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

Submitting With A Tick Orders

This is a basic example of how you would possibly go about building the "With a Tick" type behavior.

The below screenshot shows Order Ticket Algo (OTA) functionality.

Note: This is ONLY a sample and for ADL Education purposes. We highly recommend that you build this and test this to make sure it is working to your specific order behaviors that you desire to put into the algo logic.

Note : This example only shows entry type orders. It does not have hedge or exit logic included.

Submitting With A Tick Orders

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Creating a With A Tick Algo

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Creating a Profit or Scratch Algo