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 One LAST WEEK’S OBJECTIVES: Introduction to the Canvas: Know where everything is  Navigation: Moving around the Canvas  Types of Ports/Connections: Linking blocks & preventive design  Continuous and Discrete messaging: Live vs event based  Basic Trading Blocks Explained  We created our first simple algos:  1)“Simple Entry” 2)“The Sniper” professoralgo.com ADL Beginner 101

Review: Algorithm Decision Path Do I Wait? Market Going Our Way? Do I Scale Out? Determine Enter the Entry Point Market Do I Buy More? Market Going Against Us? Do I Get Out? professoralgo.com ADL Beginner 101

Review: The Basic Breakdown Data/Variables (Inputs) Calculations (Process) Actions (Outputs) professoralgo.com ADL Beginner 101

Review: The Basic Breakdown Data/Variables (Inputs) professoralgo.com ADL Beginner 101

Review: The Basic Breakdown Calculations (Process) professoralgo.com ADL Beginner 101

Review: The Basic Breakdown Actions (Outputs) professoralgo.com ADL Beginner 101

professoralgo.com ADL Beginner 101

Review: Canvas and Navigation 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: Types of Ports Instrument Port (Blue) Numeric Port (Red) Boolean Port (Green) Discrete Port (Black & White) Variable Port (Yellow) (Turns into any of the above) professoralgo.com ADL Beginner 101

Review: Homework professoralgo.com ADL Beginner 101

Week Two: Control The Information THIS 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 will build:  1)“Profit OCO Trailing Stop” 2)“Slingshot Engage” professoralgo.com ADL Beginner 101

Discrete Messages: 3 Step Process Start (The Message) Extract (The Information) Control (The Movement) professoralgo.com ADL Beginner 101

Discrete Messages: 3 Step Process Start (The Message)  Order Block  Discrete Order Block  Generator Block  Boolean Block  Time and Sales professoralgo.com ADL Beginner 101

Discrete Messages: 3 Step Process Extract (The Information)  Msg Info Extractor  Value Extractor  Value Accumulator  Formula Builder professoralgo.com ADL Beginner 101

Discrete Messages: 3 Step Process Control (The Movement)  Funnel Block  Branch State  Sequencer Block  State Block  Stopwatch Block professoralgo.com ADL Beginner 101

This Week: Profit OCO Trailing Stop professoralgo.com ADL Beginner 101

This Week: Profit OCO Trailing Stop Instrument, Order Price, Trade Data/Variables (Inputs) Quantity, Trailing Stop Ticks, Cover Ticks, Last Trade Price Value Accumulator/Extractors, Calculations (Process) Booleans FlipForSell Entry Order Block, Actions (Outputs) Cover/Trailing Stop Order Block professoralgo.com ADL Beginner 101

This Week: Slingshot Engage professoralgo.com ADL Beginner 101

This Week: Slingshot Engage Instrument, Trade Price, Trade Data/Variables (Inputs) Quantity, Number Blocks, Market State MvgAvg Block, Msg Info Calculations (Process) Extractor, Value Accumulator/Extractors, Booleans VWAP Value, Upper/Lower Actions (Outputs) Bound Booleans professoralgo.com ADL Beginner 101