Add A Stopwatch To Your Algo

Add A Stopwatch To Your Algo

Patrick Rooney Patrick Rooney

Patrick Rooney

Power, gas, & environmentals trading | Nodal Exchange

发布日期: 2017年11月13日
+ 关注

Use the Stopwatch block to time an order action such as delaying your profit order by 5 seconds. #TTtips

When a discrete event message enters its discrete input port, the Stopwatch block evaluates its StopTime formula (using the Formula Builder) to determine the stop time in milliseconds. After the specified stop time, the block sends a discrete event message through its output port. The Stopwatch block must be reset with a new incoming discrete event message to repeat its operation.

Example The Stopwatch block is triggered when it receives a discrete event message from a fill. The Stopwatch block formula is set to 1000, which causes the block to wait one second before forwarding the discrete event message to the DiscreteOrder block to submit the exit order.

Stopwatch Block

要查看或添加评论，请登录

Patrick Rooney的更多文章

  • Pits to Pixels - 30 Years of Markets
    2020年7月7日

    Pits to Pixels - 30 Years of Markets

    It's a big number. 30 years.

    46 条评论
  • We're building stuff. Here, there, everywhere, but will it be enough?
    2020年3月3日

    We're building stuff. Here, there, everywhere, but will it be enough?

    The move in #copper today was the forth piece in my productivity puzzle. Stuff is being built and a lot of it.

    1 条评论
  • Moving Average Block
    2018年3月1日

    Moving Average Block

    Gain insight on using the Moving Average block in your ADL algo. #TTtips "You can have the Moving AVG Block reference…

  • Trailing Stop Algo
    2018年2月28日

    Trailing Stop Algo

    Use the isBuy property in the MsgInfoExtractor block to build a single Library block for trailing sell and trailing buy…

  • Order Profiles
    2018年2月27日

    Order Profiles

    Create rules using Order Profiles to seed account, order quantity and other fields based on the selected instrument…

  • Field Block Index Property
    2018年2月26日

    Field Block Index Property

    Pull prices and quantities from price depth in ADL by using the Field block Property “Index” from the Lookup Type…

  • Options Risk Matrix
    2018年2月26日

    Options Risk Matrix

    See aggregated P&L and Greeks for your options positions and view multiple scenarios simultaneously with Options Risk…

  • TT Supports Options Risk #WhatIf
    2018年2月22日

    TT Supports Options Risk #WhatIf

    Use Options Risk to apply various ‘what if’ scenarios to open positions, based on underlying and volatility shocks…

  • TT Score Outlier Chart
    2018年2月21日

    TT Score Outlier Chart

    Easily identify suspicious trade activity in TT Score's Outlier chart. #Spoofing #TTtips The Outlier chart displays…

  • Moving Average Crossover Algo
    2018年2月14日

    Moving Average Crossover Algo

    Create a simple moving average cross trigger for your ADL algos. #TTtips The Moving Average block maintains an internal…

社区洞察

其他会员也浏览了