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

Order Ticket Algos (OTA)

An algorithm in ADL can be designed as an Order Ticket Algo (OTA), which means that the algorithm can be launched directly from either MD Trader or Order Ticket widget as you would any other type of order. The OTA functionality is especially useful for strategies that require a fast "single-click" style of execution.

Note: Fills are generated only for the OTA child orders, not for the OTA parent order.

An algo becomes an OTA when its Instrument block's Type property is set to Order Instrument.

When an OTA is created and deployed, the name of the algo is added to the list of order type values, as shown.

Viewing OTA orders in MD Trader

By default, only the child orders submitted by an OTA are displayed in the MD Trader widget. An OTA can optionally display the parent synthetic order in the MD Trader widget if the OTA algo creator enables the Show algo order on ladder setting.

The order quantity and working quantity are both set to 0 to indicate the order is an OTA parent synthetic order. Child orders appear as normal working orders.

(1) OTA parent synthetic order
(2) OTA child order

Order Ticket Algos (OTA)

Viewing OTA orders in MD Trader

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Leave orders on cancel or pause

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Synthetic Order Algos (SOA)