trading

For many years, Investor/RT has supported the Trading Notes indicator as a means of viewing entry and exit points of trading activity. When fills occur, Investor/RT automatically adds a trading note to the database for the instrument/symbol. The Trading Notes indicator when present in a chart of that symbol, fetches the trading notes and draws notations at each price/time where a buy or sell occurred. Trading notes are collected in the database when using the built-in trading simulator or when using a brokerage trading account.

The brokerage integration features of Investor/RT currently operate with Rithmic, Gain (OEC), and CQg. These brokerage features are designed to provide what you may call "trading from the charts", where signals and button clicks are employed to initiate trading actions. Feedback on current position, average fill price, and working order size and price levels is provided in the charts automatically.

When performing a backtest of a trading system named X, if the Account Balance Chart checkbox is checked in the backtest setup, a chart of the trading system ticker $X is produced. Users who wish to customize the account balance chart in various ways can do so by revising the chart then right-clicking in the chart and issuing the Save As Default Chart command, thereby saving the customized version of the chart as the default for the the ticker $X.

To enable or disable trading related Annotations, Fill Markers or position lines, go to File > Preferences > Trading > Trading General to adjust:

Assuming you have a system that goes both long (with BUY action) and short (with SELLSHORT action). And let's also assume we want to implement both a stop and a target on both the long and short trades. Let's also assume that we want the target to be 50 cents and the stop to be 25 cents.

In RTL, the token ENTRY gives us the entry price of any position. This token makes implementing stops and targets relatively simple.

Assuming you have a system that goes both long (with BUY action) and short (with SELLSHORT action). And let's also assume we want to implement a trailing stop on both the long and short trades.

Create the following two signals:

Set_Long_Trail_Stop
IF(POS_STATE = POS_LONG) THEN (SET(STOP, HI - 1))

Set_Short_Trail_Stop
IF(POS_STATE = POS_SHORT) THEN (SET(STOP, LO + 1))

Supported Brokerages and Order Routing Systems

Investor/RT can be used with a variety of brokerage order routing systems including Rithmic, CQG, Gain (OEC) or Interactive Brokers.