Advanced concepts

Description

Flip for Sell Order functionality Order Stack Logic with Flip for Sell functionality Virtualization Order of discrete event message propagation Formula Editor Linking Excel Data to the Algo Dashboard Leave orders on cancel or pause Order Ticket Algos (OTA) Synthetic Order Algos (SOA) Export block output values Algo sharing Displaying Accumulated or Unaccumulated LTQ Advanced Exit Block Functionality Estimated Position In Queue (EPIQ) Clip Size Reload Functionality Time and Timers in TT ADL ADL and TT Mobile Recovery And Server Maintenance

Task

Exporting block outputs Managing shared algos Handling External Events Linking Excel Data to the Algo Dashboard Correctly Sequencing Discrete Events Submit Orders Between Specific Start/Stop Times Submit Iceberg with Random Quantity and Delay Creating Uptick and Downtick Counters Time Series Bars for OHLC and VWAP Values Creating OHLC and VWAP Time Bars Stacked Q Holder Example Smartberg Algo Creating a Scale Order Algo Creating a UTC Time Trigger and Time Counter Creating a TT Time Sliced Order Creating a With A Tick Algo Submitting With A Tick Orders Creating a Profit or Scratch Algo Tracking Recent Volume Summarize Volume Testing OMA Logic

Case Studies

Automating a Fixed Income Futures Hedge Order Generating Position in Queue During Pre-open

Linking Excel Data to the Algo Dashboard

By leveraging the Autotrader Widget, users can populate user variables with RTD Excel data in the Algo Dashboard. There are two methods to populate values from Excel into ADL.

Direct copy: Copying specific cells from Excel and pasting into ADL.
RTD linking: Using the Autotrader widget to link the values from Excel.

Note: You must properly configure your environment prior to using TT with Excel. Refer to the articles in the Excel Integration with TT section in the Trade help.

Copying and Linking Values

To copy values from Excel to ADL:

Verify that you have the Excel application opened and it is highlighted in the ADL taskbar.
In Excel, right-click on the desired cell and select Copy Link to TT.
In the Autotrader widget, right-click the User-Defined Value (UDV) field and select Paste Link From Excel.

For more information on this method, refer to the Linking - Sharing Data Between Autotrader and Excel article in the Trade help section.

RTD Linking Values

If you have an algo with User Defined Variables (UDV), and want to RTD link values into these, you cannot use the UDV spaces in the Algo Dashboard. You should instead use the Autotrader Widget to utilize the RTD Linking functionality.

To RTD Link Values Between Excel to ADL:

In the Autotrader widget, select the algo from the Choose an algo dropdown menu.
Click the Add row button.
Right-click on the RTD link and select Paste Link From Excel.

Linking Excel Data to the Algo Dashboard

Copying and Linking Values

RTD Linking Values

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Handling External Events

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Correctly Sequencing Discrete Events