Quant Trader. Broker Connectivity and Trade Execution. Presented by Quant Trade Technologies, Inc.

Transcription

1 Quant Trader Broker Connectivity and Trade Execution Presented by Quant Trade Technologies, Inc.

2 Install Brokerage Software Setup Broker Connections Order Processing Automatic Trading 2

3 Install Brokerage Software 3

4 Supported broker adapters TD Ameritrade Interactive Brokers MB Trading Trading Technologies 4

5 TD Ameritrade setup Open account with TD Ameritrade accountapplication Get account login and password Use these in connection dialog No specific third-party software is necessary to install 5

6 Interactive Brokers TWS setup Open account with Install Trader Workstation (TWS) ndex.php?f=1537 Configure API settings in TWS oftware/tws/usersguidebook/configuret ws/apisettings.htm 6

7 Interactive Brokers TWS settings 1. Log into Trader Workstation 2. On the Edit menu, select Global Configuration 3. Select API in the left pane, then click Settings 4. In the right pane, click the check box for Enable ActiveX and Socket Clients 7

8 Interactive Brokers Gateway The IB Gateway provides a low-resource alternative to TWS for connecting to the IB trading system 8

9 Interactive Brokers Gateway 1. From the Login menu on the IB web site, select IB Gateway 2. Select the API radio button 3. Log in using your IB username and password, just as you would when logging into TWS 4. Click Login. The Interactive Brokers Gateway box opens, displaying the connection status and gateway activity 9

10 MB Trading setup Open MB Trading account You will need MBT Desktop Pro to be installed on your system Download MBT Desktop Pro from Pro.aspx#downloads Follow instructions in the installer to complete the setup 10

11 Trading Technologies FIX Trading Technologies FIX gateway for order processing No additional client software setup is required Receive gateway address, user name and password from your broker Fill provided connection details into connection settings dialog 11

12 Setup Broker Connection 12

13 Setup broker connections Freedom connecting to favorite broker Completely user configurable connection Unlimited number of connections allowed Home & Basics (ribbon) Trading (group) Brokers (button) 13

14 Broker connections dialog Add broker connections Edit existing connections Remove deprecated connections Close when done 14

15 New broker connection Select your broker Give a name to connection Fill settings (depend on broker) Test connection o Correct on errors Confirm on success 15

16 TD Ameritrade settings Login for your TD Ameritrade account Password for your TD Ameritrade account Source ID (optionally required by some brokers) 16

17 Interactive Brokers settings Login for your Interactive Brokers account Password for Interactive Brokers account 17

18 MB Trading settings Login for your MBT account Password for your MBT account Host ID: a number optional, default: 9 Host version: number default: empty 18

19 Trading Technologies settings Login for account Password TT gateway host (IP address mask) TT gateway port (port number) Gateway target ID (alphanumeric) 19

20 Broker connections list Example of filled list of connections Connection parameters are kept in strongly encrypted storage 20

21 Connecting to broker Open trading form: Home & Basics > Trading > Orders Find all created broker connections: Trade Broker > Broker Connect > Broker Select broker and use connect button 21

22 Order Submission and Trade Management 22

23 Order book Single interface to all brokers Single gateway to all exchanges Manual trading pad with convenient order controls Combined tabular view of manual and automated orders from EA Full control on open orders including automated orders from EA 23

24 Order settings Support all types of instruments Native symbol notation from exchange Native order types from exchange Limit, stop and activation prices Full order expiration control 24

25 Trading pad One-click manual trading Full control on order submission Immediate cancellation of all orders Instant update or order book Detailed error reporting 25

26 Order book example 26

27 Automatic Trading with Expert Adviser 27

28 Automatic trading configuration 1. Create and configure broker connection 2. Connect to broker from order book 3. Open chart for symbol you plan trading 4. Select forecasting algorithm 5. Select trading expert adviser 6. Enter amount of shares to trade 7. Click auto-trading activation button 28

29 Automatic trading settings Toggle automatic trading on or off Highlighted, if on Chart Analysis > Automatic Trading Qty: Number of shares to trade Stop: Optional stop level. If entered, orders will be submitted as stop loss orders Expert Trade: Toggle to activate trading Available only for real-time charts 29

30 Automatic trading chart 30

31 Pioneers in the fractal exploration of financial markets 2 N Riverside Plaza Suite 2325 Chicago, Illinois Quant Trade LLC (872) Quant Trade, LLC. All rights reserved. No part of the materials including graphics or logos, available in this Web site may be copied, reproduced, translated or reduced to any electronic medium or machinereadable form, in whole or in part without written permission. Quant Trade, LLC has been a Commodity Futures Trading Commission (CFTC) registered Commodity Trading Advisor (CTA) since September 4, 2007 and a member of the National Futures Association (NFA). Trading futures and options involves the risk of loss. You should consider carefully whether futures or options are appropriate to your financial situation. You must review the customer account agreement and risk disclosure prior to establishing an account. Only risk capital should be used when trading futures or options. Investors could lose more than their initial investment. Past results are not necessarily indicative of futures results. The risk of loss in trading futures or options can be substantial, carefully consider the inherent risks of such an investment in light of your financial condition. Information contained, viewed, sent or attached is considered a solicitation for business. 31