Home > Technology > Overview

Topics:

• Modelling with Formulas

• Trading and Investment Strategies

  • Example A: Trading Seasonality

  • Example B: Intermarket Analysis

  • Example C: Intraday Market Making

  • Example D: Implementing a Custom Component

• Simulation Logs and Reports

 

 Full Product Feature List:

• Trading and Investment Strategies

  • Endless simulations (advanced memory management)

  • Fractional units for trade size and position size

  • Holiday lists
  • Transaction cost allocation models:

    • per Unit

    • per Transaction

  • Multi-leg trades:

    • Partial exits

    • Trade add-on's

• Strategy scheduling options:

  • Internal scheduling

  • External scheduling   ('volume bars', 'tick bars', etc)

• Intervals:
  • Variable length ('volume bars', 'tick bars', etc.)
  • Fixed length     ('1-min', '5-min', etc)
  • Any other as short as 1 millisecond.
• Multiple Order Types

  • Market order

  • Stop order

  • Limit order

    • Execution specific allocation of slippage

    • User defined limit trigger factor

• Auto Stop Loss Orders

  • Standard

  • Trailing

  • Break-even

• Intelligent order processing
• Model Data input:

  • from Database

  • from memory table

  • from external variable

• Model data output: 

  • To database

  • to memory table

  • to file ( CSV )

  • to external variable

• Data logging during simulations (to database)

  • Trades, transactions, orders, bars, and drawdowns

• Comprehensive Reporting

  • Settings report

  • Performance report

  • Trade report

  • Transaction report

  • Drawdown report

  • Bar report

• Formula Syntax and Semantics

  • Support for functions in formula code

  • Compile time compatibility checks for formula data types

  • Support for NIL values

  • Support for collections in formula code:

    • Lists

    • Tuples

  • Support for self referential sequences in formula code

    • Support for 'state variables' in formula code

  • Simultaneous access to multiple data sources

    • Calculate inter-market spreads

    • Calculate multi-market baskets

  • Debug support for formula code

    • WATCH() macro

    • EVAL_ASSERT() macro

    • Verbose mode

  • Comprehensive native function library

  • 'Statement like' functions

    • If-ElseIf-Else

    • Switch-Case-Default

• Component Objet Model

  • Extend library via custom components

  • Uses variants for internal data communication with support for NIL

• Database Classes

  • Native support for time series

  • Read and write millions of records in just a few seconds

  • Shared table schemas

  • Metadata support for securities

  • Timeframe conversion routines:

    • to fixed time intervals ('1-min', '5-min' etc.)
    • to variable time intervals ('volume bars', 'tick bars')

  • NIL supported

  • Memory based tables (class MemTable)

• Documentation

  • Comprehensive User Guide

  • Reference Manual

 

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