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

Submit Orders Between Specific Start/Stop Times

Users often need to turn on/off logic during specific time frames. There are multiple ways to do something in ADL, however the following focuses on using the Generator block to achieve this type of logic.

In the ADL canvas shown below, we have two Generator blocks set to AtStartTime. Only the UTC Time is selected, and the inputs to these blocks are user defined. You’ll notice that the Trade? AND block is currently false, preventing the algo from submitting orders.

When the time matches the Start Time, a discrete message will be output and will end up in the Value Accumulator block which is set to a # of 1 on the inside formula builder. When it gets this message, it outputs a 1 out of the continuous output port, and the following Boolean logic will turn that Trade? AND block to true, turning the Order block on.

When the Stop Time matches the stop time inputs you set, this generator fires another discrete message, which also goes into its own Value Accumulator block. This action turns off the Trade? AND block as well as the Order block.

Submit Orders Between Specific Start/Stop Times

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Correctly Sequencing Discrete Events

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Submit Iceberg with Random Quantity and Delay