Professor Algo ADL Beginner 101 Direct your questions/comments to: - PowerPoint PPT Presentation

Professor Algo ADL Beginner 101 Direct your questions/comments to: adl@professoralgo.com professoralgo.com ADL Beginner 101

Before we continue... Grab a pen and piece of paper.  We’re going to ask you to write down some important concepts. Questions are encouraged! Write  them down as they appear, and get them to us ASAP. Your feedback WILL play a large role in how much time is spent on different areas. The squeaky wheel gets the grease... All of the material will be available  online to watch as many times as you like. Take full advantage. professoralgo.com ADL Beginner 101

Review: Week Two LAST WEEK’S OBJECTIVES: Discrete Blocks, Formula Builder (Green Canvas) Explained  Discrete Message Propagation Explained  Use of State Blocks, Branch Blocks, Sequencers, Logic Loops, etc.  Get Information from Fill Messages and use it in Formulas  Algos we built:  1)“Profit OCO Trailing Stop” 2)“Slingshot Engage” professoralgo.com ADL Beginner 101

Review: Types of Messages CONTINUOUS MESSAGES Information that is continuously  disseminated by an exchange. This is a singular value. DISCRETE MESSAGES Information disseminated from or  submitted to an exchange upon occurrences of market events that happen at a single moment in time. This is a package of values together. professoralgo.com ADL Beginner 101

Review: Formula Builder Extract information embedded within a discrete message.  Define user-made equations which control the operation of the block.  professoralgo.com ADL Beginner 101

Review: Discrete Messages Start The Message Extract The Information Control The Movement professoralgo.com ADL Beginner 101

Review: Discrete Messages Start The Message Create a discrete message with two types of blocks: Blocks that talk to an exchange  Blocks that don’t  professoralgo.com ADL Beginner 101

Review: Discrete Messages Extract The Information Extract or accumulate the values within professoralgo.com ADL Beginner 101

Review: Discrete Messages Control The Movement Each block has a different way to manage the flow of information professoralgo.com ADL Beginner 101

Review: Homework 1 professoralgo.com ADL Beginner 101

Review: Homework 2 professoralgo.com ADL Beginner 101

Week Three: To The Market THIS WEEK’S OBJECTIVES: Introduction to Virtualization: Copies of logic execute simultaneously  Order Ticket Algorithms (OTAs): Launch directly from MD Trader  Algo Deployment and Management  Misc Blocks Explained  Algos that we build:  1)“Chaser” 2)“Time-Activated Liquidator” professoralgo.com ADL Beginner 101

Using Single Order Containers Allows you to fine tune the management of your working orders professoralgo.com ADL Beginner 101

Introduction to Virtualization Allows multiple copies of a portion of logic to execute orders simultaneously professoralgo.com ADL Beginner 101

Algorithm Deployment  Algo Dashboard 3 Different Ways:  Order Ticket Algorithm (OTA)  Existing Order Block professoralgo.com ADL Beginner 101

Algorithm Management  Algo Dashboard  Fill Window  Export Values  Audit Trail professoralgo.com ADL Beginner 101

This Week: Chaser professoralgo.com ADL Beginner 101

This Week: Chaser Instrument, Initial Price, Order Data/Variables (Inputs) Qty, Tick, Lean Qty, Min Lean Qty Threshold Current Algo Price, Lean Price, Calculations (Process) Lean Qty Breached, Chase Order Block to change Limit Actions (Outputs) Price and Buy/Sell professoralgo.com ADL Beginner 101

This Week: Time-Activated Liquidator professoralgo.com ADL Beginner 101

This Week: Time-Activated Liquidator Instrument, Hour/Min/Sec, Tick, Data/Variables (Inputs) Lean Qty, Min Lean Qty Threshold Time Generator, Our Price, Calculations (Process) Lean Price, Price is Current, MinQty Breached, Chase Single Order Container Block to Actions (Outputs) change Limit Price and Buy/Sell professoralgo.com ADL Beginner 101