Indicator-based purchase identification
spyro malaspinas
I want to test ES with multiple indicators and need a way to identify which indicator made a purchase. It would be helpful if the system could send information in the message from the indicator that specifies which indicator triggered the purchase. This would allow for better tracking and analysis of strategies.
Lindsey Starkweather
I do exactly what Tom suggested and send a "memo" field with the strategy info. TradersPost now has an "extras" section in the JSON message so your custom fields will not interfere with any standard fields they may add in future.
{
"ticker": "SQ",
"action": "buy",
"extras": {
"message": "RSI Below 30",
"rsi": 23
}
}
I would love if TradersPost would add a standard JSON field for "Order Reference" and map this to my brokerage's standard "Order Reference" field. This way I can send the strategy name/identifier or a custom tag and have it stored on the transaction directly -- then when I download my transactions from the brokerage, I can analyze the data by strategy or tag.
T
Tom Hartman
Just in case anyone else has missed it, the JSON message sent over to TradersPost can have extra information added for any reason you'd like.