Description

Unfortunately, users cannot launch new algo orders via the TT Moblie App. However, when you launch algos from your TTW browser access, you can then log into your TT Mobile App to see these instances running in your Algo Dashboard.

An Exit Block is used within virtualized group blocks, and is used to dispose of unwanted or unnecessary instances. To add an Exit Block to an algorithm, right click on the canvas within a virtualized group block and select “add exit block”. Using either the Boolean or discrete message inputs, you can build logic in […]

After developing and testing an algo, you might want to allow other users to use the algo for trading. ADL’s algo sharing feature allows you to grant permission to other users to execute your algo and open the algo in ADL. When you share an algo with other users for execution, the algo automatically appears […]

This article discusses how to get algos to resubmit orders or to continually submit orders without needing to launch new instances of algos. There are several ways a user can create or utilize this “reload functionality”. Here are a couple easy ways to build some reload functionality type Library Blocks.

Unaccumulated LTQ is simply the most recent LTQ. Accumulated LTQ is a summation of all LTQs that occur at a given LTP while the LTP remains unchanged. For example, consider the following trades: LTP = 100, LTQ = 3LTP = 99, LTQ = 4LTP = 99, LTQ=7LTP = 99, LTQ=1 At this point, an unaccumulated […]

Estimated Position In Queue (EPIQ) is imperfect since you lack detailed order information. But a conservative estimate can be determined by starting with the quantity at the order’s price when it is entered. Then reduce it by any trades that occur at this price. Then adjust it further downward if the BidQty falls below this […]

Export block output values ADL blocks can export the values from Numeric and Boolean output ports so they appear in the far-right columns for the algo in the Algo Dashboard. The values of these outputs update dynamically. Example: Three values exported from an algo Note: Exported values are not supported within a virtualized block or […]

Many automated strategies in ADL will have nearly identical buy and sell side routines, with certain blocks acting as “pivot” points. As such, several blocks in ADL have Flip for Sell Order functionality, which enables them to perform an alternate function depending on the user’s selection of the Order Side variable (either Buy or Sell). […]

Many of the ADL blocks allow you to define formulas to calculate output values for the blocks. For such blocks, you can open the Formula Editor from their respective Block Properties panel. The Formula Editor shows the types of values and operations you can use in a formula, including: Arithmetic operators (i.e. +, -, %) […]

Leave orders on cancel or pause Every smart trading block in ADL can be enabled to leave child orders in the book when the algorithm is paused or canceled. The option can be accessed by double-clicking on the respective trading block. Example: Leave orders options The following actions can cause the algorithm to pause or […]

By leveraging the Autotrader Widget, users can populate user variables with RTD Excel data in the Algo Dashboard. There are two methods to populate values from Excel into ADL. Direct copy: Copying specific cells from Excel and pasting into ADL. RTD linking: Using the Autotrader widget to link the values from Excel. Note: You must […]

Understanding the granular order in which the variables are updated is one of the most crucial elements in mastering advanced programming techniques in ADL. When a block outputs a pulse of discrete event message, an algorithm temporarily stops channeling continuous messages from the exchange servers. Continuous message channels will remain closed while the pulse of […]

Building Basic Queue Holder Functionality Users often need to place several order “up or down the book” . To achieve this, we will build basic Queue Holder functionality. The following examples show the basic entry-side of the logic for these types of order entry. Example 1: Order Stack with Discrete Order block and Flip 4 […]

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: […]

TT has developed a new feature to automatically restart ADL algos following Algo Server maintenance restarts. Algo Servers in simulation are restarted Monday through Friday at 4:15PM Chicago time. Algo Servers in production may or may not restart on weekends if maintenance is required. Recovery Behavior All ADL algos will be recovered back to the […]

A Synthetic Order Algo (SOA) in ADL is similar to an Order Ticket Algo (OTA) in that it’s launched at order entry like a TT Order Type. However, an SOA differs from an OTA in three significant ways: A Synthetic Order Algo automatically shows the parent order in MD Trader. An SOA generates fills for […]

Time and Timers in TT ADL There are a number of scenarios where TT ADL developers may need to use time and timers in their algos. ADL provides this functionality via several blocks and mechanisms. Some of these are new in TT ADL. The following describes the use case for each. Use Case 1: An […]

Virtualization Virtualization is a property that can be applied to a designated portion of an algorithm to allow multiple “copies” of the designated portion to be created and executed simultaneously. While the concept may sound complex, the necessity of virtualization becomes clear when examined through an example. Suppose that a user designs and runs a […]