Writing Algorithms
Statistics
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Writing Algorithms
▶Key Concepts
- Getting Started
- Algorithm Engine
- Multi-Asset Modeling
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Initialization
▶Securities
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- NZDUSD
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- XAGUSD
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- ▶Oanda
- AU200AUD
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- ▶Interactive Brokers
▶Portfolio
▶Universes
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- Settings
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▶Datasets
- Overview
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- ▶Benzinga
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- ▶FRED
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▶Importing Data
- Key Concepts
- ▶Streaming Data
- Key Concepts
- ▶Custom Securities
- ▶Custom Universes
- Bulk Downloads
▶Consolidating Data
- Getting Started
- ▶Consolidator Types
- Consolidator History
- Updating Indicators
▶Historical Data
▶Trading and Orders
- Key Concepts
- ▶Order Management
- ▶Order Types
- Position Sizing
- Liquidating Positions
- Crypto Trades
- ▶Option Strategies
- Bear Call Spread
- Bear Put Spread
- Bull Call Spread
- Bull Put Spread
- Long Call Butterfly
- Short Call Butterfly
- Long Put Butterfly
- Short Put Butterfly
- Long Call Calendar Spread
- Short Call Calendar Spread
- Long Put Calendar Spread
- Short Put Calendar Spread
- Covered Call
- Covered Put
- Iron Butterfly
- Iron Condor
- Naked Call
- Naked Put
- Protective Call
- Protective Put
- Protective Collar
- Long Straddle
- Short Straddle
- Long Strangle
- Short Strangle
- Order Properties
- Order Events
- Order Errors
- Trade Statistics
- Trading Calendar
- Financial Advisors
▶Reality Modeling
- Key Concepts
- ▶Trade Fills
- ▶Slippage
- ▶Transaction Fees
- ▶Brokerages
- Buying Power
- ▶Settlement
- ▶Options Models
- ▶Risk Free Interest Rate
- ▶Dividend Yield
- ▶Margin Interest Rate
- Margin Calls
- ▶Short Availability
Scheduled Events
▶Indicators
- ▶Supported Indicators
- ▶Candlestick Patterns
- Abandoned Baby
- Advance Block
- Belt Hold
- Breakaway
- Closing Marubozu
- Concealed Baby Swallow
- Counterattack
- Dark Cloud Cover
- Doji
- Doji Star
- Dragonfly Doji
- Engulfing
- Evening Doji Star
- Evening Star
- Gap Side By Side White
- Gravestone Doji
- Hammer
- Hanging Man
- Harami
- Harami Cross
- High Wave Candle
- Hikkake
- Hikkake Modified
- Homing Pigeon
- Identical Three Crows
- In Neck
- Inverted Hammer
- Kicking
- Kicking By Length
- Ladder Bottom
- Long Legged Doji
- Long Line Candle
- Marubozu
- Mat Hold
- Matching Low
- Morning Doji Star
- Morning Star
- On Neck
- Piercing
- Rickshaw Man
- Rise Fall Three Methods
- Separating Lines
- Shooting Star
- Short Line Candle
- Spinning Top
- Stalled Pattern
- Stick Sandwich
- Takuri
- Tasuki Gap
- Three Black Crows
- Three Inside
- Three Line Strike
- Three Outside
- Three Stars In South
- Three White Soldiers
- Thrusting
- Tristar
- Two Crows
- Unique Three River
- Up Down Gap Three Methods
- Upside Gap Two Crows
- Absolute Price Oscillator
- Acceleration Bands
- Accumulation Distribution
- Accumulation Distribution Oscillator
- Advance Decline Difference
- Advance Decline Ratio
- Advance Decline Volume Ratio
- Alpha
- Arms Index
- Arnaud Legoux Moving Average
- Aroon Oscillator
- Augen Price Spike
- Auto Regressive Integrated Moving Average
- Average Directional Index
- Average Directional Movement Index Rating
- Average True Range
- Awesome Oscillator
- Balance Of Power
- Beta
- Bollinger Bands
- Chaikin Money Flow
- Chande Momentum Oscillator
- Commodity Channel Index
- Coppock Curve
- Correlation
- De Marker Indicator
- Delay
- Delta
- Detrended Price Oscillator
- Donchian Channel
- Double Exponential Moving Average
- Ease Of Movement Value
- Exponential Moving Average
- Filtered Identity
- Fisher Transform
- Fractal Adaptive Moving Average
- Gamma
- Heikin Ashi
- Hilbert Transform
- Hull Moving Average
- Ichimoku Kinko Hyo
- Identity
- Implied Volatility
- Intraday Vwap
- Kaufman Adaptive Moving Average
- Kaufman Efficiency Ratio
- Keltner Channels
- Least Squares Moving Average
- Linear Weighted Moving Average
- Log Return
- Mass Index
- Maximum
- Mc Clellan Oscillator
- Mc Clellan Summation Index
- Mean Absolute Deviation
- Mid Point
- Mid Price
- Minimum
- Momentum
- Momentum Percent
- Momersion Indicator
- Money Flow Index
- Moving Average Convergence Divergence
- Normalized Average True Range
- On Balance Volume
- Parabolic Stop And Reverse
- Percentage Price Oscillator
- Pivot Points High Low
- Rate Of Change
- Rate Of Change Percent
- Rate Of Change Ratio
- Regression Channel
- Relative Daily Volume
- Relative Moving Average
- Relative Strength Index
- Relative Vigor Index
- Rho
- Schaff Trend Cycle
- Sharpe Ratio
- Simple Moving Average
- Sortino Ratio
- Standard Deviation
- Stochastic
- Sum
- Super Trend
- Swiss Army Knife
- T3 Moving Average
- Target Downside Deviation
- Theta
- Time Profile
- Time Series Forecast
- Triangular Moving Average
- Triple Exponential Moving Average
- Trix
- True Range
- True Strength Index
- Ultimate Oscillator
- Value At Risk
- Variable Index Dynamic Average
- Variance
- Vega
- Volume Profile
- Volume Weighted Average Price Indicator
- Wilder Accumulative Swing Index
- Wilder Moving Average
- Wilder Swing Index
- Williams Percent R
- ▶Candlestick Patterns
- Key Concepts
- Manual Indicators
- Automatic Indicators
- Plotting Indicators
- Combining Indicators
- Custom Indicators
- Indicator Universes
- Rolling Window
Object Store
Parameters
▶Machine Learning
▶Algorithm Framework
- Overview
- ▶Universe Selection
- ▶Alpha
- ▶Portfolio Construction
- ▶Risk Management
- ▶Execution
- Hybrid Algorithms
- Insight Manager
Charting
Logging
▶Statistics
▶Live Trading
- Key Concepts
- Brokerages
- Data Providers
- ▶Trading and Orders
- Reconciliation
- Notifications
- Charting and Logging
- ▶Signal Exports