( 1, 1, 0, 0 );
// Round a number of shares to 100.
SetOption("RoundLotSize",100);
// Use Open as buy and sell prices
BuyPrice = SellPrice = Open;
// trade size: 25% of current portfolio equity
SetPositionSize( 25, spsPercentOfEquity );
// Prepare signals for Collective2. Signal are generated in "Exploration".
// We show you several variants in this code:
// 1. This variant shows just last trading signals (if any).
// It also demonstrates automatic stop loss and profit target signals.
C2TradingSignal(sigBTO, priceType = priceLimit, stopLoss = BuyPrice * 0.9, profitTarget = BuyPrice * 1.1);
// 2. This variant shows all generated BTO signals.
// C2TradingSignal(sigBTO, sigfilter = Buy);
/*
// 3. This variant shows a general pattern how to show several last trading signals.
// Say we want to see last two signals.
// Prepare cumulative sum of Buy signals
cumulativeBuySignals = cum(buy);
// Get bars where cumulative sum of Buy signals is greater than the latest value minus 2
signalFilter = cumulativeBuySignals > lastvalue(cumulativeBuySignals) - 2;
// Use this filter
C2TradingSignal(sigBTO, sigfilter = signalFilter );
*/
/*
// 4. This variant generates conditional signals.
// Say we want to buy 100 stocks and add another 50 to position if the BuyPrice price falls 10%
C2TradingSignal(sigBTO, Amount = 100, Price = BuyPrice * 0.9, priceType = priceLimit, profitTarget = BuyPrice * 1.1);
// Conditional signals for BTO signals
C2TradingSignalCond(sigBTO, sigBTO, Amount = 50, Price = BuyPrice * 0.8, priceType = priceLimit);
*/
// Exploration columns
// Show just Buy signals in Exploration
Filter = Buy;
AddColumn(Rsi_Value, "RSI");
AddColumn(Open, "Open");

