DAS Trader Pro Advanced Hotkeys part 48

A New Trade Counter

There is no trade counter in DAS Trader Pro. A counter in terms of opening and closing a position and not counting the adds, partial fills, partial exits.

What I consider a trade

For me the counter needs to

• Track position per symbol.

• Detect a transition across zero, which ends one trade and starts a new one.

• Count a trade only when:

  • Position returns to zero, OR

  • Position flips (crosses zero, e.g. + → − or − → +).

The description of my solution

As DAS Trader Pro does not have the counter and DAS themselves decided not to create one for years I visited one of the beginner webinars for DAS Trader Pro where the presenter gave me a hint of using the internal automatic trade saving into csv.

The format of the file is like below

Now I needed to read all the lines and start the calculations based on the logic stated above.

I use an external PowerShell script to do that as the management of arrays which is our CSV is much more native there. The same can be achieved with python or any other languages, but PowerShell is native to any windows installation since the release of Windows 7 in 2009.

Then I use the previous techniques to

• call the PowerShell script after each order fill

• import the script results into a DAS Trader Pro variable

• call actions based on the value of the variable

It works for multiple positions and multiple order fills while it counts the position flips properly as new trades. All the good stuff against going loose and over-trade like crazy.

How I ended up building and using it

1. Enable the CSV file generation