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

Creating a With A Tick Algo

Please note that all samples in the help library are intended for educational purpose to give insight into ways to approach building different pieces of logic in ADL. Any use of the samples in production is at your own risk.

The following With A Tick algo is an Order Management Algo (OMA). This sample algo is designed to be attached to an existing order that is currently working on the best Bid/Ask. The origin of the existing order can be either manually or algo entered. The algo allows you to monitor the quantity available on the opposing side of the market one price increment away from your working order. You set a threshold which should the monitored quantity become less than the algo will ‘pay up’ one tick (minimum price increment).

Once created, you can launch this algo from the MD Trader, Order Book and, the Floating Order widget.

Note: The algo will only pay up once. If you attach this algo to an order that is working in the depth or the opposing side of the market it more than one minimum price increment away the pay up tick will be actioned immediately.

In this example, the WAT Threshold variable represents the minimum available quantity you wish to be available at the monitored price before actioning the pay up tick.

Creating a With A Tick Algo

Previous:

Creating a TT Time Sliced Order

Next:

Submitting With A Tick Orders