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

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Oct 03, 2023 23 likes •244 views

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. Were going to ask you to write down some important

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Professor Algo ADL Beginner 101

Direct your questions/comments to: adl@professoralgo.com

ADL Beginner 101 professoralgo.com

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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

nline to watch as many times as

you like. Take full advantage.

ADL Beginner 101 professoralgo.com

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Review: Week One

LAST WEEK’S OBJECTIVES:

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Introduction to the Canvas: Know where everything is

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Navigation: Moving around the Canvas

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Types of Ports/Connections: Linking blocks & preventive design

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Continuous and Discrete messaging: Live vs event based

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Basic Trading Blocks Explained

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We created our first simple algos: 1)“Simple Entry” 2)“The Sniper”

ADL Beginner 101 professoralgo.com

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Review: Algorithm Decision Path

Determine Entry Point Enter the Market Market Going Our Way? Market Going Against Us? Do I Scale Out?

ADL Beginner 101

Do I Wait? Do I Buy More? Do I Get Out?

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Review: The Basic Breakdown

Data/Variables (Inputs) Calculations (Process) Actions (Outputs)

ADL Beginner 101 professoralgo.com

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Review: The Basic Breakdown

Data/Variables (Inputs)

ADL Beginner 101 professoralgo.com

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Review: The Basic Breakdown

Calculations (Process)

ADL Beginner 101 professoralgo.com

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Review: The Basic Breakdown

Actions (Outputs)

ADL Beginner 101 professoralgo.com

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ADL Beginner 101 professoralgo.com

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Review: Canvas and Navigation

ADL Beginner 101 professoralgo.com

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Review: Types of Messages

CONTINUOUS MESSAGES

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Information that is continuously disseminated by an exchange. This is a singular value.

ADL Beginner 101

DISCRETE MESSAGES

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Information disseminated from or submitted to an exchange upon

ccurrences of market events that

happen at a single moment in time. This is a package of values together.

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Review: Types of Ports

ADL Beginner 101

Instrument Port (Blue) Discrete Port (Black & White) Boolean Port (Green) Numeric Port (Red)

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Variable Port (Yellow) (Turns into any of the above)

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Review: Homework

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Week Two: Control The Information

THIS WEEK’S OBJECTIVES:

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Discrete Blocks, Formula Builder (Green Canvas) Explained

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Discrete Message Propagation Explained

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Use of State Blocks, Branch Blocks, Sequencers, Logic Loops, etc.

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Get Information from Fill Messages and Use it in Formulas

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Algos we will build: 1)“Profit OCO Trailing Stop” 2)“Slingshot Engage”

ADL Beginner 101 professoralgo.com

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Start (The Message) Extract (The Information) Control (The Movement)

ADL Beginner 101

Discrete Messages: 3 Step Process

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Discrete Messages: 3 Step Process

Start (The Message)

 Order Block  Discrete Order Block  Generator Block  Boolean Block  Time and Sales ADL Beginner 101 professoralgo.com

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Discrete Messages: 3 Step Process

Extract (The Information)

 Msg Info Extractor  Value Extractor  Value Accumulator  Formula Builder ADL Beginner 101 professoralgo.com

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Discrete Messages: 3 Step Process

Control (The Movement)

 Funnel Block  Branch State  Sequencer Block  State Block  Stopwatch Block ADL Beginner 101 professoralgo.com

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This Week: Profit OCO Trailing Stop

ADL Beginner 101 professoralgo.com

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Data/Variables (Inputs) Calculations (Process) Actions (Outputs)

Instrument, Order Price, Trade Quantity, Trailing Stop Ticks, Cover Ticks, Last Trade Price Value Accumulator/Extractors, Booleans FlipForSell Entry Order Block, Cover/Trailing Stop Order Block

ADL Beginner 101 professoralgo.com

This Week: Profit OCO Trailing Stop

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This Week: Slingshot Engage

ADL Beginner 101 professoralgo.com

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Data/Variables (Inputs) Calculations (Process) Actions (Outputs)

Instrument, Trade Price, Trade Quantity, Number Blocks, Market State MvgAvg Block, Msg Info Extractor, Value Accumulator/Extractors, Booleans VWAP Value, Upper/Lower Bound Booleans

ADL Beginner 101 professoralgo.com