Ultimate Algorithmic Trading System

FIGURE 7.5
The algorithm with a single, complete portion of the strategy marked.
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AN INTRODUCTION TO EASYLANGUAGE
outlined by simply clicking on the small box with the dash in it. This is a feature
I would love to have in VBA and Python’s IDLE.
EL has a huge library of reserved words, and it is very difficult if not impossible
to remember them all. The EL Editor has a really cool feature called autocompleting.
Let’s say you want to code an idea that incorporates an average true range calculation
and you can’t remember the name of the function that does the calculation. You
could, of course, stop what you are doing and go to HELP and look up the function.
However, this is time consuming, so the EL Editor monitors what you are typing
and provides all the possible reserved words that might match what has thus been
typed. In the case of our example, all you need to do is type what you might think
is the name of the function and the list appears. By typing ‘‘av’’ the list pops up
and places you at the word average. You can simply scroll down to find the function
AvgTrueRange. Let’s practice this. Go to the EL Editor and new line of code
at the very bottom of the MyMeanReversion1 strategy. Start typing ‘‘av’’ and
see what happens. You should see something very similar to what is in Figure 7.6.
FIGURE 7.6
functions.
The EasyLanguage editor monitors what you are typing and provides likely
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