StrategyXtender Reference Guide Version 1.1 November 2013

Transcription

1 StrategyXtender Reference Guide Versin 1.1 Nvember 2013 Cpyright 2013 New Energy Sftware Inc. Page 1

2 Cntents StrategyXtender Overview... 3 StrategyXtender Installatin... 5 Installatin Requirements... 5 Supprted Trading Platfrms... 5 Sftware Dwnlad... 5 Trading Platfrm Selectin... 6 License Activatin... 6 Trial License (Free)... 6 Free License... 6 Paid Licenses... 6 Prduct Activatin... 7 StrategyXtender Cnfiguratin... 9 Essential Settings... 9 StrategyXtender Service Settings Cllective2 Service URLs General Settings Saving Yur Changes EasyLanguage API Setup Preparing the API fr Use TradeStatin: MultiCharts64: Testing Dashbard Display Cmpnents _tssignalcpier Signal Fllwing Strategy Overview _tssignalcpier Setup _tssignalcpier Settings Explained _tssignalcpier Usage Guidelines Entry Order Types Bracket Orders Exit Orders Cpyright 2013 New Energy Sftware Inc. Page 2

3 StrategyXtender Overview StrategyXtender TM makes it simple fr traders t publish trades autmatically frm strategies running n their wn platfrms t publishers such as Cllective2 and ZuluTrade. Zer prgramming is required simply add ur signal cpier strategy t each chart t be published, and trades generated by yur strategy will be published autmatically. Supprted trading platfrms include: TradeStatin 9.1 Update 24 and later MultiCharts.NET64 (including Start Editin) MultiCharts64 (PwerLanguage versin) esignal 11 MetaTrader 5 StrategyXtender prvides a reliable transactin envirnment that is tlerant f cmmunicatin utages, web server delays, and light n netwrk and trading platfrm usage, even when dzens f symbls are being traded. The StrategyXtender Dashbard gives yu a cmplete real time view f all trading activity and accunt status, plus manual rder ticket entry and subscriber messaging features. Cpyright 2013 New Energy Sftware Inc. Page 3

4 Latest trade signals fr: StrategyXtender - API Test System ID Issued Actin Quant Symbl Gd Til /28/13 1:15 ET Sell t 10,000 CAD/JPY at stp Gd Til Cancel clse psitin Strategy Grup:(% Trailing Stp) /28/13 1:15 ET Sell t 10,000 CAD/JPY at stp Gd Til Cancel clse psitin Strategy Grup:(Stp Lss) /28/13 1:15 ET Sell t 10,000 CAD/JPY at limit Gd Til Cancel clse psitin _tssignalcpier: Pyramid and BracketTests (Prfit Target) /28/13 1:15 ET Sell t 10,000 CAD/JPY at limit Gd Til Cancel clse psitin Strategy Grup:(Prfit Target) Mirrred strategy rders, generated riginally by TradeStatin 9.1 Cpyright 2013 New Energy Sftware Inc. Page 4

5 StrategyXtender Installatin Installatin Requirements StrategyXtender runs n bth 64 bit and 32 bit versins f Windws: Windws 7 Windws 8 Windws Server 2008, 2012 Supprted Trading Platfrms TradeStatin 9.1 MultiCharts 8 (32/64 bit) MultiCharts64.NET (32/64 bit) MultiCharts64.NET Starter Editin MetaTrader 5 esignal 11.5 Sftware Dwnlad At register a free accunt r lgin if yu already registered. Next, chse the Trial Sftware menu ptin, and fllw the steps. A valid is required t cnfirm yur accunt. Other purchase ptins include permanent licenses, and quarterly and annual subscriptins. When yu have cmpleted the trial sftware rder, an will be sent t yu with an activatin key and sftware dwnlad link. When yu receive the cnfirmatin , dwnlad the StrategyXtender setup file using the link prvided in the . The cnfirmatin als cntains an activatin cde that enables use f the applicatin. Unzip and run the setup prgram. During installatin, yu will be asked t prvide yur name and address, and then select the trading platfrms t be used with StrategyXtender. The address entered will be used t set the default lgin fr services such as Cllective2. Cpyright 2013 New Energy Sftware Inc. Page 5

6 Trading Platfrm Selectin Select the trading platfrms t be used with StrategyXtender. The installer will place the required files fr each platfrm in the crrect directry n yur system. License Activatin StrategyXtender requires a license activatin key t enable peratin. Free trials and paid licenses can be rdered frm the traderscience.cm nline stre after first registering an accunt. Trial License (Free) A 15 day free trial license is available frm the traderscience.cm website. Visit and chse FREE TRIALS. Click Add t Cart fr StrategyXtender and register yur free accunt if yu have nt already dne s. Once yu cmplete yur rder, yu will receive an with a prduct activatin key and dwnlad link. Free License If yu make nly a few trades per mnth at Cllective2, a free, entry level license is available that enables ne system and up t 8 trades per mnth. Paid Licenses Once the free trial has expired, a paid license must be purchased if yu wish t cntinue using StrategyXtender. Several ptins are available fr bth permanent and subscriptin licenses t match increasing levels f trading systems and mnthly activity. License Type Trading Mnthly Activatins Supprt Systems Trades Free Frum nly Express , Frum Standard Frum Pr N limit N limit 3 . Frum and frum supprt is included with all active subscriptins. and frum supprt is included fr 12 mnths fr permanent licenses. Sftware upgrades are free with an active subscriptin r supprt cntract. Cpyright 2013 New Energy Sftware Inc. Page 6

7 Prduct Activatin After installatin, start StrategyXtender (Start- >Prgrams->TraderScience->StrategyXtender). When the prgram starts, yu shuld see the pening splash screen, fllwed by a display f the license status. Select Enter License t begin the prduct activatin step. Lcate and cpy yur license activatin key frm the rder cnfirmatin , and click the "Paste frm Keybard" and Activate buttns. (Nte that yu must be cnnected t the Internet t cmplete activatin.) If the activatin succeeds, click the "Clse" buttn t cntinue and the license status will be updated with yur trial activatin settings (nrmally 15 days). Cpyright 2013 New Energy Sftware Inc. Page 7

8 Finally, click "Cntinue" t begin using StrategyXtender. Fr the first usage, the StrategyXtender Settings will be displayed next. Cpyright 2013 New Energy Sftware Inc. Page 8

9 StrategyXtender Cnfiguratin StrategyXtender requires a few pieces f additinal infrmatin t cnnect t yur Cllective2 accunt, which will be requested when yu first start the prgram. Yu can update this infrmatin anytime later by selecting Edit->Settings ptin at the Main Menu. Essential Settings C2Lgin Enter yur Cllective2 lgin (an address) Data Passwrd Enter yur C2 Data Services Passwrd (nt the main C2 lgin passwrd) Yu can find r set this passwrd n the Cllective2 website by chsing My Accunt C2SystemIDs Enter a cmma separated list f the C2 trading system ID numbers t be enabled fr use with StrategyXtender Nte that yur license may limit the number f systems enabled by StrategyXtender. Cpyright 2013 New Energy Sftware Inc. Page 9

10 StrategyXtender Service Settings Hst This is the IP address fr the StrategyXtender management service. This service runs n yur lcal desktp, and the default setting ( ) shuld nrmally nt need t be changed. Prt Unless there is a cnflict with anther service n yur system, this setting can als be left at the default setting (51211) Cllective2 Service URLs These settings shuld nt be changed unless Cllective2 recnfigures its API services. General Settings Display Refresh Number f secnds between status refreshes when idle (default: 60) This setting can be adjusted up r dwn, but t reduce lad n Cllective2, the lwest setting shuld be secnds. Histry Days The number f days f histrical trade infrmatin t request frm Cllective2 fr status displays (default: 30) Lg Level The level f detail fr the StrategyXtender event lg. Valid settings are frm 1-5, with 1 being the lwest level f detail. Level 3 is recmmended fr nrmal peratin. Saving Yur Changes T save any changes made, click the Apply buttn and then Clse t cntinue. If the changes require restarting the StrategyXtender service, yu will see a message indicating that the service is being restarted. This may take secnds t cmplete. If yu wish t discard any changes, simply click Clse. EasyLanguage API Setup T enable yur EasyLanguage trading systems and indicatrs t cmmunicate with Cllective2, the StrategyXtender API must be imprted int the EasyLanguage editr and cmpiled. If yu have existing signals written in EasyLanguage, yu can begin t use StrategyXtender immediately with zer prgramming by adding the API signal _tssignalcpier ( _ts_tssignalcpier ) t yur charts. _tssignalcpier will fllw changes in market psitin created by yur wn signals and send the required transactins t Cllective2 autmatically. Cpyright 2013 New Energy Sftware Inc. Page 10

11 If yu want mre direct cntrl ver the Cllective2 interface, the StrategyExtender API prvides ready t run signals and functins that make it simple interface t Cllective2 services in real time frm yur wn EasyLanguage functins, indicatrs, and signals. Preparing the API fr Use TradeStatin: The StrategyXtender installatin prgram will place a file named StrategyXtender_C2API_TradeStatin.eld in the Prgram flder in the TradeStatin hme directry. (default: C:\Prgram files (x86)\tradestatin 9.1\Prgram ) Start the TradeStatin Develpment Envirnment (EasyLanguage) editr, and select File->Imprt. Select the ptin Imprt EasyLanguage file (ELD, ELS r ELA) and click Next. Navigate t the TradeStatin\Prgram flder (usually fund at C:\Prgram Files (x86)\tradestatin 9.1\Prgram ), and lcate the ELD file specified abve. Click Open t cntinue and chse the default Next chices until finished. Cpyright 2013 New Energy Sftware Inc. Page 11

12 MultiCharts64: The installatin prgram will place a PwerLanguage archive file named StrategyXtender_C2API.pla in the hme directry fr MultiCharts64. (default: C:\Prgram Files\TS Supprt\MultiCharts64 ). Start the PwerLanguage Editr and select File->Imprt. Navigate t the MultiCharts64 hme directry and lcate the.pla file specified abve. Click Open, and yu shuld see the Imprt frm belw. Ensure that all f the check bxes are selected, and that Cmpile n Imprt is enabled. Press OK t cmpile the API functins. Testing In the StrategyXtender Dashbard, select Edit->Settings and click the Test buttn. If everything has been cnfigured crrectly, yu shuld see a respnse with the buying pwer fr each Cllective2 system. If yu receive an errr, check t ensure that yur lgin address is crrect and that the passwrd entered is the data services passwrd (nt yur C2 master accunt passwrd!). After making changes t lgin settings, apply yur changes and clse the frm. Use File->Stp/File->Start t refresh the StrategyXtender Windws service, and try running the test again. Once yu have cnfirmed that StrategyXtender is prperly cmmunicating with Cllective2, yu are ready t test the trade publishing strategy _tssignalcpier with yur trading platfrm. Add the strategy _tssignalcpier t a chart, and change the settings t match the desired Cllective2 trading system ID and symbl t be traded. Valid security types fr symbls are frex, future, stck, and ptin. Set the Debug Level t 1 t see status messages, save yur changes, and mnitr the Print Lg utput windw fr messages. If yu see any errrs in the utput, make sure that the StrategyXtender service status shws Ready, and duble check the system Settings t cnfirm that yur C2 lgin and data passwrd are crrect. Als cnfirm that the _tssignalcpier setting fr yur C2SystemID has been crrectly entered. Cpyright 2013 New Energy Sftware Inc. Page 12

13 The StrategyXtender Dashbard The StrategyXtender Dashbard prvides secure, real-time mnitring and cntrl fr yur Cllective2 trading systems. The Dashbard, StrategyXtender service, and all strategies and indicatrs share the same netwrk sessin t Cllective2 t minimize resurce usage. Dashbard Main Menu File Edit View Help Start Service Stp Service Bradcast Message Quit Settings Refresh Using StrategyXtender License Check fr Updates Supprt Abut Cpyright 2013 New Energy Sftware Inc. Page 13

14 Dashbard Display Cmpnents My Systems This view prvides a summary f thecurrent status f yur active Cllective2 systems. Right click n a system fr additinal ptins: View System Perfrmance Chart Submit a manual rder Bradcast message t subscribers Open Psitins All f the pen psitins fr yur systems at Cllective2 are listed. Right click t manually clse a psitin. Active Signals Signals that have been submitted t Cllective2 (manually r by yur wn trading strategies) are listed here. All r specific signals can be cancelled manually by right clicking n a signal entry. Executed Signals Signals that have been executed at Cllective2 are listed. Trades All recently cmpleted trades are listed. Details include trade pening and clsing times, prices, and prfit/lss. Event Lg This listing prvides a jurnal f system activity and diagnstic messages useful when tracking rder executin. Cpyright 2013 New Energy Sftware Inc. Page 14

15 _tssignalcpier Signal Fllwing Strategy "_tssignalcpier" mnitrs market psitin changes and rder events frm yur strategy and autmatically publishes signals as yur strategy runs. _tssignalcpier is added t a chart like any ther strategy r indicatr, but it des nt generate trading signals t yur lcal trading platfrm. _tssignalcpier is prvided as a strategy fr TradeStatin and MultiCharts64, and as an indicatr fr MultiCharts.NET64. Setup parameters allw yu t specify the Cllective2 symbl and quantity t be traded when entry and exit signals are detected frm ther signals attached t the same chart. All required cmmunicatin with C2 is perfrmed in real time autmatically n behalf f yur ther signal strategies. Overview After attaching t a chart, _tsignalcpier will attempt t cnnect t the StrategyXtender Windws service running n yur lcal platfrm and establish a lgin sessin t Cllective2. When market psitin changes are detected resulting frm yur wn signals attached t the same chart, then transactins are sent autmatically t Cllective2 t pen and clse bth lng and shrt psitins. _tssignalcpier regularly checks psitin and accunt status at Cllective2 and ensure that yur strategy psitin and C2 remain in sync. The TradeStatin 9.1 versin f _tssignalcpier supprts extended features that enable rder pyramiding, trailing stps, and bracket rders t be used in yur strategies and autmatically generated at C2. In the event f any interruptins in netwrk availability, _tssignalcpier will attempt t recver and resume nrmal peratin autmatically as required. _tssignalcpier will respnd t psitin changes nrmally n the next tick fllwing the psitin change. Please nte that this may result in sme slippage between fill prices between yur wn strategy and C2. The TradeStatin versin triggers rders t C2 immediately when an rder event is generated withut waiting fr the next tick. Cpyright 2013 New Energy Sftware Inc. Page 15

16 _tssignalcpier Setup If yu have successfully cmpleted the API imprt and setup described earlier, then yu are ready t add _tssignalcpier t a chart. Yu will need t set the strategy parameters that specify the Cllective2 trading system, symbl, and quantity t be traded when a market psitin change is detected frm yur wn strategies. The settings are described in detail belw. _tssignalcpier Settings Explained Setting Explanatin C2SystemId Example: Enter an active, Cllective2 assigned SystemID number that yu cntrl. Any signals generated by _tssignalcpier will be traded n this system. C2Enable True: _tssignalcpier will cnnect t Cllective2 and send signals when yur strategies n the same chart pen and clse psitins. C2Symbl The symbl f the instrument t be traded, in the frmat used by Cllective2. The instrument being traded at Cllective2 may be different than yur strategy. Fr example, yur strategy might trade a Japanese Yen futures cntract and specify a Frex cntract (eg. USD/JPY) fr trading at Cllective2. C2SymType The Cllective2 symbl type. Valid settings are: future, frex, stck, ptin (qutatin marks are required!) GLng True (default): allw Cllective2 t pen new lng psitins False: d nt pen new lng psitins GShrt True (default): allw Cllective2 t pen new shrt psitins False: d nt pen new shrt psitins C2Quantity Fr entry rders, this sets the number f shares, cntracts, r frex mini-lts. C2QtyMultiply Default: 1 If the C2Quantity is zer, then the quantity frm yur strategy is multiplied by this value t determine the rder quantity fr C2. Fr frex, use.0001 as the value t cnvert yur strategy quantity t the equivalent C2 minilt value. CpyStpLss True (default) Cpy stp lss rders t C2 CpyPrfitTarget True (default) Cpy prfit target rders t C2 C2PrfitTicks Default: 0 MultiCharts64/.NET versins nly Cpyright 2013 New Energy Sftware Inc. Page 16

17 If yu wish t attach a prfit target rder t new rders, specify the number f ticks (pips) t be added t the entry price fr Lng psitins, (subtracted fr Shrt psitins). C2StpLssTicks Default: 0 MultiCharts64/.NET versins nly If yu wish t attach a fixed stp lss rder, specify the number f ticks (pips) t be subtracted frm the entry price fr Lng psitins (added fr Shrt psitins) C2MinOrderMveTicks Default: 3 This sets the minimum number f ticks f price mvement befre a stp lss rder is mved. C2KeepInitialPs This setting cntrls hw existing psitins are C2 are managed when _tssignalcpier is first started. True (default): This setting will ensure that an existing psitin at C2 will NOT be clsed when _tssignalcpier is first started. The psitin at C2 will remain pen until the strategy first clses a psitin. False: This setting will result clsing an existing psitin at C2 if the strategy is flat when _tssignalcpier is started. C2EnableOCA True (default): enable One Cancels All handling f bracket rders at C2 False: disable One Cancels All handling f bracket rders at C2 C2MinBuyPwer Default: 0 Sets the minimum buying pwer required t pen a new psitin. Set t 0 if yu d nt wish t check buying pwer befre submitting a new Cmments rder. my strategy name Text entered here will be appended t the Cmmentary field f new signals and appears in trade jurnals and s sent t C2 subscribers. The signal strategy name assciated with the chart is a gd chice, eg. "FibTrader" RecentBars Default: 3 _tssignalcpier cnsiders any signal generated by yur strategy that is yunger than the number f bars specified here will be cnsidered as an active signal t be sent t C2. This helps t prevent psitins frm being pened when _tssignalcpier is started and yur strategy has already initiated a signal that is t ld t fllw. C2TimeInFrce Default: GTC Specifies the valid duratin fr new rders: "GTC": Gd Till Cancel "DAY": rder valid until end f current sessin CancelSecs Default: 0 (n rder timeut) Settings this value results in new rders being cancelled if they are nt filled within this time perid. Cpyright 2013 New Energy Sftware Inc. Page 17

18 DelaySecs Default: 0 This value determines the delay in secnds befre sending new signals t yur subscribers. RefreshSecs Default: 60 The number f secnds between requesting status updates frm Cllective2. It is recmmended nt t make this interval t small (eg. less than 15 secnds), therwise the frequent data requests can affect the respnsiveness f yur chart. Status is als refreshed after new rders are submitted r signals cancelled. DebugLevel Default: 1 This setting enables _tssignalcpier status and diagnstic messages t be printed t the Print Lg windw. Sample Print Lg utput: 07:53:18 AM INITIALIZING TraderScience StrategyXtender DLL link fr chart CADJPY 07:53:24 AM _tssignalcpier: Initialized (SIM703848X) Chart CADJPY,C2Cntext= :53:24 AM _tssignalcpier: Starting fr CADJPY-frex 07:53:24 AM _tssignalcpier: service Ping OK at Time: 07:53:24 AM, C2Symbl: CADJPY chart [CADJPY] status=0 07:53:26 AM _tssignalcpier: service Ping OK at Time: 07:53:26 AM, C2Symbl: CADJPY chart [CADJPY] status=0 07:53:26 AM _tssignalcpier: (CADJPY:frex) C2 [Flat 0] Strategy [Flat 0] C2Prfit: 0.00 BuyPwer=21927 Actin=nne AvgPrice= svcstatus=ok (Histry Mde) _tssignalcpier Usage Guidelines _tssignalcpier respnds t rders generated and filled by yur strategies and sends transactins that mirrr yur rders at Cllective2. Multiple charts can perate at the same time, and they may use the same r different Cllective2 SystemID. If desired, yu can trade a different symbl r security type at Cllective2 than the main chart symbl. Each time _tssignalcpier is started, a sessin t the StrategyXtender service and Cllective2 is established. This may result in a slight delay while the cnnectins are being made. When _tssignalcpier is stpped, the cnnectin fr that chart is terminated. Cpyright 2013 New Energy Sftware Inc. Page 18

19 Entry Order Types Yur strategy can use any type f entry rder, including market, limit, r stp rders. Once a strategy psitin has been filled, _tssignalcpier sends a market rder t Cllective2. This ensures that synchrnizatin between yur strategy psitins and at Cllective2 is easily maintained. TradeStatin 9.1: The signal t pen a new psitin is sent immediately after the rder is filled. MultiCharts64: The signal t pen a new psitn is sent t Cllective2 n the next tick fllwing the strategy rder fill. Order pyramiding is supprted fr entry and exit rders. Bracket Orders TradeStatin 9.1 Update 24 users: Prfit taking rders and stp lss rders (including breakeven and trailing stps) can be used in yur strategy, and _tssignalcpier will create and update rders at Cllective2 as changes are made t yur strategy bracket rders. MultiCharts64: An initial prfit taking rder and stp lss can be submitted with the riginal rder by setting the PrfitTarget Ticks and StpLssTicks values. Hwever this versin f _tssignalcpier des nt supprt updating bracket rders and trailing stps at Cllective2. It may be supprted in future versins. Exit Orders _tssignalcpier uses market rders t clse r partially clse psitins. TradeStatin 9.1 Update 24: If yur strategy clses a psitin, _tssignalcpier will immediately issue a market Buy t Cver r Sell T Clse rder at Cllective2 fr the scaled quantity used by yur strategy. Partial clsing f an rder (pyramiding) is supprted. MultiCharts64: After yur strategy clses a psitin, _tssignalcpier will issue a market Buy t Cver r Sell t Clse rder t Cllective2 n the next tick. The entire psitin is clsed at Cllective2 (pyramiding is nt supprted at this time in MultiCharts64). Cpyright 2013 New Energy Sftware Inc. Page 19