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

Managing shared algos

To share an algo with other users:

Open the algo you want to share in ADL.
Deploy the algo, if the algo is not already deployed.
From the File menu, select Share/Unshare.
The Sharing settings dialog appears.
Enter the comma-separated TTID email addresses of the users with whom you want to share the algo.
Click either or both of the following permissions:
- View in ADL (but not edit): Allows the users to open the algo in ADL, but not alter it.
- Launch: Limits the user to running the algo from the Algo Dashboard.
Note: Selected permissions are applied to all users specified. If you want to assign different permissions to different users, you must share the algo separately for each users-permissions combination.
Click OK.
Note: If any of the emails are invalid, a message similar to the following is displayed and the permissions are not set for any of the specified email addresses.