diff --git a/Client/WebServer/css/docs.css b/Client/WebServer/css/docs.css index 8ba14c1d7..f98052a3b 100644 --- a/Client/WebServer/css/docs.css +++ b/Client/WebServer/css/docs.css @@ -124,4 +124,102 @@ width: 100%; height: 25%; z-index:100; + } + + + .docs-alert-note { + color: #31708f; + background-color: #d9edf7; + border-color: #bce8f1; + padding: 15px; + border: 1px solid transparent; + border-radius: 4px; + margin: 20px 0; + width: 95%; + } + + .docs-alert-success { + color: #3c763d; + background-color: #dff0d8; + border-color: #d6e9c6; + padding: 15px; + border: 1px solid transparent; + border-radius: 4px; + margin: 20px 0; + width: 95%; + } + + .docs-alert-important { + color: #8a6d3b; + background-color: #fcf8e3; + border-color: #faebcc; + padding: 15px; + border: 1px solid transparent; + border-radius: 4px; + margin: 20px 0; + width: 95%; + } + + .docs-alert-warning { + color: #a94442; + background-color: #f2dede; + border-color: #ebccd1; + padding: 15px; + border: 1px solid transparent; + border-radius: 4px; + margin: 20px 0; + width: 95%; + } + + .docs-callout { + padding: 20px; + margin: 20px 0; + border: 1px solid #eee; + border-left-width: 5px; + border-radius: 3px; + border-left-color: #bcd643; + font-weight: 500; + width: 100%; + } + + .docs-note-circle:before { + content:"\f05a" + } + + .docs-check-square-o:before { + content:"\f046" + } + + .docs-exclamation-circle:before { + content:"\f06a" + } + + .docs-warning-sign:before,.fa-exclamation-triangle:before { + content:"\f06a" + } + + .docs-fa { + font:normal normal normal 14px/1 FontAwesome; + font-size:inherit; + text-rendering:auto; + -webkit-font-smoothing:antialiased; + -moz-osx-font-smoothing:grayscale + } + + .docs-font-small { + + font:normal normal normal 14px/1 "segoeui"; + font-size:inherit; + text-rendering:auto; + -webkit-font-smoothing:antialiased; + -moz-osx-font-smoothing:grayscale; + line-height: 150% + } + + li > .docs-font-small { + margin-bottom:7px; + } + + div.docs-font-small { + margin-bottom:7px; } \ No newline at end of file diff --git a/Client/WebServer/index.html b/Client/WebServer/index.html index fac2ef448..500b11f91 100644 --- a/Client/WebServer/index.html +++ b/Client/WebServer/index.html @@ -109,10 +109,12 @@ diff --git a/Client/client.js b/Client/client.js index 33fac1b5a..ad8bd380c 100644 --- a/Client/client.js +++ b/Client/client.js @@ -126,11 +126,12 @@ try { console.log('Http Interface ..................... Listening at port ' + global.env.HTTP_INTERFACE_PORT) console.log('') - console.log("You are running Superalgos Beta 7 SP 1") + console.log("You are running Superalgos Beta 8") console.log('') console.log("What's new? The following was implemented here:") console.log('') - console.log('Multi-Project Infrastructure ....... This allow us to integrate crypto projects into Superalgos. Note that with this upgrade you will need to download and calculate market data again.') + console.log('Task Server Upgraded ............... This allow us to integrate crypto projects into the Task Server, opening the door to new types of bots defined at other projects.') + console.log('In-App Documentation Improved ...... This allow users to improve the docs and also to document other integrated projects.') console.log('') console.log("What's next? At the development pipeline we have:") console.log('') diff --git a/Projects/Superalgos/Schemas/DocSchema.json b/Projects/Superalgos/Schemas/DocSchema.json index fee6ae33b..2b2d02649 100644 --- a/Projects/Superalgos/Schemas/DocSchema.json +++ b/Projects/Superalgos/Schemas/DocSchema.json @@ -4,31 +4,31 @@ "definition": "The Superalgos Project hierarchy governs the assets that relate to Superalgos. In its current state, it serves the purpose of spawning hierarchies.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Superalgos is a multi-project platform meaning that other crypto-projects may be integrated. It is in this context that project-specific hierarchies exist." }, { - "format": "Plain Text", + "style": "Text", "text": "A crypto-project integration means that Superalgos users will able to connect to blockchain nodes from within Superalgos, exposing the blockchain data to the rest of the Superalgos infrastructure. Users will be able to mine the node's data, build indicators, use them from within trading systems, and visualize blockchain information on the charts—among other things." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the superalgos project node, select Add Missing Projects on the workspace node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -43,21 +43,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the spaces node, select Add Spaces on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -69,21 +69,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the mines node, select Add Mines on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -95,21 +95,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the other hierarchies node, select Add Other Hierarchies on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -123,119 +123,119 @@ "definition": "A plotter module is a device within a plotter that contains the definitions to create the visualization for a product definition.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A single plotter may have several modules. Different modules may be used to plot each product of the bot, or as best suits the expected use-pattern." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", - "text": "
For a bot to use a plotter, the corresponding product definition must establish a reference with the plotter module built to interpret the dataset.
" + "style": "Important", + "text": "For a bot to use a plotter, the corresponding product definition must establish a reference with the plotter module built to interpret the dataset." }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a plotter module, select Add Plotter Module on the plotter node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Plotter Module on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"Module Name\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"isLegacy\": true," }, { - "format": "Plain Text", + "style": "Text", "text": " \"icon\": \"histogram\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name used in the code to refer to the module.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • isLegacy is true for plotters modules developed entirely in JavaScript, and is false or doesn't show in the configuration for plotters built with the tools featured in the data mine hierarchy.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
Value Image
:---: :---:
default
histogram
band
moving-average
oscillator
trend
Custom images may be added too. To do that:" }, { - "format": "Plain Text", + "style": "Text", "text": "1. name the image in the following format: image-name.png;" }, { - "format": "Plain Text", + "style": "Text", "text": "1. place images in the WebServer\\Images\\Icons folder;" }, { - "format": "Plain Text", + "style": "Text", "text": "1. in the configuration of the module, use the name as is (e.g.: \"icon\": \"image-name\")" } ], @@ -276,37 +276,37 @@ "definition": "The shapes node contains definitions of polygons and styles to be rendered on a per-period basis over the charts.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A plotter recursively renders graphics for each period or candle. This means that a definition of what shapes need to be drawn for a single period is required. The plotter does the same thing for every period or candle that is visible on the screen at any point in time, for any time frame, as long as the corresponding data is available." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "In general terms, the process of defining what is going to be rendered on the screen consist of the following four steps:" }, { - "format": "Plain Text", + "style": "Text", "text": " 1. Identifying points defined by [x,y] coordinates" }, { - "format": "Plain Text", + "style": "Text", "text": " 2. Defining polygons" }, { - "format": "Plain Text", + "style": "Text", "text": " 3. Defining default styles" }, { - "format": "Plain Text", + "style": "Text", "text": " 4. Defining conditional styles" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a shapes node, select Add Shapes on the plotter module menu." } ], @@ -318,13 +318,13 @@ "definition": "A plotter panel usually shows numerical representations of data over the charts on a small window or panel. The plotter panel node features definitions to make that possible.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Beyond the graphic representation of data over the charts, plotters may also feature a data panel, that is, a numerical representation of the data showing the exact figures corresponding to the column or period that is in focus (the point of the charts where the mouse pointer is at any point)." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a plotter panel, select Add Plotter Panel on the plotter module node menu." } ], @@ -336,83 +336,83 @@ "definition": "A panel data node represents a data field to be plotted on the plotter panel.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The system renders a panel featuring a centered, single-column vertical arrangement of data, with a label and a data field right below it. The label of each data field on the panel is given—by default—by the label set for each panel data node." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a panel data node, select Add Panel Data on the plotter panel menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Panel Data on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"valueDecimals\": 2" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • valueDecimals sets the number of decimals to be shown on the corresponding data field.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"labelText\": \"The Label\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"labelPosition\": 15," }, { - "format": "Plain Text", + "style": "Text", "text": " \"valuePosition\": 20," }, { - "format": "Plain Text", + "style": "Text", "text": " \"valueDecimals\": 2" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • labelPosition and valuePosition represent the vertical distance of the corresponding fields to the top margin of the panel.
" } ], @@ -424,7 +424,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a data formula, select Add Data Formula on the plotter panel menu." } ], @@ -436,17 +436,17 @@ "definition": "The JavaScript code node may hold any snippet of valid JavaScript.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The system allows developers great flexibility as all valid JavaScript code is allowed." }, { - "format": "Plain Text", - "text": "
Until a robust JavaScript editor is implemented on the UI, it is recommended to write code on an external editor and paste it in the UI code bubble to ensure consistency.
" + "style": "Important", + "text": "Until a robust JavaScript editor is implemented on the UI, it is recommended to write code on an external editor and paste it in the UI code bubble to ensure consistency." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a JavaScript code node, select Add Code on the corresponding parent node menu." } ], @@ -458,13 +458,13 @@ "definition": "A chart points groups definitions of coordinate points used to define polygons.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The definition of a point consists of the name of the point and the corresponding values for the x and y coordinates. To create such definitions, point and point formulas are used." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a chart points node, select Add Chart Points on the shapes menu." } ], @@ -476,17 +476,17 @@ "definition": "A point is a definition of an [x,y] coordinate. The value [x] usually represents a datetime. The value [y] may refer to a price or some other concept.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "These coordinate points are used to define polygons. Values for [x,y]coordinates are entered with a point formula." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Each point should be given a significant name so that it is easier to identify them at the time of establishing references with polygon vertices.\" %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a point, select Add Point on the chart points node menu." } ], @@ -498,213 +498,213 @@ "definition": "A point formula is a node used to input the [x,y] coordinates of a point.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "To represent some form of variation of the price or a price derivative over time, a typical point formula consists of the following two coordinates: x = datetime and y = rate." }, { - "format": "Plain Text", + "style": "Text", "text": "For example:" }, { - "format": "Plain Text", + "style": "Text", "text": "Point SMA 20 Begin" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.begin" }, { - "format": "Plain Text", + "style": "Text", "text": "y = record.previous.sma20" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The example above shows the definition of the first of two points necessary to draw the segment of the 20-periods SMA curve for any particular period or candle. In this case, x = record.begin is the starting datetime of the period and y = record.previous.sma20 is the rate of the 20-periods SMA of the previous period." }, { - "format": "Plain Text", - "text": "
The above variables are constructed with information originating at the product definition that references the corresponding plotter module.
" + "style": "Note", + "text": "The above variables are constructed with information originating at the product definition that references the corresponding plotter module." }, { - "format": "Plain Text", + "style": "Text", "text": "To complete the line segment corresponding to a single period, the closing datetime of the period and the closing rate for the 20-periods SMA are required:" }, { - "format": "Plain Text", + "style": "Text", "text": "Point SMA 20 End" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.end" }, { - "format": "Plain Text", + "style": "Text", "text": "y = record.sma20" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The above system works very well for plotting all sorts of information over the candles, on the charts." }, { - "format": "Plain Text", + "style": "Text", "text": "An oscillator like RSI too needs the definition of the starting and ending datetime of the period as the value for the x-axis. However, the value for axis y fits a different scale." }, { - "format": "Plain Text", + "style": "Text", "text": "Anyway, the points definition is just as straight forward, for example:" }, { - "format": "Plain Text", + "style": "Text", "text": "Point RSI Begin" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.begin" }, { - "format": "Plain Text", + "style": "Text", "text": "y = record.previous.value" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Point RSI End" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.end" }, { - "format": "Plain Text", + "style": "Text", "text": "y = record.value" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Points do not necessarily need to refer to values on the dataset produced by the corresponding data product. For example, absolute values for the y-axis may be used to describe fixed graphical elements, for instance, a horizontal line, or a box." }, { - "format": "Plain Text", + "style": "Text", "text": "Point Begin 20" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.begin" }, { - "format": "Plain Text", + "style": "Text", "text": "y = 20" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Point End 20" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.end" }, { - "format": "Plain Text", + "style": "Text", "text": "y = 20" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Point Begin 30" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.begin" }, { - "format": "Plain Text", + "style": "Text", "text": "y = 30" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Point End 30" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "x = record.end" }, { - "format": "Plain Text", + "style": "Text", "text": "y = 30" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The above four points are used to paint the background of the 20 to 30 value range of the RSI chart. The first two points are also used to draw the dotted line signaling the 20-value mark, and the last two are used for the dotted line indicating the 30-value mark." }, { - "format": "Plain Text", - "text": "
The reason from separating the definition of points from the definition of polygons is that any point may be used by one or more polygons.
" + "style": "Note", + "text": "The reason from separating the definition of points from the definition of polygons is that any point may be used by one or more polygons." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a point formula, select Add Point Formula on the point node menu." } ], @@ -716,63 +716,63 @@ "definition": "The image node allows overlaying an image over the charts, controlling its position, size, and when it shall be rendered.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The foremost requirement for images is that they are in the png format, 24 bits, with transparency, a low case extension, and are square." }, { - "format": "Plain Text", + "style": "Text", "text": "If you envision contributing your indicator so that the community may use it, then please follow the guidelines in the contribute icons page, in particular, the Technical Requirements." }, { - "format": "Plain Text", + "style": "Text", "text": "Images must the stored in the following path: \\BackendServers\\WebServer\\Images\\Icons\\style-01" }, { - "format": "Plain Text", - "text": "
See the configuration for further details.
" + "style": "Note", + "text": "See the configuration for further details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the image node, select Add Image on the parent node menu. " } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"imagename\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"size\": 15" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the image, without the .png extension.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • size is the size at which the image shall be rendered, in pixels.
" } ], @@ -783,13 +783,13 @@ "definition": "An image condition is a rule that allows establishing when an image shall be rendered and when not.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The node is optional. When the node is not present in the definition of the image or when the condition validates true, the image is rendered on screen. When the condition validates false the image is not rendered. As such, the node allows dynamically switching the rendering of the corresponding image on and off ." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the image condition node, select Add Image Condition on the parent node menu." } ], @@ -801,55 +801,55 @@ "definition": "The image position node is a reference to a point defined in the chart points, and serves to determine the position in which the image shall be placed.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The image position node works similarly to the polygon vertex in the sense that it must establish a reference with a point in the charts point to acquire a defined coordinate that determines where the image shall be placed." }, { - "format": "Plain Text", - "text": "
See the configuration for further details.
" + "style": "Note", + "text": "See the configuration for further details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the image position node, select Add Image Position on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"offsetX\": 0," }, { - "format": "Plain Text", + "style": "Text", "text": " \"offsetY\": 10" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • offsetX is an offset in the X axis, in pixels, applied to displace the image in relation to the coordinate point defined by the reference of the node. Negative values displace the image to the left and positive values to the right.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • offsetY is an offset in the Y axis. Negative values displace the image downwards and positive values displace the image upwards.
" } ], @@ -860,13 +860,13 @@ "definition": "The text node allows overlaying text on the charts, controlling its position, size, appearance, and when it shall be rendered.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The node's offspring control the different aspects of how, where, and when text shall be rendered over the charts." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the text node, select Add Text on the parent node menu." } ], @@ -878,63 +878,63 @@ "definition": "The text style is a definition of color, opacity, and font size that determines the appearance of the text to be rendered over the charts.", "content": [ { - "format": "Plain Text", - "text": "
See the configuration for further details.
" + "style": "Note", + "text": "See the configuration for further details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the text style node, select Add Text Style on the parent node menu. " } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"paletteColor\": \"UI_COLOR.GREY\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"opacity\": 0.5," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fontSize\": 10" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " paletteColor is one of the predefined colors available, as described in the configuration of the Style* node." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • opacity is probably self-explanatory, and may range from 0 for a fully transparent object to 1 for a solid object.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • fontSize is self explanatory too; values above zero produce the expected results.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" } ], @@ -945,13 +945,13 @@ "definition": "A text condition is a rule that allows establishing when text shall be rendered and when not.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The node is optional. When the node is not present in the definition of the text node or when the condition validates true, the text is rendered on screen. When the condition validates false, text is not rendered. As such, the node allows dynamically switching the rendering of the corresponding text on and off ." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the text condition node, select Add Text Condition on the parent node menu." } ], @@ -963,55 +963,55 @@ "definition": "The text position node is a reference to a point defined in the chart points, and serves to determine the position in which text shall be rendered.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The text position node works similarly to the image position node in the sense that it must establish a reference with a point in the charts point to acquire a defined coordinate that determines where the text shall be placed." }, { - "format": "Plain Text", - "text": "
See the configuration for further details.
" + "style": "Note", + "text": "See the configuration for further details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the text position node, select Add Text Position on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"offsetX\": 0," }, { - "format": "Plain Text", + "style": "Text", "text": " \"offsetY\": 10" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • offsetX is an offset in the X axis, in pixels, applied to displace the text in relation to the coordinate point defined by the reference of the node. Negative values displace the text to the left and positive values to the right.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • offsetY is an offset in the Y axis. Negative values displace the text downwards and positive values displace the image upwards.
" } ], @@ -1022,13 +1022,13 @@ "definition": "The text formula determines the content that shall be rendered over the charts.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The text formula may use any of the variables available to the plotter, and may produce either a numeric or a text string result." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the text formula node, select Add Text Formula on the parent node menu." } ], @@ -1040,17 +1040,17 @@ "definition": "A polygon features definitions that makeup shapes and their styles.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Polygons are defined by two or more vertices, which map points in a charts point. The graphic representation of polygons originates in styles applied to either or both polygon bodies and polygon borders." }, { - "format": "Plain Text", - "text": "
The order in which polygons are ordered around the parent shapes node determines the order in which they are drawn on the screen. In cases on which polygons intersect, those drawn last are drawn on top of those drawn first.
" + "style": "Note", + "text": "The order in which polygons are ordered around the parent shapes node determines the order in which they are drawn on the screen. In cases on which polygons intersect, those drawn last are drawn on top of those drawn first." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a polygon, select Add Polygon on the shapes node menu." } ], @@ -1062,23 +1062,23 @@ "definition": "A polygon condition is a rule that allows establishing when a polygon shall be rendered and when not.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The node is optional. When the node is not present in the definition of the polygon or when the condition validates true, the polygon is rendered on screen. When the condition validates false the polygon is not rendered. As such, the node allows dynamically switching the rendering of the corresponding polygon on and off." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a polygon condition, select Add Polygon Condition on a polygon node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Edit Condition on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "Polygon conditions work pretty much like conditions used on trading systems. The main difference is that the variables available are solely those provided by the bot product definition that reference the corresponding plotter module." } ], @@ -1089,13 +1089,13 @@ "definition": "A polygon body is the fill of a shape made out of at least three vertices.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A polygon body needs at least three vertices to be defined. A body serves to create a fill for the outlines of any sort of polygon, either closed or open, by giving it a style." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a polygon body, select Add Polygon Body on the polygon node menu." } ], @@ -1107,13 +1107,13 @@ "definition": "A polygon border is a shape defined by at least two vertices used to draw lines or to apply a style to the stroke of a closed shape.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A polygon border needs at least two vertices to be defined. A border serves to create a stroke for the outlines of any sort of polygon, either closed or open, by giving it a style." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a polygon border, select Add Polygon Border on the polygon node menu." } ], @@ -1125,91 +1125,91 @@ "definition": "A style condition is a rule that allows applying an alternative style in cases where the rule validates true.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Style conditions offer a way to introduce additional intelligence on the visual representation of data by using styles that respond to certain conditions." }, { - "format": "Plain Text", + "style": "Text", "text": "For example, the Percentage Bandwidth plotter module assigns a different color to the Moving Average line when it's going up or down." }, { - "format": "Plain Text", + "style": "Text", "text": "To do that, a style condition features it's own style so that, when the condition validates true, the new style is applied." }, { - "format": "Plain Text", + "style": "Text", "text": "Style conditions me be created in a sequence so that the style may continue changing upon the validation of a series of style conditions. The system evaluates all style conditions in a sequential order determined by their position in the rotational symmetry around the parent node. Each condition that is met may modify or add up to the resulting style that is rendered on screen. That is, the final style is the result of the sequential application of the styles defined for each condition that is met, on top of the default style." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a style condition, select Add Style Condition on a polygon border or polygon body node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Edit Condition on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "Style conditions work pretty much like conditions used on trading systems. The main difference is that the variables available are solely those provided by the bot product definition that reference the corresponding plotter module." }, { - "format": "Plain Text", + "style": "Text", "text": "To continue the example of the Percentage Bandwidth plotter, the following is the condition that determines the newly added styles:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "record.previous.movingAverage > record.movingAverage" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "As hinted earlier, when the condition is met, the default style is modified by a second style that may be created on the menu of the style condition node." }, { - "format": "Plain Text", + "style": "Text", "text": "The definition of secondary styles is slightly different from that of the default style, as—in such cases—the atMousePosition property may no longer be defined:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"opacity\": 0.55," }, { - "format": "Plain Text", + "style": "Text", "text": " \"lineWidth\": 1," }, { - "format": "Plain Text", + "style": "Text", "text": " \"lineDash\": [0,0]," }, { - "format": "Plain Text", + "style": "Text", "text": " \"paletteColor\": \"UI_COLOR.RED\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -1220,239 +1220,239 @@ "definition": "A style is a definition of color and opacity in case of a polygon body, and color, opacity and line thickness in case of polygon borders.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A style applied to a polygon body or a polygon border node acts as the default style. Styles including colors, opacity, line width, and more, are defined in the node's configuration." }, { - "format": "Plain Text", - "text": "
See the configuration for further details.
" + "style": "Note", + "text": "See the configuration for further details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a style, select Add Style on a polygon border or polygon body node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Style on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "A typical definition for a polygon body style looks like this:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"default\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"opacity\": 0.2," }, { - "format": "Plain Text", + "style": "Text", "text": " \"paletteColor\": \"UI_COLOR.DARK_TURQUOISE\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " \"atMousePosition\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"opacity\": 0.3," }, { - "format": "Plain Text", + "style": "Text", "text": " \"paletteColor\": \"UI_COLOR.DARK_TURQUOISE\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "A typical definition for a polygon border style has a couple more properties:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"default\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"opacity\": 0.2," }, { - "format": "Plain Text", + "style": "Text", "text": " \"lineWidth\": 1," }, { - "format": "Plain Text", + "style": "Text", "text": " \"lineDash\": [0,0]," }, { - "format": "Plain Text", + "style": "Text", "text": " \"paletteColor\": \"UI_COLOR.DARK_TURQUOISE\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " \"atMousePosition\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"opacity\": 0.3," }, { - "format": "Plain Text", + "style": "Text", "text": " \"lineWidth\": 2," }, { - "format": "Plain Text", + "style": "Text", "text": " \"lineDash\": [0,0]," }, { - "format": "Plain Text", + "style": "Text", "text": " \"paletteColor\": \"UI_COLOR.RUSTED_RED\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The first section of the definition refers, as explicitly stated, to the default state of the style." }, { - "format": "Plain Text", + "style": "Text", "text": "The second section refers to the style assigned to the column or period on which the mouse pointer is located. This is very useful for highlighting the specific zone of interest as the user browses the charts." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • opacity is probably self-explanatory: it may range from 0 for a fully transparent object to 1 for a solid object.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
Variable Value RGB Value Color Sample
:--- :---: :-------------------
DARK 48, 48, 54  
LIGHT 234, 226, 222  
GREY 150, 150, 150  
LIGHT_GREY 247, 247, 247  
WHITE 255, 255, 255  
BLACK 0, 0, 0  
GOLDEN_ORANGE 240, 162, 2  
RUSTED_RED 204, 88, 53  
GREEN 188, 214, 67  
RED 223, 70, 60  
PATINATED_TURQUOISE 27, 153, 139  
TITANIUM_YELLOW 244, 228, 9  
MANGANESE_PURPLE 91,80, 122  
TURQUOISE 74, 207, 217  
DARK_TURQUOISE 2, 149, 170  
* lineWidth is the width of the border line, which should be greater than 0." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • lineDash is used to turn the border into a dashed-line; the first value corresponds to the length of the dash while the second value defines the length of the space.
    • " }, { - "format": "Plain Text", + "style": "Note", "text": "
" } ], @@ -1463,29 +1463,29 @@ "definition": "A polygon vertex is a reference to a point defined in the chart points, constituting a specific coordinate to be used as a vertex of a shape.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Vertices are the main element defining polygons. Once created, each vertex must establish a reference to the corresponding point in the charts point." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Drawing curves requires two vertices. Painting areas, such as the background of a chart, likely requires four vertices. Note that vertices are not capable of featuring a style. Instead, styles are applied to polygon borders and polygon bodies." }, { - "format": "Plain Text", - "text": "
Bear in mind that the order in which vertices in a polygon are arranged around the parent polygon node when their rotational symmetry property is selected, is the order in which the plotter computes the points. This means that points need to be in the correct order, for example, when drawing a box. Imagine drawing a box on a piece of paper without lifting the pencil... that is how the plotter does it.
" + "style": "Important", + "text": "Bear in mind that the order in which vertices in a polygon are arranged around the parent polygon node when their rotational symmetry property is selected, is the order in which the plotter computes the points. This means that points need to be in the correct order, for example, when drawing a box. Imagine drawing a box on a piece of paper without lifting the pencil... that is how the plotter does it." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a polygon vertex, select Add Polygon Vertex on the polygon node menu." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Remember that a vertex must establish a reference to a point in the charts point to be properly defined\" %}" } ], @@ -1497,21 +1497,21 @@ "definition": "A situation refers to a specific state of the market in which a certain event should take place, as defined by any number of conditions.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In other words, you define situations in which you wish a certain event to happen (i.e.: trigger on the strategy, take a position, etc.) and each situation is described as a set of conditions that need to be met for the event to be triggered." }, { - "format": "Plain Text", + "style": "Text", "text": "A situation gets validated when all conditions under it are true." }, { - "format": "Plain Text", + "style": "Text", "text": "An event may have more than one situation attached to it. In such a case, when any of the situations gets validated, the event gets triggered. That is, events may be triggered in different circumstances, meaning that you are free to define different situations upon which the same event would be triggered. In such a case, when any of the situations evaluate true, then the event is triggered." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a situation, select Add Situation on the corresponding event node menu. A situation is added along with a condition and JavaScript code node." } ], @@ -1523,41 +1523,41 @@ "definition": "Conditions are rules within a situation. When all conditions under a situation validate true, then the situation gets validated as well, and the associated event is triggered.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Therefore, conditions are used to mathematically describe what needs to happen with the market for a certain action to be taken." }, { - "format": "Plain Text", + "style": "Text", "text": "For example:" }, { - "format": "Plain Text", + "style": "Text", "text": "Situation 1" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Condition A: chart.at01hs.candle.close > chart.at01hs.bollingerBand.MovingAverage → This means that the latest candle at the 1 hour chart closed above the Bollinger Bands moving average.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Condition B: chart.at01hs.candle.previous.max > chart.at01hs.bollingerBand.previous.MovingAverage → This means that the maximum value of the candle before the last one, was higher than the Bollinger Bands moving average.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "In the example above, conditions A and B are comparison statements that may evaluate either _true_ or _false_. In the case both would evaluate _true_ then Situation 1 would be true as well." }, { - "format": "Plain Text", - "text": "
To learn how to write conditions, start with the Syntax Overview.
" + "style": "Note", + "text": "To learn how to write conditions, start with the Syntax Overview." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a condition, select Add Condition on the corresponding situation node menu. A condition with its JavaScript code node is added." } ], @@ -1569,47 +1569,47 @@ "definition": "The super scripts hierarchy holds definitions of scripts used to automate certain aspects of the administration and maintenance of the workspace, such as installing and deleting markets.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The super scripts hierarchy may be used by developers who wish to create their own scripts for automating the deployment or manitenance of all sorts of structures of nodes across any of the hierarchies in the design space." }, { - "format": "Plain Text", + "style": "Text", "text": "Regular users will find little to do with this hierarchy, even though they may use it indirectly, for instance, when installing or uninstalling markets." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a super scripts hierarchy, select Add Super Scripts on the other hierarchies node menu in the Superalgos Project hierarchy." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Super Scripts on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"codeName\": \"Masters\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the hierarchy as is used in the system's code.
" } ], @@ -1620,13 +1620,13 @@ "definition": "A script library is a collection of related scripts.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The script library node plays an organizational role, grouping masters scripts according to the criteria of the developer." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a scripts library, select Add Scripts Library on the super scripts node menu." } ], @@ -1638,17 +1638,17 @@ "definition": "A master script contains the definitions of any number of template scripts along with the master JavaScript code providing the logic to implement them.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In general terms, master scripts serve to atomize the complexity of the task at hand by subdividing the task into any number of specific scopes, handled by individual template scripts. The master script controls the execution of template scripts and solves issues beyond their scope." }, { - "format": "Plain Text", + "style": "Text", "text": "The current implementation of the Masters super scripts hierarchy features two master scripts you may use as examples. The Setup Market master script deals with all the steps required to install a new market, while the Delete Market Dependencies master script deals with uninstalling markets." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a master script, select Add Master Script on the scripts library node menu." } ], @@ -1660,17 +1660,17 @@ "definition": "The template script node holds the definitions concerned with the scope of a particular structure of nodes.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "As such, a template script features all the components required to deal with such scope only." }, { - "format": "Plain Text", + "style": "Text", "text": "In the particular Masters super script implementation, each template script in the Setup Markets master script features a structure of nodes to be created in a specific location, and the associated JavaScript code deals with implementing such structure of nodes and establishing the corresponding references." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a template script, select Add Template Script on the scripts master script node menu." } ], @@ -1682,17 +1682,17 @@ "definition": "The template structure holds the structure of nodes with all its configurations and properties, exactly as it should be implemented.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Properties include the physical arrangement of nodes, references and so on." }, { - "format": "Plain Text", - "text": "
The actual structure of nodes contained in the template usually originates as a clone of an existing structure of nodes.
" + "style": "Note", + "text": "The actual structure of nodes contained in the template usually originates as a clone of an existing structure of nodes." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a tempalte strucutre, select Add Teemplate Structure on the template script node menu." } ], @@ -1704,7 +1704,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a template target, select Add Template Target on the template script node menu." } ], @@ -1719,41 +1719,37 @@ "definition": "The network hierarchy provides the control functions for running data-mining and trading operations. Because operations may be run either on a single machine or distributed over a network of machines, it also contains definitions regarding the physical location in which nodes live or function.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The network hierarchy defines where in the network you run each of the bots you choose to run, and where the data they output is stored." }, { - "format": "Plain Text", + "style": "Text", "text": "You will use the network hierarchy for the following purposes:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • To control your data mining operation—that is, tasks running sensor and indicator bots. Data mining tasks process data that may be consumed by others; for example, so that your trading systems may count with quality information.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • To control your testing environment—that is, trading sessions including backtesting and paper trading sessions.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • To control your production environment—that is, forward testing, and live trading sessions.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • To manage the storage of the data produced by the bots you run as outputs. This includes administering the physical locations on which the data products produced by bots reside.
    • " }, { - "format": "Plain Text", - "text": "
" - }, - { - "format": "Plain Text", - "text": "
At this stage, the system does not implement any form of security measures, therefore, Superalgos is to be run in the context of a restricted Local Area Network only, unless you implement your own network security.
" + "style": "Warning", + "text": "At this stage, the system does not implement any form of security measures, therefore, Superalgos is to be run in the context of a restricted Local Area Network only, unless you implement your own network security." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a network, select Add Network on the other hierarchies node menu in the Superalgos Project hierarchy." } ], @@ -1765,71 +1761,71 @@ "definition": "A network node represents a machine running Superalgos, on which processes run and data is stored.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "By default, processes are set up to run locally in a network node representing your local machine. However, the system is prepared to run distributed on a network of nodes, or what we call a trading farm." }, { - "format": "Plain Text", + "style": "Text", "text": "You may create unlimited network nodes and map them with different machines on a network. Each machine in the network runs an instance of the Superalgos backend, and you may control the whole network operation from a single machine, or—in general—from any machine in the network running the Superalgos frontend. To learn more about distributed setups, check the trading farms pages." }, { - "format": "Plain Text", + "style": "Text", "text": "The easiest and fastest way to set up a network node is using the Install Market function available on markets defined in the Crypto Ecosystem hierarchy, under the exchange markets node. This function adds data mining tasks for all sensor and indicator bots shipping with the system, backtesting and live trading tasks for trading systems shipping with the system, including the data storage definitions for both, and also creates the corresponding dashboards and charts in the Charting Space hierarchy. You may learn more about this function in the how to install a new market page." }, { - "format": "Plain Text", + "style": "Text", "text": "If you need finer control over the operation you wish to deploy on the network, then you may use the individual functions available under each section of the hierarchy under the network node." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a network node, select Add Network Node on the Superalgos Network node menu. A network node is added along with the basic structure of nodes to set up a node." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"host\": \"localhost\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"webPort\": \"34248\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"webSocketsPort\": \"18041\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • host is the machine or hardware represented by the network node. The default parameter is localhost, but if you intend to access the backend services of this node from a remote computer, then you must change localhost for the IP Address of the machine on which the node is running, for example, to 147.0.0.1.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • webPort is the port used by the Web Server, at this stage 34248.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • webSocketsPort is the port used by the system to communicate over the local area network, by default set at 18041.
" } ], @@ -1840,28 +1836,28 @@ "definition": "A task manager is a device used to organize and control any number of tasks, which, in turn, control bot instances. You use a task manager to start or stop several tasks at the same time.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Task managers are used both in the context of data mining and trading operations, to facilitate the organization of tasks." }, { - "format": "Plain Text", + "style": "Text", "text": "For example, you may set up a task manager to handle tasks related to a particular set of indicators used with a certain strategy. Or, for example, to organize multiple backtesting sessions." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"The key aspect of a task manager is that it allows starting and stopping all tasks at once.\" %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a task manager, select Add Task Manager on the parent node menu." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run All Tasks or Stop All Tasks on the menu to start and stop all tasks respectively." } ] @@ -1871,28 +1867,28 @@ "definition": "A task is the device used to control bot instances, that is, to start and stop bots, including sensors, indicators and the trading bot.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Each task controls a single bot. A bot instance running on its own task is independent from other bots at the operating system level, thus, may not be affected by errors ocurring on those other bots." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a task, select Add Task on the task manager node menu." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Instead of adding nodes, configuring them, and setting references one by one, you may want to clone an existing, fully functional task with all its offspring.\" %}" } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run on the menu to start a task. When a task is started, the process instance of the bot instance attached to the task is started. Also, a visual indication that both the task and the process instance are running appear surrounding the corresponding nodes, in the form of a progress ring." }, { - "format": "Plain Text", + "style": "Text", "text": "To stop a task, select Stop on the menu." } ] @@ -1902,24 +1898,24 @@ "definition": "A trading bot instance is a reference to the trading bot as defined in the Masters data mine. The instance of the bot runs the defined processes and generates the defined data products.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "{{site.data.concepts.trading_bot}}" }, { - "format": "Plain Text", + "style": "Text", "text": "The trading bot instance holds no definitions as to what the bot does. Instead, its process instance references the process definition in the Masters data mine. That is how the indicator bot instance obtains the information of what it needs to do once it is run." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trading bot instance, select Add Trading Bot Instance on the task node menu. When a trading bot instance is added, it is created with one trading process instance, and a market reference." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "You do not start or stop a trading bot instance directly. Instead, you start or stop the corresponding task." } ] @@ -1932,20 +1928,20 @@ "definition": "A sensor process instance is a reference to the process definition of a sensor bot, as defined in a data mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "For example, in the case of an instance of the Masters data mine Exchange Raw Data sensor bot, the bot process instance references the Historic OHLCVs process definition. Once the reference is established, the sensor process instance adopts the name of the process definition it references." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a sensor process instance, select Add Sensor Process Instance on the sensor bot instance node menu." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "You do not start or stop a sensor process instance directly. Instead, you start or stop the corresponding task." } ] @@ -1955,24 +1951,24 @@ "definition": "An indicator process instance is a reference to the process definition of an indicator bot, as defined in a data mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Indicator bot instances usually require two indicator process instances. One of them references the indicator's multi-period-market process definition and the second references the multi-period-daily process definition." }, { - "format": "Plain Text", + "style": "Text", "text": "Once the reference is established, the indicator process instance adopts the name of the process definition it references." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an indicator process instance, select Add Indicator Process Instance on the indicator bot instance node menu." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "You do not start or stop an indicator process instance directly. Instead, you start or stop the corresponding task." } ] @@ -1982,24 +1978,24 @@ "definition": "A trading process instance is a reference to the process definition of the trading bot, as defined in the Masters data mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The trading process instance must reference the Multi-Period process definition of the Jason trading bot in the Masters data mine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trading process instance, select Add Trading Process Instance on the trading bot instance node menu. When a trading process instance is added, it is created with a market reference." }, { - "format": "Plain Text", - "text": "
After adding a trading process instance node, make sure you establish the reference to the Multi-Period process definition of the Jason trading bot in the Masters data mine.
" + "style": "Note", + "text": "After adding a trading process instance node, make sure you establish the reference to the Multi-Period process definition of the Jason trading bot in the Masters data mine." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "You do not start or stop a trading process instance directly. Instead, you start or stop the corresponding task." } ] @@ -2012,61 +2008,61 @@ "definition": "A backtesting session is a trading mode by which the trading bot instance reads historic market data in a user-defined datetime range, applies the rules defined in the associated trading system, and generates a trading simulation.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A backtesting session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a backtesting session, select Add Backtesting Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters." }, { - "format": "Plain Text", - "text": "
After adding a session node, make sure you establish a reference to the trading system you want it to work with.
" + "style": "Note", + "text": "After adding a session node, make sure you establish a reference to the trading system you want it to work with." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Session on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"folderName\": \"Session-Name\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.
" } ], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Before you start a backtesting session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session." }, { - "format": "Plain Text", + "style": "Text", "text": "After a few seconds, a literal indication of the progress of the calculations appears below the session node, displaying the date that is currently being processed. Once the calculation is finished, the session stops and the date below the session node dissapears." }, { - "format": "Plain Text", + "style": "Text", "text": "To stop a backtesting session, select Stop on the menu." } ] @@ -2076,29 +2072,29 @@ "definition": "The trading engine hierarchy is the data structure used by the trading bot to keep runtime information highly accessible and exposed to others.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "You will use this hierarchy for two main purposes:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • To let your trading systems access the information processed by the trading bot. This allows strategies to keep track of and react to current and past events—including those involving the exchange, such as orders placed or filled—as the bot is running.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • To keep track of the actions of the trading bot via the design space visual environment and panels over the charts. By analyzing runtime information, you may gain a detailed understanding of what happens, when, and why, throughout a trading session.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"There may be more than one trading engine in a workspace. Cloning the default trading engine is the best way to start a new one.\" %}" }, { - "format": "Plain Text", + "style": "Text", "text": "To add the trading engine node from scratch, select Add Trading Engine on the other hierarchies node menu in the Superalgos Project hierarchy." } ], @@ -2111,7 +2107,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the dynamic indicators node, select Add Missing Items on the parent node menu." } ], @@ -2124,7 +2120,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the indicator function node, select Add Missing Items on the parent node menu." } ], @@ -2136,37 +2132,37 @@ "definition": "Episode is the object that handles the information corresponding to the whole run of the trading bot—beginning to end—between the specified initial datetime and final datetime, in the time range parameter of the trading session.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In other words, episode is the context framed between the datetimes that make up the whole trading session, as per the session's configuration. As such, an episode keeps track of—and accumulates—the results of all positions entered throughout a complete run of a trading session." }, { - "format": "Plain Text", + "style": "Text", "text": "In this section of the hierarchy, you have access to:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • running balances and overall performance metrics denominated in both the base and quoted assets;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • counters, such as the number of positions taken, orders placed, hits, fails, and so on;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • statistics, such as performance metrics consolidating both assets, number of days in the episode, or user-defined statistics;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the distance to certain events, such as the number of candles to the last take position event, or the last create order event;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • rates describing each candle in the episode, such as the open, close, min and max rates;
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the episode node, select Add Missing Items on the parent node menu." } ], @@ -2179,7 +2175,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the episode counters node, select Add Missing Items on the parent node menu." } ], @@ -2192,7 +2188,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the position counters node, select Add Missing Items on the parent node menu." } ], @@ -2205,7 +2201,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategy counters node, select Add Missing Items on the parent node menu." } ], @@ -2218,7 +2214,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the order counters node, select Add Missing Items on the parent node menu." } ], @@ -2231,7 +2227,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the positions node, select Add Missing Items on the parent node menu." } ], @@ -2244,7 +2240,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategies node, select Add Missing Items on the parent node menu." } ], @@ -2257,7 +2253,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the orders node, select Add Missing Items on the parent node menu." } ], @@ -2269,13 +2265,13 @@ "definition": "Fails counts the number of positions that closed with a negative profit loss, in the context of the parent node.", "content": [ { - "format": "Plain Text", - "text": "
The workings of the fail counts are analogous to the workings of the hits counts, reversing the sign. That is, when profit loss is negative, it is counted as a fail. Please refer to the definition of hits for the details.
" + "style": "Note", + "text": "The workings of the fail counts are analogous to the workings of the hits counts, reversing the sign. That is, when profit loss is negative, it is counted as a fail. Please refer to the definition of hits for the details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the fails node, select Add Missing Items on the parent node menu." } ], @@ -2287,21 +2283,21 @@ "definition": "Hits counts the number of positions that closed with a positive profit loss, in the context of the parent node.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of the quoted asset or the base asset, hits are calculated relative to the asset in question. That is, if the base asset profit loss is positive, then a hit is counted for the base asset." }, { - "format": "Plain Text", + "style": "Text", "text": "However, when the context of the asset is not specified—such as under the statistics node—then hits are calculated in a consolidated manner, converting the respective balances to perform the calculations." }, { - "format": "Plain Text", - "text": "
The consolidated calculations are explained thoroughly in the profit loss node.
" + "style": "Note", + "text": "The consolidated calculations are explained thoroughly in the profit loss node." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the hits node, select Add Missing Items on the parent node menu." } ], @@ -2314,7 +2310,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the periods node, select Add Missing Items on the parent node menu." } ], @@ -2327,7 +2323,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the user defined counter node, select Add Missing Items on the parent node menu." } ], @@ -2340,7 +2336,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the episode statistics node, select Add Missing Items on the parent node menu." } ], @@ -2353,7 +2349,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the stop loss node, select Add Missing Items on the parent node menu." } ], @@ -2366,7 +2362,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the take profit node, select Add Missing Items on the parent node menu." } ], @@ -2385,7 +2381,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the stop loss phase node, select Add Missing Items on the parent node menu." } ], @@ -2398,7 +2394,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the take profit phase node, select Add Missing Items on the parent node menu." } ], @@ -2410,17 +2406,17 @@ "definition": "Take profit position indicates if the take profit target is above or below the position rate.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Possible values are Above and Below." }, { - "format": "Plain Text", + "style": "Text", "text": "The implications of setting the take profit target above or below the position rate are explained on the trading system section of the documentation, in particular while describing the initial target rate definition." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the take profit position node, select Add Missing Items on the parent node menu." } ], @@ -2432,17 +2428,17 @@ "definition": "Stop Loss position indicates if the stop loss target is above or below the position rate.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Possible values are Above and Below." }, { - "format": "Plain Text", + "style": "Text", "text": "The implications of setting the stop loss target above or below the position rate are explained on the trading system section of the documentation, in particular while describing the initial target rate definition." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the stop loss position node, select Add Missing Items on the parent node menu." } ], @@ -2455,7 +2451,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the position statistics node, select Add Missing Items on the parent node menu." } ], @@ -2467,13 +2463,13 @@ "definition": "The stage base asset node keeps track of the evolution of variables related to the base asset throughout the stage.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the stage base asset node, select Add Missing Items on the parent node menu." } ], @@ -2485,13 +2481,13 @@ "definition": "The stage quoted asset node keeps track of the evolution of variables related to the quoted asset throughout the stage.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the stage quoted asset node, select Add Missing Items on the parent node menu." } ], @@ -2503,13 +2499,13 @@ "definition": "The episode base asset node keeps track of the evolution of variables and metrics denominated in the base asset, throughout the episode.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the episode base asset node, select Add Missing Items on the parent node menu." } ], @@ -2521,13 +2517,13 @@ "definition": "The episode quoted asset node keeps track of the evolution of variables and metrics denominated in the quoted asset, throughout the episode.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the episode quoted asset node, select Add Missing Items on the parent node menu." } ], @@ -2539,13 +2535,13 @@ "definition": "The position base asset node keeps track of the evolution of variables related to the base asset throughout the position.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the position base asset node, select Add Missing Items on the parent node menu." } ], @@ -2557,13 +2553,13 @@ "definition": "The position quoted asset node keeps track of the evolution of variables related to the quoted asset throughout the position.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the position quoted asset node, select Add Missing Items on the parent node menu." } ], @@ -2576,7 +2572,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the order statistics node, select Add Missing Items on the parent node menu." } ], @@ -2588,13 +2584,13 @@ "definition": "The order base asset node keeps track of the evolution of certain properties of orders, denominated in the base asset.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the order base asset node, select Add Missing Items on the parent node menu." } ], @@ -2606,13 +2602,13 @@ "definition": "The order quoted asset node keeps track of the evolution of certain properties of orders, denominated in the quoted asset.", "content": [ { - "format": "Plain Text", - "text": "
Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation.
" + "style": "Note", + "text": "Learn more about how accounts for the base asset and the quoted asset are kept in the base asset and quoted asset page on the trading engine section of the documentation." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the order quoted asset node, select Add Missing Items on the parent node menu." } ], @@ -2624,13 +2620,13 @@ "definition": "A user defined statistic allows users to create custom metrics by defining the corresponding calculation in a formula, in the context of the parent node.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The current contexts in which custom statistics may be defined are episodes, positions, and orders." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the user defined statistic node, select Add Missing Items on the parent node menu." } ], @@ -2642,169 +2638,169 @@ "definition": "Profit loss is the difference between the balance at the end and the balance at the beginning of a certain period, given by the context.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of the base asset or the quoted asset, the calculation is done by subtracting the balances in the corresponding assets, using the variable appropriate to the larger context (i.e.: episode, position, etc.)." }, { - "format": "Plain Text", + "style": "Text", "text": "In general terms:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • base asset profit loss = base asset end balance - base asset begin balance
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • quoted asset profit loss = quoted asset end balance - quoted asset begin balance
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeBaseAsset.profitLoss.value =" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.balance.value -" }, { - "format": "Plain Text", + "style": "Text", "text": " sessionParameters.sessionBaseAsset.config.initialBalance" }, { - "format": "Plain Text", + "style": "Text", "text": " " }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value =" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.balance.value -" }, { - "format": "Plain Text", + "style": "Text", "text": " sessionParameters.sessionQuotedAsset.config.initialBalance" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "In the case of the position base asset and position quoted asset:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.position.positionBaseAsset.profitLoss.value =" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.balance.value -" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.position.positionBaseAsset.beginBalance" }, { - "format": "Plain Text", + "style": "Text", "text": " " }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.position.positionQuotedAsset.profitLoss.value =" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.balance.value -" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.position.positionQuotedAsset.beginBalance" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of the episode statistics or the position statistics, the calculation is done consolidating the profits of both assets." }, { - "format": "Plain Text", - "text": "
When the context does not refer to either of the assets in particular, then both assets are taken into account in the calculation.
" + "style": "Note", + "text": "When the context does not refer to either of the assets in particular, then both assets are taken into account in the calculation." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of the episode statistics:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeStatistics.profitLoss.value =" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value *" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.candle.close.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of the position statistics:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.position.positionStatistics.profitLoss.value =" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value *" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.position.endRate.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the profit loss node, select Add Missing Items on the parent node menu." } ], @@ -2816,13 +2812,13 @@ "definition": "Hit ratio is the percentage of positions that closed with a positive profit loss, in the context of the parent node.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Hit ratio results from multiplying the number of hits by 100 and dividing it by the number of positions: hit ratio = hits * 100 / positions." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the hit ratio node, select Add Missing Items on the parent node menu." } ], @@ -2834,17 +2830,17 @@ "definition": "Days counts the number of days through which the trading bot has cycled since the object represented by the parent node was open.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of an episode, it counts the number of days in the episode." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of a position, it counts the number of days a position has been open." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the days node, select Add Missing Items on the parent node menu." } ], @@ -2856,25 +2852,25 @@ "definition": "Size filled is the amount of the order that has been filled at the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a strategy stage, the size filled refers to the sum of the size filled for all orders placed on the corresponding stage." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of an order, it refers to the size filled for the particular order." }, { - "format": "Plain Text", + "style": "Text", "text": "Upon each execution of the trading bot, the system asks the exchange about the status of the orders placed, and the exchange reports back with the size filled and the actual rate at which orders are filled." }, { - "format": "Plain Text", + "style": "Text", "text": "In liquid markets, market orders should usually fill immediately. However, limit orders may fill incrementally. Size filled keeps track of how much of the size placed has been filled on every execution." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the size filled node, select Add Missing Items on the parent node menu." } ], @@ -2886,17 +2882,17 @@ "definition": "Percentage filled represents the portion of the order that has been filled, expressed as a percentage.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The formula:" }, { - "format": "Plain Text", + "style": "Text", "text": "percentage filled = size filled * 100 / size" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the percentage filled node, select Add Missing Items on the parent node menu." } ], @@ -2908,17 +2904,17 @@ "definition": "Actual rate is the number reported by the exchange as the rate at which an order was filled.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "When the system consults the status of open orders with the exchange, the exchange responds with the size filled and the actual rate for the particular order. In case an order is filled incrementally, the value is updated accordingly." }, { - "format": "Plain Text", + "style": "Text", "text": "The system uses the actual rate to update the calculation of balances, which are otherwise calculated with the original rate, by default." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the actual rate node, select Add Missing Items on the parent node menu." } ], @@ -2930,21 +2926,21 @@ "definition": "Fees paid is the amount paid in fees.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The exchange does not explicitly indicate how much has been paid in fees for a given transaction. Instead, when Superalgos verifies if an order has been filled or not, the exchange reports the size filled and the actual rate only." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"Exchange fees are estimated using the fee structure parameter set for the trading session. It is, therefore, important to set the correct values for that parameter.\" %}" + "style": "Success", + "text": "Exchange fees are estimated using the fee structure parameter set for the trading session. It is, therefore, important to set the correct values for that parameter." }, { - "format": "Plain Text", + "style": "Text", "text": "Exchanges deduct fees from the asset you are receiving. For instance, if you are selling BTC in the BTC-USDT market, then you are receiving USDT, and the exchange will deduct the fees directly from the amount of USDT you are receiving." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the fees paid node, select Add Missing Items on the parent node menu." } ], @@ -2960,249 +2956,249 @@ "definition": "Annualized rate of return is the equivalent ROI scaled to one year.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In other words, it is the equivalent annual return received over a given period." }, { - "format": "Plain Text", + "style": "Text", "text": "The formula:" }, { - "format": "Plain Text", + "style": "Text", "text": "annualized rate of return = (((investment + profits) / investments) ^ (365 / days)) - 1" }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of the episode base asset and episode quoted asset, the calculation is done relative to the corresponding assets, and the overall context." }, { - "format": "Plain Text", + "style": "Text", "text": "The formulas:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =" }, { - "format": "Plain Text", + "style": "Text", "text": "((( tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeBaseAsset.profitLoss.value ) /" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeBaseAsset.beginBalance.value) ^" }, { - "format": "Plain Text", + "style": "Text", "text": "(365 / tradingEngine.current.episode.episodeStatistics.days.value)) - 1" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =" }, { - "format": "Plain Text", + "style": "Text", "text": "((( tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value ) /" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value) ^" }, { - "format": "Plain Text", + "style": "Text", "text": "(365 / tradingEngine.current.episode.episodeStatistics.days.value)) - 1" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The JavaScript code:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeBaseAsset.annualizedRateOfReturn.value =" }, { - "format": "Plain Text", + "style": "Text", "text": "Math.pow(" }, { - "format": "Plain Text", + "style": "Text", "text": " ( tradingEngine.current.episode.episodeBaseAsset.beginBalance.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value ) /" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.beginBalance.value" }, { - "format": "Plain Text", + "style": "Text", "text": " ," }, { - "format": "Plain Text", + "style": "Text", "text": " (365 / tradingEngine.current.episode.episodeStatistics.days.value)" }, { - "format": "Plain Text", + "style": "Text", "text": " ) - 1" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeQuotedAsset.annualizedRateOfReturn.value =" }, { - "format": "Plain Text", + "style": "Text", "text": "Math.pow(" }, { - "format": "Plain Text", + "style": "Text", "text": " ( tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value ) /" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value" }, { - "format": "Plain Text", + "style": "Text", "text": " ," }, { - "format": "Plain Text", + "style": "Text", "text": " (365 / tradingEngine.current.episode.episodeStatistics.days.value)" }, { - "format": "Plain Text", + "style": "Text", "text": " ) - 1" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of the episode statistics, the calculation is done using the consolidated balance, as explained in the profit loss definition." }, { - "format": "Plain Text", - "text": "
When the context does not refer to either of the assets in particular, then both asset balances are consolidated, and denominated in the quoted asset.
" + "style": "Note", + "text": "When the context does not refer to either of the assets in particular, then both asset balances are consolidated, and denominated in the quoted asset." }, { - "format": "Plain Text", + "style": "Text", "text": "The JavaScript code:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeStatistics.annualizedRateOfReturn.value =" }, { - "format": "Plain Text", + "style": "Text", "text": "Math.pow(" }, { - "format": "Plain Text", + "style": "Text", "text": " (" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.beginBalance.value *" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.beginRate.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.profitLoss.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.profitLoss.value" }, { - "format": "Plain Text", + "style": "Text", "text": " ) /" }, { - "format": "Plain Text", + "style": "Text", "text": " (" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeBaseAsset.beginBalance.value *" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.beginRate.value +" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngine.current.episode.episodeQuotedAsset.beginBalance.value" }, { - "format": "Plain Text", + "style": "Text", "text": " )" }, { - "format": "Plain Text", + "style": "Text", "text": " ," }, { - "format": "Plain Text", + "style": "Text", "text": " (" }, { - "format": "Plain Text", + "style": "Text", "text": " 365 / tradingEngine.current.episode.episodeStatistics.days.value" }, { - "format": "Plain Text", + "style": "Text", "text": " )" }, { - "format": "Plain Text", + "style": "Text", "text": " ) - 1" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the annualized rate of return node, select Add Missing Items on the parent node menu." } ], @@ -3214,17 +3210,17 @@ "definition": "Hit fail states whether a transaction is successful or not, hit meaning it is successful and fail meaning it is not.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Superalgos marks positions and even entire episodes as hits or fails, by evaluating profit loss for the corresponding context. If profit loss is positive, then the position or episode is a hit. If profit loss is negative, it is a fail." }, { - "format": "Plain Text", - "text": "
Please refer to the definition of hits for the details.
" + "style": "Note", + "text": "Please refer to the definition of hits for the details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the hit fail node, select Add Missing Items on the parent node menu." } ], @@ -3236,21 +3232,21 @@ "definition": "The current object refers to the context in which instances of several other objects exist—like episode, strategy, position, strategy stages, and so on—in particular, the instances that are open at the time of evaluation, hence the adjective current.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Conceptually, current is used as an adjective applied to different concepts, such as the current episode, the current strategy, the current position, or the current strategy stage, to indicate the instance that is passing at the moment." }, { - "format": "Plain Text", + "style": "Text", "text": "The generation of offspring nodes under the current section of the hierarchy keeps track of information within the scope of the embodied concept: episode, strategy, position, and so on." }, { - "format": "Plain Text", + "style": "Text", "text": "In other words, the episode, strategy and position nodes within the current section of the hierarchy feature information relative to the instances of the episode, strategy, and position that are currently passing, at any point in time." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the current node, select Add Missing Items on the trading engine node menu." } ], @@ -3262,13 +3258,13 @@ "definition": "Balance is the running balance, that is, the amount of the asset that exists at any point in time.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The balance of an asset changes every time an order involving the asset is filled. When the trading bot consults the exchange to find out the status of each order placed, the exchange answers with the size filled and actual rate for the order. That is the information used to calculate balances." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the balance node, select Add Missing Items on the parent node menu." } ], @@ -3280,17 +3276,17 @@ "definition": "Begin balance is the balance at the datetime of the begin property of the parent node or concept.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of an episode, it is the balance at the datetime the episode started." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of a position, it is the balance at the datetime the position started." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the begin balance node, select Add Missing Items on the parent node menu." } ], @@ -3302,17 +3298,17 @@ "definition": "End balance is the balance at the datetime of the end property of the parent node or concept.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of an episode, it is the balance at the datetime the episode ended." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of a position, it is the balance at the datetime the position was closed." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the end balance node, select Add Missing Items on the parent node menu." } ], @@ -3324,13 +3320,13 @@ "definition": "Distance to event features counters indicating how many periods (candles) have passed since the last occurrence of certain events, in the context of the episode.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The information may be used from within strategies, for example, to leave a cool-down period in-between positions, to separate orders in specific intervals, or to achieve any particular logic that may require counting how much time has passed since the last time a specific event was triggered." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the distance to event node, select Add Missing Items on the parent node menu." } ], @@ -3343,7 +3339,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the trigger on node, select Add Missing Items on the parent node menu." } ], @@ -3356,7 +3352,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the trigger off node, select Add Missing Items on the parent node menu." } ], @@ -3369,7 +3365,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the take position node, select Add Missing Items on the parent node menu." } ], @@ -3382,7 +3378,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the close position node, select Add Missing Items on the parent node menu." } ], @@ -3395,7 +3391,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the next phase node, select Add Missing Items on the parent node menu." } ], @@ -3408,7 +3404,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the move to phase node, select Add Missing Items on the parent node menu." } ], @@ -3421,7 +3417,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the create order node, select Add Missing Items on the parent node menu." } ], @@ -3434,7 +3430,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the cancel order node, select Add Missing Items on the parent node menu." } ], @@ -3447,7 +3443,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the close order node, select Add Missing Items on the parent node menu." } ], @@ -3459,13 +3455,13 @@ "definition": "Strategy trigger stage is the section of the data structure that keeps track of information specific to the scope of the trigger stage during the period the stage is open.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The trigger stage is active from the instant the trigger-on event is triggered until either the trigger-off event or the take position event gets triggered. Therefore, this section of the data structure features information spaning those periods only." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategy trigger stage node, select Add Missing Items on the parent node menu." } ], @@ -3477,17 +3473,17 @@ "definition": "Strategy manage stage is the section of the data structure that keeps track of information specific to the scope of the manage stage during the period the stage is open.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The manage stage is active from the instant the take position event is triggered until the instant either the stop or take profit targets are hit." }, { - "format": "Plain Text", + "style": "Text", "text": "Therefore, this section of the data structure features information spaning those periods only." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategy manage stage node, select Add Missing Items on the parent node menu." } ], @@ -3499,29 +3495,29 @@ "definition": "Strategy open stage is the section of the data structure that keeps track of information specific to the scope of the open stage during the period the stage is open.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The open stage is open from the instant the take position event gets triggered, and starts closing from the instant one of the following things happen:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the target size is filled,
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the close stage event is triggered,
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the take profit or stop loss targets are hit.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategy open stage node, select Add Missing Items on the parent node menu." } ], @@ -3533,17 +3529,17 @@ "definition": "Strategy close stage is the section of the data structure that keeps track of information specific to the scope of the close stage during the period the stage is open.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The close stage is active from the instant either the stop loss or take profit targets are hit until the instant the target size is filled or the close stage event is triggered." }, { - "format": "Plain Text", + "style": "Text", "text": "Therefore, this section of the data structure features information spaning those periods only." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategy close stage node, select Add Missing Items on the parent node menu." } ], @@ -3555,25 +3551,25 @@ "definition": "The strategy section of the trading engine keeps track of information relating to the trading strategies that are triggered-on, during the time they remain open.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The strategy node is available both in the current context and the last context, that is, you may retrieve information of the strategy that was last triggered or the one currently open." }, { - "format": "Plain Text", + "style": "Text", "text": "A strategy is open from the instant it is triggered-on until the instant it is triggered-off. Therefore, this section of the data structure features information spaning those periods only." }, { - "format": "Plain Text", + "style": "Text", "text": "This section provides all the basic details about the strategy, which is particularly useful when the trading system features multiple strategies. It also provides information about the context, that is, what is going on with the market at the time strategies are triggered-on and off." }, { - "format": "Plain Text", + "style": "Text", "text": "Most interestingly, the strategy section provides information such as which situation was responsible for triggering the strategy. This may be particularly useful in complex strategies in which the trigger on event may be defined by multiple situations." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategy node, select Add Missing Items on the parent node menu." } ], @@ -3586,7 +3582,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the strategy name node, select Add Missing Items on the parent node menu." } ], @@ -3598,17 +3594,17 @@ "definition": "Index is the position of the parent object in the corresponding data collection, as determined by the context.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a candle, index is the position of the current candle in the array of candles within the larger context, for example, an episode." }, { - "format": "Plain Text", + "style": "Text", "text": "Trading systems may feature more than one strategy. In the context of a strategy, index is the position of the strategy within the trading system." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the index node, select Add Missing Items on the parent node menu." } ], @@ -3620,25 +3616,25 @@ "definition": "Status refers to the state of the object represented by the parent node at the moment of evaluation.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "There are three possible status:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Not Open: the object is not open at the current candle.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Open: the object is open at the current candle.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Closed: the object closes at the current candle.
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the status node, select Add Missing Items on the parent node menu." } ], @@ -3650,21 +3646,21 @@ "definition": "Situation name features the name of the situation that triggered a certain event, which is dependent on the context.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a strategy, it is the name of the situation that triggered-on the strategy." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of a position, it's the name of the situation that triggered the take position event." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of an order, it's the situation that triggered the create order event." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the situation name node, select Add Missing Items on the parent node menu." } ], @@ -3676,13 +3672,13 @@ "definition": "Algorithm name is the name of the execution algorithm that opened the order, as specified in the trading system.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Assigning names to execution algorithms in the definition of the trading system makes tracking the execution of orders easier." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the algorithm name node, select Add Missing Items on the parent node menu." } ], @@ -3694,13 +3690,13 @@ "definition": "Order name is the name of the order as specified in the trading system.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Assigning names to orders in the definition of the trading system makes tracking the execution of orders easier." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the order name node, select Add Missing Items on the parent node menu." } ], @@ -3712,13 +3708,13 @@ "definition": "Serial number is a sequential number assigned to the object represented by the parent node at the moment it is opened.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Serial numbers start at 1 and increment by 1 with each intance of the object that is opened." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the serial number node, select Add Missing Items on the parent node menu." } ], @@ -3730,13 +3726,13 @@ "definition": "Identifier is a unique alphanumeric string by which the object represented by the parent node may be unequivocally identified.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The property is what would be used to access a specific known record." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the identifier node, select Add Missing Items on the parent node menu." } ], @@ -3748,17 +3744,17 @@ "definition": "Exchange ID is a unique identifier the exchange assigns to the order, so that it may be unequivocally identified.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "By default, it is the rate at the close of the last candle at the moment the order is placed. All market orders have the default rate value." }, { - "format": "Plain Text", + "style": "Text", "text": "In the case of limit orders, it is the rate as specified by the formula under the order rate node. If no such definition exists, then limit orders use the default value as well." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the exchange id node, select Add Missing Items on the parent node menu." } ], @@ -3770,21 +3766,21 @@ "definition": "Lock is an internal mechanism that blocks the data structure of the order at the trading engine when the definition of the order at the trading system disallows spawning multiple orders.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Possible values for lock are open and closed." }, { - "format": "Plain Text", + "style": "Text", "text": "The moment an order is closed, the system checks the spawnMultipleOrders parameter at the order's configuration in the trading system. If the value is false, the system sets the lock to closed so that the data structure may not be used again during the same position." }, { - "format": "Plain Text", + "style": "Text", "text": "At the moment of opening an order, the system checks the spawnMultipleOrders parameter at the order's configuration in the trading system. If the value is false, the system checks the value of the lock. If the value is open, then it may create the order; if it is closed then the order may not be created." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the lock node, select Add Missing Items on the parent node menu." } ], @@ -3796,13 +3792,13 @@ "definition": "Begin is the datetime at the moment the object represented by the parent node began to exist.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a candle, it is the datetime of the open of the candle as provided by the exchange." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the begin node, select Add Missing Items on the parent node menu." } ], @@ -3814,17 +3810,17 @@ "definition": "End is the datetime on which the object represented by the parent node ceased to exist. In case the object has not been closed yet, it is the datetime at the moment of evaluation.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a candle, it is the datetime of the close of the candle as provided by the exchange." }, { - "format": "Plain Text", + "style": "Text", "text": "In every other context, the datetime is given by the datetime of the moment of evaluation. When evaluating a point in time in which the object remains open, end stores the datetime of that moment, because the object existed until that point in time when the value was last being updated. Once the object is closed, the end value is not modified again." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the end node, select Add Missing Items on the parent node menu." } ], @@ -3843,7 +3839,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the open node, select Add Missing Items on the parent node menu." } ], @@ -3856,7 +3852,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the close node, select Add Missing Items on the parent node menu." } ], @@ -3869,7 +3865,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the min node, select Add Missing Items on the parent node menu." } ], @@ -3882,7 +3878,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the max node, select Add Missing Items on the parent node menu." } ], @@ -3894,21 +3890,21 @@ "definition": "Begin rate is the close rate of the candle corresponding to the datetime of the begin property.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a strategy, it is the close rate of the last closed candle at the moment the strategy was triggered." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of a position, it is the close rate of the last closed candle at the moment the take position event was triggered." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of an episode, it is the close rate of the last closed candle at the moment the episode starts." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the begin rate node, select Add Missing Items on the parent node menu." } ], @@ -3920,21 +3916,21 @@ "definition": "End rate is the close rate of the candle corresponding to the datetime of the end property.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a strategy, it is the close rate of the last closed candle at the moment the strategy is triggered-off." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of a position, it is the close rate of the last closed candle at the moment the close stage is closed." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of an episode, it is the close rate of the last closed candle at the moment the episode ends." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the end rate node, select Add Missing Items on the parent node menu." } ], @@ -3946,41 +3942,41 @@ "definition": "Position is the section of the data structure that keeps track of information within the scope of each position, and during the time a position is open.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The position node is available both in the current context and the last context, that is, you may retrieve information of the position that was last opened or the one currently open." }, { - "format": "Plain Text", + "style": "Text", "text": "A position is open from the instant the take position event is triggered until the instant the close stage is closed. Therefore, this section of the data structure features information spaning those periods only." }, { - "format": "Plain Text", + "style": "Text", "text": "In this section of the hierarchy, you have access to:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • balances and position performance metrics denominated in both the base and quoted assets;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • counters, such as the number of periods the position has been open;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • statistics, such as performance metrics consolidating both assets, or user-defined statistics;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the distance to certain events, such as the number of candles to the last take position event, or the last create order event;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • rates describing each candle in the episode, such as the open, close, min and max rates;
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the position node, select Add Missing Items on the parent node menu." } ], @@ -3992,21 +3988,21 @@ "definition": "Rate is the rate at which the order is placed.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "By default, it is the rate at the close of the last candle at the moment the order is placed. All market orders have the default rate value." }, { - "format": "Plain Text", + "style": "Text", "text": "In the case of limit orders, it is the rate as specified by the formula under the order rate node. If no such definition exists, then limit orders use the default value as well." }, { - "format": "Plain Text", + "style": "Text", "text": "The rate is used by the system for all internal calculations affecting the accounts kept in both assets." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the rate node, select Add Missing Items on the parent node menu." } ], @@ -4018,13 +4014,13 @@ "definition": "Entry target rate is the target rate set on the initial targets definition, in the open stage of the strategy.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Refresh this concepts by reading about the initial target definitions at the trading system." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the entry target rate node, select Add Missing Items on the parent node menu." } ], @@ -4036,13 +4032,13 @@ "definition": "Exit target rate is the target rate set on the initial targets definition, in the close stage of the strategy.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Refresh this concepts by reading about the initial target definitions at the trading system." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the exit target rate node, select Add Missing Items on the parent node menu." } ], @@ -4057,25 +4053,25 @@ "definition": "Size is the size set for the order through a combination of formulas and configurations defined in the trading system, and is the value passed on to the exchange as the size of the order.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The system provides a flexible and robust infrastructure to control execution. The size of a single order results from the combination of multiple settings." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The target size in base asset or target size in quoted asset: The formulas under these nodes define the absolute maximum size allowed for the position. The implications of using one or the other are explained under the initial targets node in the open stage.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The configuration of the execution algorithm: The parameter percentageOfStageTargetSize determines what fraction of the target size the algorithm will attempt to execute.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The configuration of the order: The parameter percentageOfAlgorithmSize determines what fraction of the size handled by the algorithm the order shall be constrained to.
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the size node, select Add Missing Items on the parent node menu." } ], @@ -4096,17 +4092,17 @@ "definition": "Entry target size is the target size set on the initial targets definition, in the open stage of the strategy.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Refer to the explanations on the entry target size for some relevant context." }, { - "format": "Plain Text", + "style": "Text", "text": "Refresh this concepts by reading about the initial target definitions at the trading system." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the entry target size node, select Add Missing Items on the parent node menu." } ], @@ -4118,17 +4114,17 @@ "definition": "Exit target size is the target size set on the initial targets definition, in the close stage of the strategy.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Both entry and exit target sizes may be defined either denominated in the base asset or the quoted asset. Nevertheless, the sytem keeps track of target sizes in both assets. If the target is defined denominated in the base asset, then the target for the quoted asset is calculated using the current rate, and viceversa." }, { - "format": "Plain Text", + "style": "Text", "text": "Refresh this concepts by reading about the initial target definitions at the trading system." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the exit target size node, select Add Missing Items on the parent node menu." } ], @@ -4140,17 +4136,17 @@ "definition": "Size placed is the size of the order placed at the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a strategy stage, the size placed refers to the sum of the sizes placed for all orders placed on the corresponding stage." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of an order, it refers to the size placed for the particular order." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the size placed node, select Add Missing Items on the parent node menu." } ], @@ -4162,17 +4158,17 @@ "definition": "Target size is the target set on the initial targets definition which, in the context of a strategy stage, acts as a limit.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Both the close and open stages may have multiple execution algorithms, each with multiple orders defined. In this context, the target size acts as a limit, as it is defined by the user as the maximum size allowed for any given position." }, { - "format": "Plain Text", + "style": "Text", "text": "Before placing an order, the system makes sure that the size limit embodied in the target size would not be breached by opening a new order." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the target size node, select Add Missing Items on the parent node menu." } ], @@ -4184,49 +4180,49 @@ "definition": "Exit type refers to the reason why the object is closed.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "No Exit is the default value until a new value is assigned before the object is closed. Other possible values vary with the context." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of the episode object:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Last Candle Reached: the object was closed because the last candle was reached.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Position Closed: the position was closed.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Take Profit: the take profit target was hit.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Stop Loss: the stop loss target was hit.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Closing Stage: the current stage started closing because the Close Stage is opening.
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the exit type node, select Add Missing Items on the parent node menu." } ], @@ -4244,33 +4240,33 @@ "definition": "The last object stores instances of position and strategy objects, in particular the instances that were last open at the time of evaluation, hence the adjective last.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Conceptually, last is used as an adjective applied to these concepts, such as the last position or the last strategy, providing the context on which those concepts exist." }, { - "format": "Plain Text", + "style": "Text", "text": "The last context exists so that you may easily access information about the strategy that was last triggered or the position that was last opened." }, { - "format": "Plain Text", + "style": "Text", "text": "This is valuable information, both for users and trading systems alike." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • As a user, you will value being able to visually follow what happened with the last position after it closed, or the last strategy after it triggered off, and at the same time see what is going on with the current position or the current strategy.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • From within a trading system, your strategies may make decisions factoring in what happened with the last position or strategy. For example, you may want to affect the size of the next position depending on the result of the last one.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the last node, select Add Missing Items on the parent node menu." } ], @@ -4283,7 +4279,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the candle node, select Add Missing Items on the parent node menu." } ], @@ -4295,35 +4291,35 @@ "definition": "The trading bot performs its duties in regards to exchange orders and accounts in two consecutive cycles for each candle.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the first cycle, it checks the status of orders at the exchange, synchronizes the accounts, and verifies if conditions to place new orders are met." }, { - "format": "Plain Text", + "style": "Text", "text": "In the second cycle, it creates the orders at the exchange, provided conditions where met on the previous cycle." }, { - "format": "Plain Text", + "style": "Text", "text": "The two possible values for the cycle node are First and Second." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the cycle node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -4334,21 +4330,21 @@ "definition": "Exchange orders is the section of the data structure that keeps track of orders of all types.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The function of this section of the trading engine is to provide the data structure to hold the information of orders as they are open and closed." }, { - "format": "Plain Text", + "style": "Text", "text": "Orders are organized by type, such as market orders and limit orders, and also by the type of transaction, such as buy or sell orders." }, { - "format": "Plain Text", + "style": "Text", "text": "Each section of the hierarchy must have the definition of as many orders of each type as the trading system is capable of placing concurrently. For example, if the execution algorithm may place up to three limit buy orders to open a position, then three limit orders must exist under the limit buy orders section of the hierarchy. Each order defined in the trading system must reference the data structure of a matching type of order in the trading engine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the exchange orders node, select Add Missing Items on the parent node menu." } ], @@ -4361,7 +4357,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the market buy orders node, select Add Missing Items on the parent node menu." } ], @@ -4373,13 +4369,13 @@ "definition": "Market order is the section of the data structure that keeps track of the properties of a specific market order, as defined in the trading system.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Each market order defined in the trading system must reference the data structure of a market order in the trading engine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the market order node, select Add Missing Items on the parent node menu." } ], @@ -4392,7 +4388,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the market sell orders node, select Add Missing Items on the parent node menu." } ], @@ -4405,7 +4401,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the limit buy orders node, select Add Missing Items on the parent node menu." } ], @@ -4418,7 +4414,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the limit sell orders node, select Add Missing Items on the parent node menu." } ], @@ -4430,13 +4426,13 @@ "definition": "Limit order is the section of the data structure that keeps track of the properties of a specific limit order, as defined in the trading system.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Each limit order defined in the trading system must reference the data structure of a limit order in the trading engine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the limit order node, select Add Missing Items on the parent node menu." } ], @@ -4448,21 +4444,21 @@ "definition": "Parameters are properties of trading sessions, defined by users, to determine their behavior and improve the quality of simulations.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The behavior of parameters may vary depending on the type of session." }, { - "format": "Plain Text", + "style": "Text", "text": "Each testing session has its own set of parameters. This allows you to configure different trading sessions with different parameters, and go back and forth between them as required. For instance, you may have different backtesting sessions with different date ranges, different exchange fees or different slippage settings to account for different possible scenarios." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameters node, select Add Parameters on the session or the trading system menu, depending on the context. When a parameters node is added, the full set of parameters are created with it." }, { - "format": "Plain Text", + "style": "Text", "text": "If you already have a parameters node but are missing some of the parameters, then select Add Missing Params on the menu." } ], @@ -4477,18 +4473,18 @@ "definition": "A trading engine reference determines which trading system shall be evaluated by the trading bot to run the trading session.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In other words, the trading system reference lets the process instance know which trading rules to process for the given session." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trading ensystemgine reference, select Add Missing Children on the trading session node menu." }, { - "format": "Plain Text", - "text": "
After adding a trading system reference node, make sure you establish the reference to the corresponding trading system hierarchy.
" + "style": "Note", + "text": "After adding a trading system reference node, make sure you establish the reference to the corresponding trading system hierarchy." } ], "configuring": [], @@ -4499,18 +4495,18 @@ "definition": "A trading engine reference determines which trading engine the trading bot shall use to structure the data it processes while running the trading session.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In other words, the trading engine reference lets the process instance know which data structure to use to store information related to the trading session. This means that a workspace may have more than one trading engine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trading engine reference, select Add Missing Children on the trading session node menu." }, { - "format": "Plain Text", - "text": "
After adding a trading engine reference node, make sure you establish the reference to the corresponding trading engine hierarchy.
" + "style": "Note", + "text": "After adding a trading engine reference node, make sure you establish the reference to the corresponding trading engine hierarchy." } ], "configuring": [], @@ -4521,63 +4517,63 @@ "definition": "The base asset is the asset whose price is determined by the market. It is usually the first asset in the pair, as listed by the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Among other things, the parameter allows defining an initial balance of the corresponding asset, which may be used for trading with the corresponding trading system and trading session. Please see the configuration." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." }, { - "format": "Plain Text", - "text": "
After adding a base asset node, make sure you establish a reference to the asset in a specific market of a specific exchange in the Crypto Ecosystem hierarchy.
" + "style": "Note", + "text": "After adding a base asset node, make sure you establish a reference to the asset in a specific market of a specific exchange in the Crypto Ecosystem hierarchy." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Base Asset on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"initialBalance\": 0.001," }, { - "format": "Plain Text", + "style": "Text", "text": "\"minimumBalance\": 0.0001," }, { - "format": "Plain Text", + "style": "Text", "text": "\"maximumBalance\": 0.1" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • initialBalance is the amount of capital you wish to allocate to the trading system.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • minimumBalance is the threshold of accummulated losses that switches off the session; when your overall balance (balanceAssetA + balanceAssetB) drops to this value, all trading stops; think of the minimumBalance as a general safety switch.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • maximumBalance is a similar concept as with the minimumBalance but on the high side of the initialBalance.
" } ] @@ -4587,18 +4583,18 @@ "definition": "The quoted asset is the asset on which the price of the base asset is denominated in the market. It is usually the second asset in the pair, as listed by the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The parameter allows defining an initial balance of the corresponding asset, which may be used for trading with the corresponding trading system and trading session. Please see the configuration." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." }, { - "format": "Plain Text", - "text": "
After adding a quoted asset node, make sure you establish a reference to the second asset in the same market of the same exchange as the reference established with the base asset.
" + "style": "Note", + "text": "After adding a quoted asset node, make sure you establish a reference to the second asset in the same market of the same exchange as the reference established with the base asset." } ], "configuring": [], @@ -4609,18 +4605,18 @@ "definition": "The market base asset is the asset in the pair used to provide a quote—a price—for the quoted asset, as listed at the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A market base asset must reference an asset defined under the exchange assets node." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a market base asset, select Add Market Base Asset on the market node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with an asset defined under the exchange assets node.
" + "style": "Note", + "text": "Remember to establish a reference with an asset defined under the exchange assets node." } ], "configuring": [], @@ -4631,18 +4627,18 @@ "definition": "The market quoted asset is the asset in the pair for which a quote is given, denominated in the base asset, as listed at the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A market quoted asset must reference an asset defined under the exchange assets node." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a market quoted asset, select Add Market Quoted Asset on the market node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with an asset defined under the exchange assets node.
" + "style": "Note", + "text": "Remember to establish a reference with an asset defined under the exchange assets node." } ], "configuring": [], @@ -4653,115 +4649,115 @@ "definition": "The time range parameter determines the period of time on which the trading session is run.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The parameter offers precise control over the duration, starting and ending points of the session. Several options are available, and there are differences in how backtesting and the rest of the types of trading sessions function in this regard." }, { - "format": "Plain Text", + "style": "Text", "text": "Check the configuration to learn more." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Time Range on the menu to access the configuration. The configuration varies slightly depending on the type of session you are running." }, { - "format": "Plain Text", + "style": "Text", "text": "

On Backtesting Sessions

" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"initialDatetime\": \"2019-09-01T00:00:00.000Z\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"finalDatetime\": \"2019-09-25T00:00:00.000Z\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • initialDatetime is the datetime the session starts at.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "

On Paper Trading, Forward Testing and Live Trading Sessions

" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"initialDatetime\": \"2019-09-01T00:00:00.000Z\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"finalDatetime\": \"2019-09-25T00:00:00.000Z\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"allowStartingFromThePast\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " finalDatetime is the datetime the session finishes at. If you don't set a finalDatetime* at the level of the testing session or the trading system, then the session runs for one year." }, { - "format": "Plain Text", + "style": "Text", "text": "By default, paper trading, forward testing and live trading sessions start at the datetime the session is run, that is, the present time. Such a behavior is in accordance with the most common use case, by which a user starting a new live trading session usually wishes the session to start at that moment." }, { - "format": "Plain Text", + "style": "Text", "text": "However, users have requested to be allowed to start live sessions in the past. Such a feature may be useful, for example, to take an opportunity that was just missed for whatever reason, including technical ones." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • initialDatetime, in combination with the allowStartingFromThePast parameter, is a hack to allow a live session to start from a date in the past. If there is a valid initialDatetime and allowStartingFromThePast is true, then the live session effectively starts from the specified date in the past. If allowStartingFromThePast is false the initialDatetime is ignored and the session starts from the present time.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • allowStartingFromThePast may be true or false.
    • " }, { - "format": "Plain Text", + "style": "Warning", "text": "
" } ], @@ -4772,243 +4768,243 @@ "definition": "The time frame determines the collection of candles to be analyzed during a backtesting session, and the frequency with which the trading bot runs on paper trading, forward testing, and live trading sessions.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of backtesting sessions, what time frame you decide to run the session depends on the trading system being tested. If the trading system makes decisions based on the 1-hour candle and above, then 01-hs may be the best choice. However, if decisions are influenced by sub-hour candles then you should match the time frame accordingly." }, { - "format": "Plain Text", + "style": "Text", "text": "In other words, in backtesting sessions, you should match the time frame to the smallest period on which the trading system makes decisions." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of live sessions, that is, paper trading, forward testing, and live trading, you should run the session on the 01-min time frame so that the trading bot reacts fast when the price tags the take profit or stop loss targets. Remember that stop and take profit orders are not placed at the exchange after the take position event, that is, once you enter the position. Instead, the trading bot checks the current price upon each execution cycle and determines whether targets have been hit or not. If targets are hit, only then orders are placed. That is why running live trading sessions at the 01-min time frame is recommended. Learn more about the management of take profit and stop loss targets." }, { - "format": "Plain Text", + "style": "Text", "text": "If for whatever reason you don't need to minimize the potential for slippage when hitting stop or take profit targets, you may choose whatever time frame you like, taking into account the explanations below." }, { - "format": "Plain Text", + "style": "Text", "text": "

Why the Time Frame Matters

" }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"Running trading sessions of any given trading system on different time frames may produce different results. This is because the behavior of a trading session may vary depending on how well the time frame on which the session is run matches the logic of the strategy.\" %}" + "style": "Success", + "text": "Running trading sessions of any given trading system on different time frames may produce different results. This is because the behavior of a trading session may vary depending on how well the time frame on which the session is run matches the logic of the strategy." }, { - "format": "Plain Text", + "style": "Text", "text": "This is why:" }, { - "format": "Plain Text", + "style": "Text", "text": "The trading bot evaluates closed candles only. At any given point in time, the current candle in each time frame is the candle that closed last." }, { - "format": "Plain Text", + "style": "Text", "text": "For example:" }, { - "format": "Plain Text", + "style": "Text", "text": "Let's say it's 2020-06-11T11:39:30:00.000Z, that is, 11 hours, 39 minutes and 30 seconds of June 11th, 2020." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The current 1-minute candle is the one which closed at 11:38:59.999.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The current 5-minute candle is the one which closed at 11:34:59.999.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The current 30-minute candle is the one which closed at 11:29:59.999.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The current 1-hour candle is the one which closed at 10:59:59.999.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The current 2-hour candle is the one which closed at 09:59:59.999.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The current 6-hour candle is the one which closed at 05:59:59.999.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The current 24-hour candle is the one which closed at 23:59:59.999 of June 10th!
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "Let's say the trading system implements conditions that evaluate 30-minute and 1-hour candles." }, { - "format": "Plain Text", + "style": "Text", "text": "If a session is run at the 30-minutes time frame, all 30-minutes candles are evaluated. Also, all 1-hour candles are evaluated twice." }, { - "format": "Plain Text", + "style": "Text", "text": "However, if the session is run at the 1-hour time frame, only one out of two 30-minute candles are evaluated." }, { - "format": "Plain Text", + "style": "Text", "text": "And if the session is run at the 2-hour time frame, only one out of four 30-minute candles and one out of two 1-hour candles are evaluated." }, { - "format": "Plain Text", + "style": "Text", "text": "This means that running the session (for this particular trading system) at the 30-minute time frame has higher probabilities of conditions evaluating 30-minute candles to be true during the session." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"In other words, when running the session on time frames higher than the time frame on which decisions are made, chances are the bot will eventually skip candles on which conditions would have evaluated true, potentially skipping trading opportunities.\" %}" + "style": "Success", + "text": "In other words, when running the session on time frames higher than the time frame on which decisions are made, chances are the bot will eventually skip candles on which conditions would have evaluated true, potentially skipping trading opportunities." }, { - "format": "Plain Text", + "style": "Text", "text": "The above is true for all types of trading sessions." }, { - "format": "Plain Text", + "style": "Text", "text": "

Backtesting Vs. Live Sessions

" }, { - "format": "Plain Text", + "style": "Text", "text": "In a backtesting session, the collection of candles evaluated is determined by the time frame selected to better simulate what would happen if the live trading session was run in the same time frame." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Time Frame on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"value\": \"01-min\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • value is the setting for the time frame. You may use any of the values below.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "01-min" }, { - "format": "Plain Text", + "style": "Text", "text": "02-min" }, { - "format": "Plain Text", + "style": "Text", "text": "03-min" }, { - "format": "Plain Text", + "style": "Text", "text": "04-min" }, { - "format": "Plain Text", + "style": "Text", "text": "05-min" }, { - "format": "Plain Text", + "style": "Text", "text": "10-min" }, { - "format": "Plain Text", + "style": "Text", "text": "15-min" }, { - "format": "Plain Text", + "style": "Text", "text": "20-min" }, { - "format": "Plain Text", + "style": "Text", "text": "30-min" }, { - "format": "Plain Text", + "style": "Text", "text": "45-min" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Available options at larger time frames are:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "01-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "02-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "03-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "04-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "06-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "08-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "12-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "24-hs" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -5019,71 +5015,71 @@ "definition": "The slippage is an assumption on the difference between the simulated rate and the actual fill rate of a market order, most relevant in the context of backtesting and paper-trading sessions. The parameter is a tool to make simulations more realistic.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of forward testing and live trading sessions, slippage does not affect the actual transactions. However, the parameter is taken into account when creating the live trading simulation until the actual order fill values are obtained from the exchange." }, { - "format": "Plain Text", - "text": "
Check the configuration section for the details on how slippage works.
" + "style": "Note", + "text": "Check the configuration section for the details on how slippage works." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"positionRate\": 0.1," }, { - "format": "Plain Text", + "style": "Text", "text": "\"stopLoss\": 0.2," }, { - "format": "Plain Text", + "style": "Text", "text": "\"takeProfit\": 0.3" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " positionRate is the slippage value applied to the rate of all market orders throughout the position, expressed as a percentage (i.e.:* 0.1 means 0.1%)." }, { - "format": "Plain Text", + "style": "Text", "text": " stopLoss is the slippage value applied to the stop loss target defined by the formulas of each stop loss phase in the manage stage of the trading system, expressed as a percentage (i.e.: 0.2 means 0.2%). The slippage value is applied to the value resulting from the corresponding stop loss formula, and the actual stop loss target is the resulting number. For example, if the stop loss formula results in 1000 and the stopLoss slippage value is 0.2, then the resulting stop loss target is 1000 ± 1000 0.2 / 100. Read below for an explanation on when the slippage is added or subtracted." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • takeProfit works similarly as the stopLoss setting, but affecting the take profit target instead of the stop loss target.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "{% include note.html content=\"If the slippage parameter is left empty or detached both from your session and your trading system, slippage is not computed during simulations.\"%}" } ], @@ -5094,84 +5090,84 @@ "definition": "The fee structure is a parameter fundamental to the calculation of fees, both in testing and live trading sessions.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Exchange fees are a crucial part of trading. A strategy may work like a charm when you leave fees out of the equation but would lead you to bankruptcy in a live trading situation." }, { - "format": "Plain Text", + "style": "Text", "text": "Exchanges don't usually report the amount charged in fees on each transaction, thus, the system calculates fees and subtract them from balances. Learn more about the handling of fees." }, { - "format": "Plain Text", - "text": "
The accuracy of the internal account-keeping depends on this parameter. Make sure you obtain the correct fee structure from the exchange corresponding to the tier of your account.
" + "style": "Important", + "text": "The accuracy of the internal account-keeping depends on this parameter. Make sure you obtain the correct fee structure from the exchange corresponding to the tier of your account." }, { - "format": "Plain Text", + "style": "Text", "text": "To illustrate how fees affect your bottom line, take a look at the image below." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The trade hits the take profit target above the Position Rate level, however, due to fees, the trade has a negative 0.32% ROI." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Fee Structure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"maker\": 0.15," }, { - "format": "Plain Text", + "style": "Text", "text": "\"taker\": 0.25" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • maker is the setting for the fee the exchange charges when an order adds liquidity to the market, such as with limit orders.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • taker is the setting for the fee the exchange charges when an order takes liquidity from the market, such as with market or instant orders.
    • " }, { - "format": "Plain Text", + "style": "Note", "text": "
" }, { - "format": "Plain Text", - "text": "
If the fee structure parameter is left empty or detached both from your session and your trading system, fees are not computed during simulations.
" + "style": "Note", + "text": "If the fee structure parameter is left empty or detached both from your session and your trading system, fees are not computed during simulations." }, { - "format": "Plain Text", - "text": "
Remember that, for the time being, and until the new execution engine is released, all orders placed by the trading bot are market orders, thus, the taker fee applies in all cases.
" + "style": "Important", + "text": "Remember that, for the time being, and until the new execution engine is released, all orders placed by the trading bot are market orders, thus, the taker fee applies in all cases." } ], "starting": [] @@ -5181,51 +5177,51 @@ "definition": "Snapshots are CSV files output by the trading bot listing every trade in a backtesting session. The snapshots parameter determines whether snapshots shall be produced, and how.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Learn more about snapshots and check the configuration file to control if and how snapshots are produced." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Slippage on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"strategy\": true," }, { - "format": "Plain Text", + "style": "Text", "text": " \"position\": true" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • strategy determines whether to take a snapshot at the trigger on event or not; possible values are true or false.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • position determines whether to take a snapshot at the take position event or not; possible values are true or false.
" } ], @@ -5236,51 +5232,51 @@ "definition": "During a trading session, the backend communicates with the frontend via heartbeats to inform the frontend about the status of the session. The parameter controls what information is made available to the user through the frontend.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "This parameter affects how you see the progress of the trading session below the trading bot instance node on the design space." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Slippage on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"date\": true," }, { - "format": "Plain Text", + "style": "Text", "text": " \"candleIndex\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • date determines whether the date is shown in the progress notice below the trading process instance node; possible values are true or false.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • candleIndex determines whether the index of the candle is shown in the progress notice below the trading process instance node; possible values are true or false.
" } ], @@ -5294,51 +5290,51 @@ "definition": "Users may define parameters to be used within the trading system during the trading session.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Parameters defined in the configuration file of these node become available to trading systems using the following path: sessionParameters.userDefinedParameters.config.parameterName." }, { - "format": "Plain Text", + "style": "Text", "text": "These parameters may be useful, for example, when you wish to use a constant multiple times across several nodes in the definition of a strategy. Instead of feeding a constant value to all formulas involved, you may feed the parameter instead. This gives you the added benefit of being able to change the value of such a constant in a single point." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a parameter that may be missing, select Add Missing Params on the parameters node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Slippage on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"param1Name\": \"A text string value example\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"param2Name\": 0" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • param1Name is an example of a name. You may change the names of the parameters as required. Values including text strings go between quotation marks, while numeric values, without. You may define as many parameters as you wish; simply separate them with a comma to keep a valid JSON format for the configuration file.
" } ], @@ -5349,67 +5345,67 @@ "definition": "The time frame filters node allows control over which time frames are to be calculated by each indicator bot instance running on the data mining operation.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Limiting the number of time frames calculated by any given indicator to the few that may be required by a particular trading system has a significant positive impact on performance: it reduces the load on the CPU, the memory requirements, and the requirements of storage space, in proportion with the time frames you remove." }, { - "format": "Plain Text", + "style": "Text", "text": "When a time frames filter is set up, a Time.Frames.json file is created by the indicator process in the corresponding output folder. This file is read by others—such as the charting system—to get the information regarding which time frames are available and which are not, to avoid reporting errors." }, { - "format": "Plain Text", - "text": "
Before applying a time frames filter or changing the configuration, that is, changing which time frames are produced and which are not, it is highly recommended to delete the data corresponding to the affected indicator, to avoid inconsistencies in the data that may later cause confusion.
" + "style": "Important", + "text": "Before applying a time frames filter or changing the configuration, that is, changing which time frames are produced and which are not, it is highly recommended to delete the data corresponding to the affected indicator, to avoid inconsistencies in the data that may later cause confusion." }, { - "format": "Plain Text", - "text": "
When no time frames filter is defined, the bot processes all time frames by default.
" + "style": "Note", + "text": "When no time frames filter is defined, the bot processes all time frames by default." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the time frames filter node, select Add Time Frames Filter on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"dailyTimeFrames\": [ \"45-min\", \"40-min\", \"30-min\", \"20-min\", \"15-min\", \"10-min\", \"05-min\", \"04-min\", \"03-min\", \"02-min\", \"01-min\" ]," }, { - "format": "Plain Text", + "style": "Text", "text": "\"marketTimeFrames\": [ \"24-hs\", \"12-hs\", \"08-hs\", \"06-hs\", \"04-hs\", \"03-hs\", \"02-hs\", \"01-hs\"]" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " dailyTimeFrames features the time frames corresponding to the daily files* type of data structure; in practical terms, the time frames below one hour." }, { - "format": "Plain Text", + "style": "Text", "text": " marketTimeFrames features the time frames corresponding to the market files* type of data structure; in practical terms, the time frames of one hour and above." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Remove the time frames you are not interested in, making sure the JSON file is still valid.\" %}" } ], @@ -5420,57 +5416,57 @@ "definition": "A paper trading session is a trading mode by which the trading bot instance reads a live market data feed, applies the rules defined in the associated trading system, and generates a trading simulation.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A paper trading session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a paper trading session, select Add Paper Trading Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters." }, { - "format": "Plain Text", - "text": "
After adding a session node, make sure you establish a reference to the trading system you want it to work with.
" + "style": "Note", + "text": "After adding a session node, make sure you establish a reference to the trading system you want it to work with." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Session on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"folderName\": \"Session-Name\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.
" } ], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Before you start a paper trading session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session." }, { - "format": "Plain Text", + "style": "Text", "text": "To stop a backtesting session, select Stop on the menu." } ] @@ -5480,85 +5476,85 @@ "definition": "A forward testing session is a trading mode by which the trading bot instance performs live trading with a user-defined fraction of the available capital.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A forward testing session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it." }, { - "format": "Plain Text", - "text": "
Running a live session requires the setup of a key reference at the market reference. It also requires a live data feed, meaning that the corresponding sensor bot, along with all indicators used by the referenced trading system, must be up and running. Finally, a live session also requires at least 48 hours of historic market data. Bear in mind that the trading system may require even more historic market data to properly analyze the market.
" + "style": "Important", + "text": "Running a live session requires the setup of a key reference at the market reference. It also requires a live data feed, meaning that the corresponding sensor bot, along with all indicators used by the referenced trading system, must be up and running. Finally, a live session also requires at least 48 hours of historic market data. Bear in mind that the trading system may require even more historic market data to properly analyze the market." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a forward testing session, select Add Forward Testing Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters." }, { - "format": "Plain Text", - "text": "
After adding a session node, make sure you establish a reference to the trading system you want it to work with.
" + "style": "Note", + "text": "After adding a session node, make sure you establish a reference to the trading system you want it to work with." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Session on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"folderName\": \"Session-Name\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"balancePercentage\": 1" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • balancePercentage is a number defining the percentage of the initialBalance specified in the base aset configuration that will be used for trading. For instance, \"balancePercentage\": 1 means that 1% of your balance will be made available. Just like the initialBalance is scaled down, the minimumBalance and maximumBalance are also scaled down accordingly (see base asset).
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "Your base asset is USDT and your initialBalance is USDT 10,000." }, { - "format": "Plain Text", + "style": "Text", "text": "If you set up your forward-testing session with \"balancePercentage\": \"1\", then USDT 10,000 * 1% = USDT 100. This is the balance that will be available to your forward-testing session." }, { - "format": "Plain Text", - "text": "
You need to take this into account at the time of defining your positionSize formula. If the formula is a constant, you may easily run out of balance, as only a fraction of the balance will be available for the strategy to use. It may be a good idea to set up your positionSize as a function of your available balance instead.
" + "style": "Important", + "text": "You need to take this into account at the time of defining your positionSize formula. If the formula is a constant, you may easily run out of balance, as only a fraction of the balance will be available for the strategy to use. It may be a good idea to set up your positionSize as a function of your available balance instead." } ], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Before you start a forward testing session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session." }, { - "format": "Plain Text", + "style": "Text", "text": "To stop a backtesting session, select Stop on the menu." } ] @@ -5568,34 +5564,34 @@ "definition": "The key reference is a reference to an exchange account key as defined in a specific user account, in a specific exchange, on the Crypto Ecosystem hierarchy.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Usually, exchanges require autentication via your exchange account key for monetary transactions only. However, some exchanges may require autentication in other contexts as well, for instance, to retrieve information above a certain quota, or to retrieve raw trades data instead of OHLCV data." }, { - "format": "Plain Text", + "style": "Text", "text": "For those reasons, exchange key references are available both in the context of data mining and trading operations, and are always attached to the corresponding task." }, { - "format": "Plain Text", + "style": "Text", "text": "Forward testing and live trading sessions always require setting up key references, as that is the kind of scenario in which the user must validate with the exchange." }, { - "format": "Plain Text", + "style": "Text", "text": "In all cases, the key reference node must reference a valid exchange account key from an account with the exchange, as defined in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", - "text": "
Most exchanges do not allow the same exchange account key to be used with multiple processes querying the exchange API. This means that if you are trading with multiple trading systems or multiple sessions on the same exchange, each session requires different exchange account keys.
" + "style": "Important", + "text": "Most exchanges do not allow the same exchange account key to be used with multiple processes querying the exchange API. This means that if you are trading with multiple trading systems or multiple sessions on the same exchange, each session requires different exchange account keys." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a key reference, select Add Key Reference on the task node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with a valid exchange account key after creating the key reference.
" + "style": "Note", + "text": "Remember to establish a reference with a valid exchange account key after creating the key reference." } ], "configuring": [], @@ -5606,61 +5602,61 @@ "definition": "A live trading session is a trading mode by which the trading bot instance reads a live market data feed, applies the rules as defined in the associated trading system, places the corresponding orders at the associated exchange, and stores the defined data products.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A live trading session node must reference a trading system to gain access to the trading logic to be applied during the session. Other considerations framing the session come from the set of parameters attached to it." }, { - "format": "Plain Text", - "text": "
Running a live session requires the setup of a key reference at the market reference. It also requires a live data feed, meaning that the corresponding sensor bot, along with all indicators used by the referenced trading system, must be up and running. Finally, a live session also requires at least 48 hours of historic market data. Bear in mind that the trading system may require even more historic market data to properly analyze the market.
" + "style": "Important", + "text": "Running a live session requires the setup of a key reference at the market reference. It also requires a live data feed, meaning that the corresponding sensor bot, along with all indicators used by the referenced trading system, must be up and running. Finally, a live session also requires at least 48 hours of historic market data. Bear in mind that the trading system may require even more historic market data to properly analyze the market." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a live trading session, select Add Live Trading Session on the trading process instance node menu. When a session is added, it is created with the full set of parameters." }, { - "format": "Plain Text", - "text": "
After adding a session node, make sure you establish a reference to the trading system you want it to work with.
" + "style": "Note", + "text": "After adding a session node, make sure you establish a reference to the trading system you want it to work with." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Session on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"folderName\": \"Session-Name\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • folderName allows you to set a significant name to the folder in which the data products—and logs—generated by the session are stored. If left blank, the system names the folders with the session id. This may be handy when you intend to consult the raw data generated by the session, as, otherwise, the folder would be hard to identify.
" } ], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Before you start a live trading session, the corresponding task needs to be running, as it is the task that puts the trading bot instance to run. Once the trading bot instance is running, select Run on the menu to start the session." }, { - "format": "Plain Text", + "style": "Text", "text": "To stop a backtesting session, select Stop on the menu." } ] @@ -5673,69 +5669,69 @@ "definition": "A sensor bot instance is a reference to a sensor bot as defined in a data mine. The instance of the bot runs the defined processes and generates the defined data products.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "{{site.data.concepts.sensor_bot}}" }, { - "format": "Plain Text", + "style": "Text", "text": "The sensor bot instance holds no definitions as to what the bot does. Instead, its process instance references a process definition in the corresponding data mine. That is how the sensor bot instance obtains the information regarding what it needs to do once it is run." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a sensor bot instance, select Add Sensor Bot Instance on the task node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Sensor Bot Instance on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"startDate\": \"2020-01-01\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " startDate is the desired starting date* of the data product the sensor bot instance builds, in the YYYY-MM-DD format. The sensor bot instance queries its data source for data starting on the configured startDate." }, { - "format": "Plain Text", + "style": "Text", "text": " The actual date in which the dataset starts depends on external factors: A. The market may start at a later date. B. The exchange may limit how far in the past data may be retrieved. In both cases, the sensor bot automatically discovers the date closest to the desired starting date* that is possible to start with, and proceeds accordingly." }, { - "format": "Plain Text", + "style": "Text", "text": " * In the case the startDate is changed after the sensor bot has started building a data product, either for an earlier or later date, the sensor re-evaluates the feasibility of starting at the new date. The actual date may or may not change; regardless, the sensor bot discards the existing data product and starts over from the newly discovered date. In other words, if the startDate is changed, the sensor bot starts over." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " * Notice that the above starts a chain reaction among all indicator bots that have a data dependency with the sensor bot's output dataset. Also, if the actual date ends up changing, all indicators that determine the starting date of the market by looking at the date discovered by the sensor bot have to discard their existing data products and start over from the new date." } ], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "You do not start or stop a sensor bot instance directly. Instead, you start or stop the corresponding task." } ] @@ -5745,24 +5741,24 @@ "definition": "An indicator bot instance is a reference to an indicator bot as defined in a data mine. The instance of the bot runs the defined processes and generates the defined data products.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "{{site.data.concepts.indicator_bot}}" }, { - "format": "Plain Text", + "style": "Text", "text": "The indicator bot instance holds no definitions as to what the bot does. Instead, its processes instances reference the process definitions in the corresponding data mine. That is how the indicator bot instance obtains the information of what it needs to do once it is run." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an indicator bot instance, select Add Indicator Bot Instance on the task node menu." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "You do not start or stop an indicator bot instance directly. Instead, you start or stop the corresponding task." } ] @@ -5772,47 +5768,47 @@ "definition": "A data mine is a hierarchy that contains definitions of sensor and indicators bots, and their plotters. These definitions make up the actual programs of such bots—the source code.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In a way, data mines are catalogs of bots that anyone may create. This hierarchy provides all the tools required to create sensors, indicators, and plotters, with minimal coding required." }, { - "format": "Plain Text", + "style": "Text", "text": "Because the hierarchy provides definitions, it does not intervene in the execution of bots. Instead, the definitions in data mines are instantiated from the network hierarchy by bot instances. Bot instances and process instances are the ones running the code according to the definitions in the corresponding data mine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a data mine, select Add Data Mine on the mines node menu in the Superalgos Project hierarchy." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Data Mine on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"codeName\": \"Supermine\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the data mine as used within the code of the system.
" } ], @@ -5823,35 +5819,35 @@ "definition": "A trading mine is a hierarchy that contains definitions of trading bots and their plotters. These definitions make up the actual programs of such bots—the source code.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Altough Superalgos is starting out with a single trading bot, the system is prepared to feature as many trading bots as developers are willing to create. As such, a trading mine is a catalog of trading bots." }, { - "format": "Plain Text", + "style": "Text", "text": "Notice that, in the context of Superalgos, a trading bot has nothing to do with the trading logic. Think of trading logic as the business rules which—in Superalgos—are defined in trading systems. Anyone may build trading systems, meaning that creating a trading system and the trading strategies within does not require coding." }, { - "format": "Plain Text", + "style": "Text", "text": "Trading mines work similarly to data mines in the sense that they provide the same kind of tools to structure the definitions of bots, including process definitions, product definitions, and plotters." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the trading mine node, select Add Trading Mine on the other hierarchies node menu in the Superalgos Project hierarchy." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -5865,47 +5861,47 @@ "definition": "A sensor bot is an algorithm that extracts raw data from external sources (i.e.: exchanges, Twitter, etc.) and stores it in a dataset that other bots may consume.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The sensor bot node holds all definitions required for a sensor bot to function. Definitions are split between the definition of processes and products. A sensor's processes is an algorithm that obtains data from a third pary and produces an output for other bots to consume. Part of that output is the data products the bot creates." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a sensor bot, select Add Sensor Bot on the data mine node menu. A sensor bot is created along with the basic structure of nodes required to define it." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Bot on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"codeName\": \"Super\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"repo\": \"Super-Sensor-Bot\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the bot as used within the code of the system.
" } ], @@ -5916,123 +5912,123 @@ "definition": "The process definition node groups all definitions required for a process to function. The Multi-Period-Market Process deals with time frames of one hour and above. The Multi-Period-Daily Process deals with time frames of 45 minutes and below.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "As hinted above, most bots—in particular indicators—have two different processes. The reason is that different data structures need to be handled in different manners. The Multi-Period-Daily process handles daily files, while the Multi-Period-Market process handles market files." }, { - "format": "Plain Text", + "style": "Text", "text": "The Multi-Period-Market process deals with time frames of one hour and above. Because these time frames produce relatively small numbers of records, the process builds one single file per time frame spanning the whole market history—hence the name Multi-Period-Market." }, { - "format": "Plain Text", + "style": "Text", "text": "On the other hand, the Multi-Period-Daily process deals with time frames below one hour. These time frames produce huge numbers of records, therefore, the corresponding data must be fragmented in multiple files. The Multi-Period-Daily process builds one file per day for each time frame—hence the name Multi-Period-Daily." }, { - "format": "Plain Text", - "text": "
The way in which datasets are structured by each of the processes is determined by the corresponding dataset definitions.
" + "style": "Note", + "text": "The way in which datasets are structured by each of the processes is determined by the corresponding dataset definitions." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a process definition, select Add Process Definition on the bot's menu. A process definition node is created along with the basic structure of nodes comprising the definition." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Process on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "Multi-Period-Market:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"Multi-Period-Market\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"normalWaitTime\": 0," }, { - "format": "Plain Text", + "style": "Text", "text": " \"retryWaitTime\": 10000," }, { - "format": "Plain Text", + "style": "Text", "text": " \"framework\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"name\": \"Multi-Period-Market\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Multi-Period-Daily:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"Multi-Period-Daily\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"normalWaitTime\": 0," }, { - "format": "Plain Text", + "style": "Text", "text": " \"retryWaitTime\": 10000," }, { - "format": "Plain Text", + "style": "Text", "text": " \"framework\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"name\": \"Multi-Period-Daily\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the process as used within the code of the system.
" } ], @@ -6044,7 +6040,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a process output node, select Add Missing Items on the process definition node menu. Items that may be missing are created along with the basic structure of nodes required to define them." } ], @@ -6056,13 +6052,13 @@ "definition": "Process dependencies are references to various data structures on which the process depends to function.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "While processes run autonomously, most processes participate in a value-adding chain by which a process produces a data product that other processes may consume as an input to be processed further. This means that bots—while autonomous in their particular jobs—do depend both on other bots and on the data other bots produce." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a process dependencies node, select Add Missing Items on the process definition node menu. Items that may be missing are created along with the basic structure of nodes required to define them." } ], @@ -6074,71 +6070,71 @@ "definition": "Status dependencies are references to a status report that define which process the process establishing the reference depends on.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The reference is established to acquire the information relative to what the target process is doing. For example, by reading a status report a process may learn when was the last time the referenced process ran, and what was the last file processed." }, { - "format": "Plain Text", + "style": "Text", "text": "The status report referenced may belong to the same process— which is called a self-reference. In such a case, the process is learning what it did the last time it ran. Also, the status report referenced may belong to another process—another bot. In that case, the dependency may be of the Market Starting Point or Market Ending Point types." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Self Reference is mandatory, as a process needs to read its own status report every time it wakes up.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Market Starting Point is a status dependency existing on Multi-Period-Daily processes so that the process establishing the reference learns the datetime of the start of the market. Usually, the reference is established with the sensor's Historic-OHLCVs process status report. Multi-Period-Market processes do not have this type of status dependency as the date of the start of the market is implied in their dataset (a single file with all market data).
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Market Ending Point is a status dependency existing both in Multi-Period-Market and Multi-Period-Daily processes so that the process establishing the reference knows the datetime of the end of the market.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "The image above shows a case of a self-reference status dependency as well as a market ending point status dependency." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a status dependency, select Add Status Dependency on the process dependencies node menu." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Remember that a status dependency must be configured, and must establish a reference to the appropriate status report.\" %}" } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Status Dependency on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"mainUtility\": \"Self Reference|Market Starting Point|Market Ending Point\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • mainUtility determines the type of status dependency, with possible values being Self Reference, Market Starting Point, or Market Ending Point.
" } ], @@ -6149,17 +6145,17 @@ "definition": "Status reports serve as temporal annotations that bots read every time they run to know what was done in the previous cycle and what the state of affairs is at present. Status reports are dynamic, and they change constantly, with updates after every cycle of the associated process.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Bots do not run continuously. Instead, they run in cycles. A cycle usually lasts until there is no more data to process, and once they finish, they shut down until the next cycle is due. A status report is a file every bot writes at the end of each cycle with information about the last run, including the datetime of the run and the last record processed." }, { - "format": "Plain Text", + "style": "Text", "text": "A status report may be consumed by the same bot producing it, or by other bots." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a status report, select Add Missing Items on the process definition node menu. Items that may be missing are created along with the basic structure of nodes required to define them." } ], @@ -6171,29 +6167,29 @@ "definition": "The execution started event is the event that triggers the execution of a process. It usually references the execution finished event of another process on which the process depends on.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "These references determine when a process is due for another run. By listening to the execution finished event of the process it depends on, it may wake up just in time to process the new batch of data the dependency has just delivered." }, { - "format": "Plain Text", + "style": "Text", "text": "Bots form a sort of multi-branched execution sequence with an indeterminate number of dependencies. Every time the bot further down the tree of dependencies finishes a cycle, it triggers the execution of multiple bots listening to its execution finished event." }, { - "format": "Plain Text", + "style": "Text", "text": "In the context of a trading process instance running a trading session on the network hierarchy, the execution started event may be used to force the trading process to run only after the last indicator bot dependency finishes its job. This guarantees that all dependencies are up to date and that the trading bot will evaluate the information corresponding to the same candles for all indicators used by the trading system." }, { - "format": "Plain Text", + "style": "Text", "text": "Not setting up this event on a trading session may result in eventual data inconsistencies, as—in theory—the trading bot may run with some indicators up to date and some slightly delayed." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an execution started event, select Add Missing Items on the process definition node menu. Items that may be missing are created along with the basic structure of nodes required to define them." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Remember that an execution started event must establish a reference to the appropriate execution finished event.\" %}" } ], @@ -6205,21 +6201,21 @@ "definition": "The execution finished event is the event that processes trigger once they have finished an execution cycle. The event is broadcasted to whoever wants to listen, so that other bots may know when the process has finished its execution cycle.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The execution finished event is responsible for triggering the execution of every process that depends on the data a bot produces. If bot Alice depends on bot Bob, Alice listens to the execution finished event of Bob so that it may start a new execution cycle as soon as Bob finishes its cycle. Alice listens to Bob's execution finished event by establishing a reference from its execution started event." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The image above shows a reference established from the execution started event of a process to the execution finished event of another process." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an execution finished event, select Add Missing Items on the process definition node menu. Items that may be missing are created along with the basic structure of nodes required to define them." } ], @@ -6231,31 +6227,31 @@ "definition": "An output dataset folder is an organizational device used to create arrangements of output datasets, particularly useful when the bot has many products.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In cases in which a single bot has many different products, output dataset folders may help organize the outputs referencing each product, making their management easier. Folders may be nested like folders in the file system." }, { - "format": "Plain Text", + "style": "Text", "text": "The use of output dataset folders is optional, as product definitions may also exist outside of folders." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the output dataset folder node, select Add Output Dataset Folder on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -6266,17 +6262,17 @@ "definition": "A product definition folder is an organizational device used to create arrangements of product definitions, particularly useful when the bot has many products.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In cases in which a single bot has many different products, product definitions folders may help organize those products, making their management easier. Folders may be nested like folders in the file system." }, { - "format": "Plain Text", + "style": "Text", "text": "The use of product definition folders is optional, as product definitions may also exist outside of folders." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the product definition folder node, select Add Product Definition Folder on the parent node menu." } ], @@ -6288,63 +6284,63 @@ "definition": "The product definition node holds all definitions that make up a product, including how the product is calculated and the datasets the product is comprised of.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A bot may feature multiple products, thus, there may be multiple product definitions. Three main aspects need to be defined in terms of products: the characteristics of the dataset, the composition of each record, and the way records are calculated." }, { - "format": "Plain Text", - "text": "
A product definition usually references a plotter module, which provides a graphic representation of the underlying dataset
" + "style": "Note", + "text": "A product definition usually references a plotter module, which provides a graphic representation of the underlying dataset" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a product definition, select Add Product Definition on the bot's node menu. A product definition is created along with the basic structure of nodes required to make up a product." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Product on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"Product-Name\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"singularVariableName\": \"productName\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"pluralVariableName\": \"productNames\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the product as it is used within the bot's code.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • pluralVariableName is the plural form of the variable.
" } ], @@ -6352,174 +6348,174 @@ }, { "type": "Dataset Definition", - "definition": "A dataset definition contains a configuration file that defines many aspects of the dataset. There are two types of dataset definitions: Multi-Period-Market and Multi-Period-Daily.", + "definition": "A data set is a collection of files stored in the designated location, as per the definitions on the referenced data product in the corresponding data mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A good part of what makes datasets easy to consume by other bots is the fact that they are standardized in terms of their structure. It is that structure that is specified in the dataset definitions." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a dataset definition, select Add Dataset Definition on the bot's node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Definition on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "Multi-Period-Market:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"Multi-Period-Market\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"type\": \"Market Files\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"validTimeFrames\": [ \"24-hs\", \"12-hs\", \"08-hs\", \"06-hs\", \"04-hs\", \"03-hs\", \"02-hs\", \"01-hs\" ]," }, { - "format": "Plain Text", + "style": "Text", "text": " \"filePath\": \"@Exchange/@BaseAsset-@QuotedAsset/@DataMine/@Bot/Output/@Product/@Dataset/@Period\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fileName\": \"Data.json\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"timeFrames\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"filePath\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fileName\": \"\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Multi-Period-Daily:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"Multi-Period-Daily\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"type\": \"Daily Files\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"validTimeFrames\": [ \"45-min\", \"40-min\", \"30-min\", \"20-min\", \"15-min\", \"10-min\", \"05-min\", \"04-min\", \"03-min\", \"02-min\", \"01-min\" ]," }, { - "format": "Plain Text", + "style": "Text", "text": " \"filePath\": \"@Exchange/@BaseAsset-@QuotedAsset/@DataMine/@Bot/Output/@Product/@Dataset/@Period/@Year/@Month/@Day\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fileName\": \"Data.json\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"dataRange\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"filePath\": \"@Exchange/@BaseAsset-@QuotedAsset/@DataMine/@Bot/Output/@Product/@Dataset\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fileName\": \"Data.Range.json\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " \"timeFrames\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"filePath\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fileName\": \"\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the dataset as used within the code.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • type refers to the type of dataset; possible values are Market Files and Daily Files.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • validTimeFrames refers to the time frames handled by the dataset.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • filePath sets the path on which files are stored; the proper name of the data mine, the bot and the product need to be entered.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • fileName sets the name of the files that constitute the dataset.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • timeFrames sets the name and path of the file indicating which time frames shall be filtered when the users sets a time frames filter.
" } ], @@ -6530,47 +6526,47 @@ "definition": "An indicator bot is an algorithm that processes information that other bots have generated, and produces elaborate datasets for others to consume.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The indicator bot node holds all definitions required for an indicator bot to function. Definitions are split between the definition of processes and products. Processes are algorithms that go through an input dataset, perform certain calculations, and produce an output. Products are the outcome of the work produced by these algorithms, in the form of ellaborate data sets." }, { - "format": "Plain Text", + "style": "Text", "text": "Most of the behavior expected from an indicator bot is defined by the structure of nodes in the hierarchy and the references among the nodes within these definitions. As such, you do not need to code any of the functions that make up the infrastructure functionality. Dependencies, outputs, data structures, execution sequences, and several other problems are handled by the definitions embodied in the structure of nodes that make up an indicator, and are configured in the visual environment of the design space. Coding is limited to the actual calculation and data building procedures." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an indicator bot, select Add Indicator Bot on the data mine node menu. An indicator bot is created along with the basic structure of nodes required to define it." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Bot on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"codeName\": \"Superbot\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the bot as used within the code of the system.
" } ], @@ -6581,46 +6577,46 @@ "definition": "The output dataset is a reference to a dataset definition. By establishing such reference, the process acquires the definitions as of how the dataset is to be constructed.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "There are other effects of establishing a reference from the output dataset to a product dataset definition. Upon execution, every time a process finishes a processing cycle, it triggers an event that may be consumed by other entities. This event indicates that the datasets impacted by the process have been updated." }, { - "format": "Plain Text", + "style": "Text", "text": "An example of other entities that may be listening to such events is that of plotters. Plotters read datasets and create graphical representations of this data over the charts. Charts are constantly updating the information in the form of candles and indicators in realtime, synchronized with the data being extracted from the exchange by the sensor bot. That kind of automatism is possible thanks to the events that processes trigger every time an execution cycle is finished, signaling to everyone listening that new data is available on each of the impacted datasets." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The image above shows the typical references from output datasets to datasets definitions." }, { - "format": "Plain Text", - "text": "
An output dataset must reference a dataset definition.
" + "style": "Note", + "text": "An output dataset must reference a dataset definition." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "Output datasets may be added in bulk, for all defined products, or one by one." }, { - "format": "Plain Text", + "style": "Text", "text": "To add a single output dataset node, select Add Output Dataset on the process output menu." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Remember that an output dataset must reference a valid dataset definition. Make sure you establish the reference after creating the output dataset.\" %}" }, { - "format": "Plain Text", + "style": "Text", "text": "If you have defined multiple products, each with their dataset definitions, and wish to create all corresponding output datasets in bulk, select *Add All Output Datasets\" on the process output menu. The system maps the product definition folder structure with output dataset folders, creates all required output datasets, and establishes the references with the corresponding dataset definitions, with a single click of the button." }, { - "format": "Plain Text", - "text": "
Make sure each product has properly defined dataset definitions before creating output datasets in bulk. You may always delete the output datasets and re-create them at will.
" + "style": "Note", + "text": "Make sure each product has properly defined dataset definitions before creating output datasets in bulk. You may always delete the output datasets and re-create them at will." } ], "configuring": [], @@ -6631,37 +6627,37 @@ "definition": "Data dependencies are references established with dataset definitions of other bots, determining which datasets the process establishing the reference uses as input.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Most bots consume data other bots have produced. Because bots need the data as input for their calculations, processes establish a data dependency with the dataset definitions of other bots. The reference provides the process with all the information needed to decode the dataset, enabling it to perform the required calculations." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The image above shows data dependencies in one bot referencing dataset definitions of another bot." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a single data dependency, select Add Data Dependency on the process dependencies, bot data dependencies, or data dependency folder node menus." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Remember that a data dependency must establish a reference to the appropriate dataset definition. When adding data dependencies manually, you also need to manually establish the reference.\" %}" }, { - "format": "Plain Text", + "style": "Text", "text": "In cases in which multiple data dependencies must be established, you may use the option to create data dependencies in bulk:" }, { - "format": "Plain Text", + "style": "Text", "text": " The Add All Data Dependencies* option on the data mine data dependencies node menu adds a bot data dependency for each bot in the data mine, and a data dependency for each dataset definition or each product of each bot. You may use this option after manually adding a data mine data dependencies node and manually establishing the reference with the desired data mine, or after adding all data mine data dependencies, by which the references with data mines are established automatically." }, { - "format": "Plain Text", + "style": "Text", "text": "It is unlikely that a bot requires numerous data dependencies, thus, the most common scenario is setting up individual data dependencies and establishing references manually. However, if your bot requires multiple data dependencies, the bulk features may be quite useful, as you may create all data dependencies for any given data mine, and simply delete those that are not required." } ], @@ -6673,29 +6669,29 @@ "definition": "The record definition is where indicators define how many properties, what properties and in which order those properties will be made available in each record.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Bots store data in the form of arrays of records, in a minimized plain text file and the standard JSON format, although not as objects with named properties, but as arrays." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include image-ext.html file='https://user-images.githubusercontent.com/13994516/68998023-303eae00-08ad-11ea-9baa-ddea801c7d6d.png' url='yes' max-width='100' caption='Typical dataset file showing records as arrays.' %}" }, { - "format": "Plain Text", + "style": "Text", "text": "The choice of plain text for storage of large volumes of information has benefits in terms of not requiring any sophisticated technology to store and serve the data (i.e.: no database is required)." }, { - "format": "Plain Text", + "style": "Text", "text": "Best practice indicates that there needs to be a balance between the amount of data that is stored and calculations that may be performed at runtime." }, { - "format": "Plain Text", + "style": "Text", "text": "Storing objects with named properties in the JSON format would be inappropriate as labels would repeat over and over, creating a ridiculous amount of unnecessary information. However, storing arrays in the JSON standard facilitates the handling of files in the context of JavaScript and Node.JS." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a record definition node, select Add Record Definition on the product definition node menu. A record definition node is created along with the first record property." } ], @@ -6707,75 +6703,75 @@ "definition": "A record property is a piece of information that may be stored as part of the dataset or made available as a calculated property.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Records may have as many properties as required." }, { - "format": "Plain Text", - "text": "
The order in which record properties are defined around the parent record definition node is the order in which they are stored in the actual record.
" + "style": "Important", + "text": "The order in which record properties are defined around the parent record definition node is the order in which they are stored in the actual record." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"The first two records are usually the begin and end records, featuring the corresponding datetimes that indicate when the record starts and ends.\" %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a record property, select Add Record Property on the bot's node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Property on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"record-name\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"isString\": false," }, { - "format": "Plain Text", + "style": "Text", "text": " \"isCalculated\": true" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the record as it is used in the bot's code.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": " isCalculated determines if the field is stored in the dataset or if, instead, is calculated at a later stage. A value true* means that the record is not stored. In the case isCaculated is not defined in the configuration, it is assumed to be false." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The image above shows a record definition with four record properties." } ], @@ -6786,22 +6782,182 @@ "definition": "A formula is a mathematical expression intended to determine a numerical value to be applied dynamically to a certain property.", "content": [ { - "format": "Plain Text", - "text": "In the context of the trading engine, formulas are used to create user defined statistics." + "style": "Text", + "text": "In the context of a trading system, formulas are used to determine the values for several properties, such as the target rate, target size, managed stop loss, managed take profit, and so on." }, { - "format": "Plain Text", - "text": "Formulas may use indicators and object properties made available by the trading engine. They must evaluate to a number." + "style": "Text", + "text": "Formulas may use indicators and trading engine properties. The main difference between writing a formula and writing a condition is that while conditions must evaluate to true or false, formulas must evaluate to a number." }, { - "format": "Plain Text", - "text": "
To learn how to write formulas, see syntax overview.
" + "style": "Text", + "text": "A simple math example:" + }, + { + "style": "Text", + "text": "This simple formula may be used to define an initial take profit target 3% above the rate at which the position was taken." + }, + { + "style": "Text", + "text": "" + }, + { + "style": "Text", + "text": "tradingEngine.current.position.entryTargetRate.value * 1.03" + }, + { + "style": "Text", + "text": "" + }, + { + "style": "Note", + "text": "You may use any variable made available by the trading engine, as explained on the accessing runtime data page." + }, + { + "style": "Text", + "text": "A simple JavaScript example:" + }, + { + "style": "Text", + "text": "A bit of very basic JavaScript, introducing conditional statements, allows more intelligence. For example, in this case, we ask if the proposed formula results in a number greater than the current stop loss value; if it does, then the proposed formula is used; if not, then the current stop loss value is left as is." + }, + { + "style": "Text", + "text": "This is—basically—a trailing stop loss 2% below the moving average that may go higher if the moving average goes up, but it may never come down—thanks to the use of the IF ELSE clause." + }, + { + "style": "Text", + "text": "" + }, + { + "style": "Text", + "text": "if (chart.at01hs.bollingerBand.movingAverage * 0.98 > tradingEngine.current.position.stopLoss.value)" + }, + { + "style": "Text", + "text": " {chart.at01hs.bollingerBand.movingAverage * 0.98}" + }, + { + "style": "Text", + "text": " else" + }, + { + "style": "Text", + "text": " {tradingEngine.current.position.stopLoss.value}" + }, + { + "style": "Text", + "text": "" + }, + { + "style": "Text", + "text": "For developers:" + }, + { + "style": "Text", + "text": "To build more complex logic within a formula, create a function that implements the logic and returns a numerical value, and then call the function:" + }, + { + "style": "Text", + "text": "" + }, + { + "style": "Text", + "text": "function orderRate() {" + }, + { + "style": "Text", + "text": " const ORDER_STEP_NUMBER = 1 // Secuential step number, starting with 1 from the closest to the price." + }, + { + "style": "Text", + "text": " const BUY_SELL_SIGN = -1 // 1 for buy orders, -1 for sell orders." + }, + { + "style": "Text", + "text": " const STEP_SEPARATION = 0.15 // % of separation of stair steps between them." + }, + { + "style": "Text", + "text": " const BASE_FACTOR = 0.2 // % above or below bollinger band without bias." + }, + { + "style": "Text", + "text": " const BIAS_FACTOR = 0.3 // % to move the whole stair of orders up or down depending on the bias." + }, + { + "style": "Text", + "text": " const BAND_RATE = chart.at01min.bollingerBand.lowerBand // Upper Bollinger Band for sell orders, and Lower for buy orders." + }, + { + "style": "Text", + "text": " let inbalance = tradingEngine.current.episode.episodeBaseAsset.beginBalance.value - tradingEngine.current.episode.episodeBaseAsset.balance.value" + }, + { + "style": "Text", + "text": " let BIAS_SIGN" + }, + { + "style": "Text", + "text": " if (inbalance === 0) {" + }, + { + "style": "Text", + "text": " BIAS_SIGN = 0" + }, + { + "style": "Text", + "text": " }" + }, + { + "style": "Text", + "text": " if (inbalance < 0) {" + }, + { + "style": "Text", + "text": " BIAS_SIGN = + 1" + }, + { + "style": "Text", + "text": " }" + }, + { + "style": "Text", + "text": " if (inbalance > 0) {" + }, + { + "style": "Text", + "text": " BIAS_SIGN = - 1" + }, + { + "style": "Text", + "text": " }" + }, + { + "style": "Text", + "text": " let rate = BAND_RATE + BUY_SELL_SIGN BAND_RATE (BASE_FACTOR + ORDER_STEP_NUMBER STEP_SEPARATION + BIAS_SIGN BIAS_FACTOR) / 100" + }, + { + "style": "Text", + "text": " return rate" + }, + { + "style": "Text", + "text": "}" + }, + { + "style": "Text", + "text": "orderRate()" + }, + { + "style": "Text", + "text": "" } ], "adding": [ { - "format": "Plain Text", - "text": "To add the formula node, select Add Missing Items on the parent node menu." + "style": "Text", + "text": "To add a formula, select Add Formula on the corresponding parent node menu." } ], "configuring": [], @@ -6815,25 +6971,25 @@ "definition": "The calculations procedure processes information to be fed to calculated properties. Calculated properties are not stored in the data set; instead, they are calculated in real-time as the data is consumed by others.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Bots store data in the minimized array format as a strategy to build the lightest possible datasets. For the same reason, a bot may choose not to store easily calculable information." }, { - "format": "Plain Text", + "style": "Text", "text": "For example, imagine an indicator that stores buy and sell volumes... does it need to store the total volume? Given that it is so easy to calculate, the answer is probably not. It is up to the developer to decide, but it is certainly not required." }, { - "format": "Plain Text", - "text": "
The calculations procedure is used to calculate properties that the developer chooses not to store in the dataset.
" + "style": "Note", + "text": "The calculations procedure is used to calculate properties that the developer chooses not to store in the dataset." }, { - "format": "Plain Text", - "text": "
To fully understand the role of the calculations procedure, please refer to the data mining workflow page.
" + "style": "Note", + "text": "To fully understand the role of the calculations procedure, please refer to the data mining workflow page." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a calculations procedure, select Add Missing Items on the product definition node menu. Items that may be missing are created along with the basic structure of nodes required to define them." } ], @@ -6845,29 +7001,29 @@ "definition": "The procedure initialization is used to initialize variables used by the procedure loop.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "This is an example of a procedure loop code snippet, in particular, the code that initializes the array used in the calculation of the Popular SMAs product of the Simple Moving Average (SMA) indicator." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "/ Initialization Code. /" }, { - "format": "Plain Text", + "style": "Text", "text": "variable.last200 = []" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a procedure initialization, select Add Procedure Initialization on the corresponding procedure node menu. A procedure initialization node is created along with the corresponding JavaScript node." } ], @@ -6879,13 +7035,13 @@ "definition": "The procedure loop holds the JavaScript code that reads an input, processes the information, and generates an output recursively.", "content": [ { - "format": "Plain Text", - "text": "
Please refer to the coding references page to learn how to code the indicator's logic.
" + "style": "Note", + "text": "Please refer to the coding references page to learn how to code the indicator's logic." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a procedure loop, select Add Procedure loop on the corresponding procedure node menu. A procedure loop node is created along with the corresponding JavaScript node." } ], @@ -6897,13 +7053,13 @@ "definition": "The data building procedure processes information to be fed to properties that are stored in the output dataset.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "This procedure holds the core logic of the bot, as it features the code that performs the calculations required to produce the new data set. The code is split between a procedure initialization and a procedure loop." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a data buildings procedure, select Add Missing Items on the product definition node menu. Items that may be missing are created along with the basic structure of nodes required to define them." } ], @@ -6912,42 +7068,42 @@ }, { "type": "Trading Bot", - "definition": "Based on datasets exposed as products by other bots (counting sensors, indicators and even other trading bots), a trading bot applies the trading logic defined on a trading system to, on one side, generate a complete trading simulation (outputting datasets that include trades, the action of strategies, validation of conditions, etc.), and on the other side, manage the execution of orders when on a forward testing or live trading session.", + "definition": "A trading bot is a computer program that—based on datasets exposed as products by other bots (counting sensors, indicators and even other trading bots)—applies the trading logic defined on a trading system to, on one side, generate a complete trading simulation (outputting datasets that include trades, the action of strategies, validation of conditions, etc.), and on the other side, manage the execution of orders when on a forward testing or live trading session.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In Superalgos, a trading bot is a computer program designed to leverage the Superalgos infrastructure to provide smart trading features to users building, testing, and deploying trading systems. As such, a trading bot does not feature trading logic in and of itself. Instead, it executes the logic defined in trading systems." }, { - "format": "Plain Text", + "style": "Text", "text": "Put in other words, when Superalgos users define trading systems and the trading strategies within, they are not building a trading bot. Instead, they are defining a set of instructions that a trading bot will then interpret and execute." }, { - "format": "Plain Text", + "style": "Text", "text": "Trading bots have access to every piece of infrastructure built in Superalgos. One of the noteworthy sections of the infrastructure relevant to trading bots are trading mines themselves. Trading bots may be quite complex pieces of software. To name two of the most prominent characteristics: the bot needs to consider multiple dimensions of information and needs to be highly reliable, as its activity entails monetary transactions." }, { - "format": "Plain Text", + "style": "Text", "text": "Trading mines make building trading bots a more accessible feat, providing a framework to produce compartmentalized definitions for the bots' processes and products, just like data mines do for sensors and indicators." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the trading bot node, select Add Trading Bot on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -6961,63 +7117,63 @@ "definition": "A plotter is a device used to produce a graphic representation of datasets generated by bots.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Plotters usually have a one-to-one relationship with bots, as they are often created as a customized solution. However, in practice, there is no constraint to creating any number of plotters for a single bot or a single plotter for multiple bots." }, { - "format": "Plain Text", + "style": "Text", "text": "The overall workflow of a plotter, while reading a dataset, consists in:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Applying a set of rules to identify certain data points;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Use those points to form lines and polygons;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Apply graphical styles to those lines and polygons.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a plotter, select Add Plotter on the data mine node menu. An indicator bot is created along with the basic structure of nodes required to define it." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Plotter on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"Plotter-Name\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the plotter as it is used within the bot's code.
" } ], @@ -7028,33 +7184,33 @@ "definition": "A trading system is a framework handling the low-level logic that serves to structure the processes and methods used to implement and deploy trading strategies.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In practical terms, a trading system is a hierarchical arrangement organizing the actionable aspects of your investment plan. The hierarchy contains definitions regarding any number of trading strategies, all operating on the same market and sharing the same initial capital allocation." }, { - "format": "Plain Text", + "style": "Text", "text": "You use a trading system to define strategies following the Superalgos Protocol, splitting strategies into four stages: trigger, open, manage, and close." }, { - "format": "Plain Text", + "style": "Text", "text": "The concept of describing strategies in stages is fundamental to the methodical aspect of the trading system, as it provides a framework to run every strategy with the same framework, which contributes to developing scalable trading systems that may grow to any number of strategies." }, { - "format": "Plain Text", + "style": "Text", "text": "When a trading system features more than one strategy, the first strategy has precedence over the second, the second over the third, and so on. This means that strategies are evaluated in a sequence. When a given strategy is triggered-on, the remaining strategies in the queue are no longer evaluated until the strategy triggers off. In other words, when multiple strategies are deployed within a single trading system, only one strategy may trade at any given moment, and precedence is given by the order around the trading system node." }, { - "format": "Plain Text", + "style": "Text", "text": "As a corollary to the above, if you wish strategies to operate in different markets, or you wish strategies to be able to take positions simultaneously, then you must set up those strategies in different trading systems." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trading system, select Add Trading System on the other hierarchies node menu in the Superalgos Project hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"You may work with as many trading systems as you wish\" %}" } ], @@ -7066,90 +7222,90 @@ "definition": "A trading strategy is the description of a set of actions or events run in stages. Events are triggered upon the validation of precise conditions describing specific market situations. Trading strategies are designed to achieve a specific goal within the broader plan of a trading system via taking and managing positions.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The definition of a strategy may be analyzed in three sections:" }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"A strategy is a set of actions occurring in stages\" %}" + "style": "Success", + "text": "A strategy is a set of actions occurring in stages" }, { - "format": "Plain Text", + "style": "Text", "text": "Strategies are defined in the following stages:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Trigger Stage
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Open Stage
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Manage Stage
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Close Stage
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "While stages are played in a sequence, upon execution there are overlaps. That is, a stage doesn't need to be closed for the next stage to be opened. The framework sets a clear separation of the concepts embodied in each stage to facilitate the process of defining and developing a trading system. But the truth is that, both at the conceptual level and during execution, the lines between stages are rather blurry." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"designed to achieve a specific goal within a broader plan\" %}" + "style": "Success", + "text": "designed to achieve a specific goal within a broader plan" }, { - "format": "Plain Text", + "style": "Text", "text": "Your investment plan or trading career may have any number of goals (e.g.: accumulating a certain asset, diversifying on a basket of coins, annual profit targets, etc.). If you attempt to achieve more than one goal with a single strategy, you will sooner or later run into problems. It may be doable, but the strategy would certainly be more complex than is necessary or desirable. In any case, the logical thing to do is to analyze each goal separately so that you may design (at least) one clear, straightforward strategy for each goal." }, { - "format": "Plain Text", + "style": "Text", "text": "One of the edges granted by trading automation is the capacity to develop and deploy an unlimited number of strategies. At the same time, Superalgos allows the administration of complexity by breaking down and structuring concepts in small units: a trading system contains strategies, which contain stages, which contain specific definitions. " }, { - "format": "Plain Text", + "style": "Text", "text": "Understanding that keeping things simple is important will help you develop a robust and extensible arsenal of bots. Simplicity is the key to sustainability." }, { - "format": "Plain Text", + "style": "Text", "text": "In other words, the infrastructure provided by Superalgos enables the hyperspecialization of strategies. Do not aim to trade in all sorts of market situations with the same strategy. Instead, develop a strategy for each market situation you wish to trade." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"via taking and managing positions\" %}" + "style": "Success", + "text": "via taking and managing positions" }, { - "format": "Plain Text", + "style": "Text", "text": "The definition of strategy points to the concept of a position. A position is a process that exchanges the base asset for the quoted asset and that—after some time, as the position develops and targets are hit—exchanges back the quoted asset for the base asset." }, { - "format": "Plain Text", + "style": "Text", "text": "The framework implemented in the Superalgos Protocol is optimized to work with such a concept." }, { - "format": "Plain Text", + "style": "Text", "text": "However, Superalgos is flexible enough to allow you to override this hard interpretation of the concept of a position. For example, you may design market-making strategies, a strategy to balance portfolios, or develop all sorts of ideas that don't necessarily fit in that part of the definition." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a strategy, select Add Strategy on the trading system node menu. The strategy node is created along with the rest of the basic structure of nodes required to define each of the strategy stages and their events." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"You may work with as many strategies as you wish. \" %}" }, { - "format": "Plain Text", - "text": "
Strategies within the same trading system work in the same market, have the same base asset, and —most importantly—share the same capital. This means that only one strategy in the trading system may be triggered at any one point and that no other strategy in the trading system may be triggered until the first one is triggered off. If you wish to have more than one strategy trading at the same time, then those strategies must be put in separate trading systems.
" + "style": "Important", + "text": "Strategies within the same trading system work in the same market, have the same base asset, and —most importantly—share the same capital. This means that only one strategy in the trading system may be triggered at any one point and that no other strategy in the trading system may be triggered until the first one is triggered off. If you wish to have more than one strategy trading at the same time, then those strategies must be put in separate trading systems. " } ], "configuring": [], @@ -7160,42 +7316,42 @@ "definition": "The trigger stage deals with monitoring the market in search of trading opportunities with the corresponding strategy.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A trading system may have multiple strategies designed for the same market." }, { - "format": "Plain Text", + "style": "Text", "text": "An important aspect of trading systems is that they are allocated a certain amount of capital (see the base asset parameter of the trading session). As a consequence, strategies within a trading system share a certain capital allocation." }, { - "format": "Plain Text", + "style": "Text", "text": "The logic behind the concept of the trigger stage assumes that different strategies within a trading system may be specialized for trading in different market situations. The trigger stage in each strategy is, therefore, the mechanism by which any particular strategy within the trading system may be selected to trade, given any particular market situation." }, { - "format": "Plain Text", + "style": "Text", "text": "The triggering-on of a strategy effectively blocks the selection of any other strategy in the trading system and reserves the whole capital allocation for the one strategy selected, until the strategy is triggered-off." }, { - "format": "Plain Text", + "style": "Text", "text": "Therefore, if certain strategies are meant to trade under the same market situations and open trades concurrently, then those strategies should be deployed in separate trading systems." }, { - "format": "Plain Text", + "style": "Text", "text": "Once a strategy is triggered, the strategy may decide—or not—to take a position. If a position is taken, then the rest of the stages eventually become active." }, { - "format": "Plain Text", + "style": "Text", "text": "However, the strategy may also be triggered off without taking a position. When a strategy is triggered off, the trading system goes back to monitoring the trigger-on definitions for all strategies, and capital is released to be used by whatever strategy is triggered-on next." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trigger stage node, select Add Missing Stages on the strategy node menu. All stages that may be missing are created along with the rest of the basic structure of nodes required to define each of them and their events." }, { - "format": "Plain Text", - "text": "
Only one trigger stage may exist in each strategy.
" + "style": "Note", + "text": "Only one trigger stage may exist in each strategy." } ], "configuring": [], @@ -7206,17 +7362,17 @@ "definition": "The trigger-on event defines the set of rules that need to be met for the corresponding strategy to be triggered on. A strategy that is triggered may use all the capital available to the trading system, and prevents other strategies in the system from triggering.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In conceptual terms, the trigger-on event is the mechanism you use to define the specific situations in which you would consider trading with the corresponding strategy. Think of the trigger-on event as the definition of the scenario in which the trading idea behind the strategy should be carefully considered." }, { - "format": "Plain Text", + "style": "Text", "text": "Once a strategy is triggered-on, the system starts evaluating the take position event. In conceptual terms, it means that the system has been alerted that the trading idea behind the corresponding trading strategy has produced a signal and that it should carefully monitor the market for the opportunity to take a position." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trigger-on event node, select Add Missing Events on the trigger stage node menu. All events that may be missing are created along with the rest of the basic structure of nodes required to define each of them." } ], @@ -7228,21 +7384,21 @@ "definition": "The trigger-off event defines the situation in which the corresponding strategy shall be triggered-off. A strategy that is triggered-off releases the capital in reserve and makes it available to other strategies in the trading system.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In conceptual terms, the trigger-off event is the mechanism you use to define the situation in which the corresponding strategy should stop considering the trading opportunity signaled by the trigger-on event. That is, you use the trigger off event to describe the scenario for the invalidation of the trading idea behind the strategy." }, { - "format": "Plain Text", + "style": "Text", "text": "Once a strategy is triggered-on, only two possible scenarios may follow. Either the take position event is triggered, thus, taking a position, or the trigger-off event is triggered first." }, { - "format": "Plain Text", + "style": "Text", "text": "In the first scenario, the strategy remains on until the position is closed. As the position is closed, the strategy is triggered-off. In the second scenario, the strategy is triggered-off immediately." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trigger-off event node, select Add Missing Events on the trigger stage node menu. All events that may be missing are created along with the rest of the basic structure of nodes required to define each of them." } ], @@ -7254,21 +7410,21 @@ "definition": "The take position event defines the situation that needs to be met to take a position.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The trigger-on event merely selects a strategy to be considered for trading under the current market situation. The actual decision to enter a position may require more specific conditions to be met. For that reason, the take position event is a separate entity from the trigger-on event." }, { - "format": "Plain Text", + "style": "Text", "text": "Therefore, the take position event is defined with its own set of situations and conditions." }, { - "format": "Plain Text", + "style": "Text", "text": "Once the take position event is triggered, the decision to take a position has been made and there is nothing else to consider in that regard. Therefore, the runtime evaluation of the trading system shifts from the trigger stage to the open stage." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a take position event node, select Add Missing Events on the trigger stage node menu. All events that may be missing are created along with the rest of the basic structure of nodes required to define each of them." } ], @@ -7280,42 +7436,42 @@ "definition": "The open stage deals with the definitions that make up the logic to enter a position, including the target rate and size, and order execution.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The open stage comes into play once the take position event is triggered." }, { - "format": "Plain Text", + "style": "Text", "text": "Conceptually, the open stage deals with the details concerning how the position shall be opened once the decision to take a position has been made. That is, the open stage does not participate in the process of deciding whether a position should be open or not." }, { - "format": "Plain Text", + "style": "Text", "text": "To take a position, several definitions are required. In particular, those concerning targets, such as the rate and size of the position, and the logic of the execution strategy, that is, how many of which orders shall be placed at the exchange—and when—to enter the position." }, { - "format": "Plain Text", + "style": "Text", "text": "The open stage closes as soon as one of the following events happen:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the target size gets filled,
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the close stage event is triggered,
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the take profit or stop loss targets are hit.
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an open stage node, select Add Missing Stages on the strategy node menu. All stages that may be missing are created along with the rest of the basic structure of nodes required to define each of them and their events." }, { - "format": "Plain Text", - "text": "
Only one open stage may exist in each strategy.
" + "style": "Note", + "text": "Only one open stage may exist in each strategy." } ], "configuring": [], @@ -7326,17 +7482,17 @@ "definition": "The close stage event defines the set of rules that need to be met for the corresponding stage to be closed.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Both the open and close stages are closed once the target size is filled." }, { - "format": "Plain Text", + "style": "Text", "text": "However, Superalgos allows an extra level of control so that the user may choose to close either stage given specific market situations. Such is the intent of the close stage event." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the close stage event node, select Add Missing Items on the parent node menu." } ], @@ -7349,7 +7505,7 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the initial targets node, select Add Missing Items on the parent node menu." } ], @@ -7361,25 +7517,25 @@ "definition": "The managed stop loss node features the definition of the phases that make up the management of the stop loss target as the position develops.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A stop loss target is a crucial element of a trading strategy, as it is the device in charge of preserving capital. Used wisely, the management of the stop loss may also play the role of protecting unrealized profits." }, { - "format": "Plain Text", + "style": "Text", "text": "The system for managing the stop loss provided by Superalgos is highly flexible. It may start as simple as a constant value at a certain rate, but may switch to a trailing stop as soon as the price moves away from the target rate by a certain percentage, or when a certain market situation arises." }, { - "format": "Plain Text", + "style": "Text", "text": "In fact, the formula may change as many times as required, as you may set up unlimited phases, and switch back and forth as required using predefined events to make the switch." }, { - "format": "Plain Text", - "text": "
The above example of a constant stop loss followed by a trailing stop is merely an example of a typical setup. The formulas you use to determine the rate of the target on each phase may be anything you choose, thus, you may achieve whatever behavior you imagine and can describe mathematically.
" + "style": "Note", + "text": "The above example of a constant stop loss followed by a trailing stop is merely an example of a typical setup. The formulas you use to determine the rate of the target on each phase may be anything you choose, thus, you may achieve whatever behavior you imagine and can describe mathematically." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a stop node, select Add Missing Items on the manage stage node menu. All items that may be missing are created along with the rest of the basic structure of nodes required to define each of them." } ], @@ -7391,37 +7547,37 @@ "definition": "The management of take profit and stop loss targets is done in phases. Phase 1 sets the initial targets, either for the managed stop loss or the managed take profit, and becomes active as soon as the first order is placed. Subsequent phases allows switching to different formulas given certain market situations.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The default management of phases is sequential, meaning that phase 2 comes after phase 1, phase 3 comes after phase 2, and so on." }, { - "format": "Plain Text", + "style": "Text", "text": "To switch from one phase to the next phase in the sequence, the next phase event is used. When the situation described in the next phase event validates true, the switch occurs and the next phase becomes the active phase." }, { - "format": "Plain Text", + "style": "Text", "text": "However, management does not need to happen sequentially. By using the move to phase event instead of the next phase event, the system may activate any other phase and not just the one next in the sequence." }, { - "format": "Plain Text", + "style": "Text", "text": "Both events may be used at the same time, and whichever event is triggered first takes precedence." }, { - "format": "Plain Text", - "text": "
Notice that stop loss and take profit phases are independent and defined separately from each other, each below the corresponding managed stop loss and managed take profit nodes.
" + "style": "Note", + "text": "Notice that stop loss and take profit phases are independent and defined separately from each other, each below the corresponding managed stop loss and managed take profit nodes." }, { - "format": "Plain Text", - "text": "
The value of the target set for a phase is expressed by a formula. Learn more about formulas and how to write them.
" + "style": "Note", + "text": "The value of the target set for a phase is expressed by a formula. Learn more about formulas and how to write them." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"This explanation about phase 1 may be extended to any other phase, as they all work similarly, and it applies both for managed stop loss phases and managed take profit phases.\" %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a new phase, select Add Phase on the stop or take-profit node menu. A new phase is added along with the basic structure of nodes required to define each of them and their events." } ], @@ -7433,29 +7589,29 @@ "definition": "The next phase event determines when there should be a switch of phases to the next phase in a predefined sequence.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The management of a position is —by default—done in sequential phases, each phase with its formula. To move from one phase to the next, a situation you define must be validated." }, { - "format": "Plain Text", + "style": "Text", "text": "When that happens, the next phase event is triggered, the current phase is abandoned, and the next phase is activated. From that instant on, the system evaluates the formula corresponding to the next phase." }, { - "format": "Plain Text", + "style": "Text", "text": "The sequence of phases may be as long as the number of phases you choose to add and define. There may be unlimited numbers of phases." }, { - "format": "Plain Text", - "text": "
Events are triggered by situations, which are defined by conditions. Both are explained in the situations, conditions, and formulas page.
" + "style": "Note", + "text": "Events are triggered by situations, which are defined by conditions. Both are explained in the situations, conditions, and formulas page." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"To set up a next phase event, add the node and define the situation that should trigger the event.\" %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a next phase event, select Add Next Phase Event on the corresponding phase node menu. The event is added along with the basic structure of nodes to define it." } ], @@ -7467,30 +7623,30 @@ "definition": "The move to phase event determines when there should be a switch of phases from the current phase to an arbitrary phase determined by a reference.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "While phases are defined in a sequence and you may choose to manage the position by shifting from one phase to the next in the sequence, the move to phase event offers an alternative." }, { - "format": "Plain Text", + "style": "Text", "text": "With the move to phase event, you may arbitrarily decide which will be the next phase. To do that, you must establish a reference from the move to phase event, to the phase that should be activated once the event is triggered." }, { - "format": "Plain Text", + "style": "Text", "text": "Any number of move-to-phase events may be set up for each and every phase, allowing complete flexibility on how the position is managed. This feature allows setting up versatile position-management algorithms that may switch to different formulas back and forth, or in any configuration imaginable." }, { - "format": "Plain Text", - "text": "
A move-to-phase event must reference a phase node. When the situation in the move-to-phase event evaluates true the management shifts to the referenced phase.
" + "style": "Note", + "text": "A move-to-phase event must reference a phase node. When the situation in the move-to-phase event evaluates true the management shifts to the referenced phase." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a move-to-phase event, select Add Move to Phase Event on the corresponding phase node menu. The event is added along with the basic structure of nodes to define it." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with the phase you wish to activate once the situation associated with the event validates true.
" + "style": "Note", + "text": "Remember to establish a reference with the phase you wish to activate once the situation associated with the event validates true." } ], "configuring": [], @@ -7501,21 +7657,21 @@ "definition": "The managed take profit node features the definition of the phases that make up the management of the take profit target as the position develops.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A take profit target bears an important role in your strategy, as it plays a crucial role in determining the risk/reward ratio of the trading opportunity that materialized, and upon which your strategy acted to take a position." }, { - "format": "Plain Text", + "style": "Text", "text": "The foremost goal of trading is to increase your capital, and how you set your initial take profit target and manage it afterward determines how much you may increase your capital given a favorable price action." }, { - "format": "Plain Text", - "text": "
The system provides the same functionality for managing the take profit target as explained for the managed stop loss target, so please make sure you go through that section too.
" + "style": "Note", + "text": "The system provides the same functionality for managing the take profit target as explained for the managed stop loss target, so please make sure you go through that section too. " } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a take profit node, select Add Missing Items on the manage stage node menu. All items that may be missing are created along with the rest of the basic structure of nodes required to define each of them." } ], @@ -7527,97 +7683,97 @@ "definition": "Target size in base asset is used to define the size of the position, denominating it in the base asset.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The system supports defining the size of the position in either asset involved in the market: the base asset, or the quoted asset, as per the exchange listing of the market." }, { - "format": "Plain Text", + "style": "Text", "text": "The target size may be defined in one of the two assets only, to avoid inconsistencies." }, { - "format": "Plain Text", + "style": "Text", "text": "The target size is the maximum size the position may achieve. That is, the definition of the target size is used as a cap for the total size of orders that may be placed during the open stage." }, { - "format": "Plain Text", + "style": "Text", "text": "If you prefer to define the size of the position denominated in the base asset, then use this node and delete the target size in quoted asset node." }, { - "format": "Plain Text", - "text": "
Only one target size definition may exist at a time.
" + "style": "Important", + "text": "Only one target size definition may exist at a time." }, { - "format": "Plain Text", + "style": "Text", "text": "Even though the definition of the target size is denominated in one of the two assets in the market, the system keeps track of accounts for both assets. That is, performance metrics such as profit loss, ROI, hit ratio, or the annualized rate of return are calculated both based on the base asset and the quoted asset. In fact, metrics are also calculated in a consolidated manner, taking into account both assets at the same time." }, { - "format": "Plain Text", + "style": "Text", "text": "All of this information is made available for multiple contexts, for instance, for each position or the whole episode, through the data structure of the trading engine." }, { - "format": "Plain Text", + "style": "Text", "text": "When tracking the results of your trading operation, make sure you refer to the set of accounts that make sense for your trading system. This will all become clearer once you read about the trading engine and the layer managers available on the charts." }, { - "format": "Plain Text", + "style": "Text", "text": "

Examples

" }, { - "format": "Plain Text", + "style": "Text", "text": "If you are trading the whole balance assigned to the trading system on each position, then your target size will look like this:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeBaseAsset.balance.value" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "... or..." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.episode.episodeQuotedAsset.balance.value" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "If you are not trading the entire balance on each position, then you may define the target size as a percentage of the balances, or in any other way you may see fit. For such cases, the following formula may be of use for the close stage target size:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngine.current.strategyOpenStage.stageBaseAsset.sizeFilled.value - tradingEngine.current.strategyOpenStage.stageBaseAsset.feesPaid.value" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Of course, you may need to adjust the above to use stageBaseAsset or stageQuotedAsset, as required. In short, the formula returns the amount of the asset obtained by the transactions triggered during the open stage, minus the fees (and slippage, which is already subtracted from the size filled)." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the target size in base asset node, select Add Missing Items on the parent node menu." } ], @@ -7629,17 +7785,17 @@ "definition": "Target size in quoted asset is used to define the size of the position, denominating it in the quoted asset.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "If you prefer to define the size of the position denominated in the quoted asset, then use this node and delete the target size in base asset node." }, { - "format": "Plain Text", - "text": "
Make sure you read the definition of the target size in base asset node to get the proper context for this definition.
" + "style": "Important", + "text": "Make sure you read the definition of the target size in base asset node to get the proper context for this definition." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the target size in quoted asset node, select Add Missing Items on the parent node menu." } ], @@ -7651,209 +7807,209 @@ "definition": "The target rate is a reference rate that may affect simulations and that, in combination with the placement of managed stop loss and managed take profit targets, is used to determine whether the targets have been hit.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "

Internal Use

" }, { - "format": "Plain Text", + "style": "Text", "text": "The system needs to determine when the managed stop loss and managed take profit targets have been hit. To do this, the system observes how the user places the targets in relation to the target rate." }, { - "format": "Plain Text", + "style": "Text", "text": "For example:" }, { - "format": "Plain Text", + "style": "Text", "text": "If the phase 1 managed stop loss target is placed below the target rate and the phase 1 managed take profit target above it, the system assumes that:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the stop loss target is hit when the current rate is equal to or smaller than the managed stop loss value;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • the stop loss target is hit when the current rate is equal to or greater than the managed take profit value;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "This is how the system uses the target rate internally." }, { - "format": "Plain Text", + "style": "Text", "text": "

Fetching the Value from Formulas

" }, { - "format": "Plain Text", + "style": "Text", "text": "Additionally, defining a target rate at the level of the stage may be of use so that you may retrieve the value from formulas while setting the rate of limit orders, using the path of the corresponding node at the trading engine." }, { - "format": "Plain Text", + "style": "Text", "text": "For example, tradingEngine.current.position.entryTargetRate.value or tradingEngine.current.position.exitTargetRate.value." }, { - "format": "Plain Text", + "style": "Text", "text": "

Affecting How Simulations are Plotted

" }, { - "format": "Plain Text", + "style": "Text", "text": "The target rates defined at the open and close stages affect how the Posittion Base Asset and Position Quoted Asset layers in the Simulation Objects layer manager draw the triangle representing the development of the trade." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include image.html file='trading-system/target-rate-in-position.png' url='yes' max-width='100' caption='The Position Base Asset layer is on, providing a visual clue of how the position developed.' %}" }, { - "format": "Plain Text", + "style": "Text", "text": "The horizontal segment marks the target rate defined at the open stage. If you are using market orders to take the position, then using tradingEngine.current.episode.candle.close.value may offer a good representation of the rate of market orders. If you are using limit orders, then you may decide at which rate you wish to take the position, and the horizontal segment of the triangle will match the chosen rate." }, { - "format": "Plain Text", + "style": "Text", "text": "The third vertex of the triangle points to a [datetime, rate] coordinate. The datetime is given by the candle on which the manage stage closes, that is, the candle at which the stop loss or take profit targets are hit. The rate portion of the coordinate is given by the target rate defined in the close stage." }, { - "format": "Plain Text", + "style": "Text", "text": "You may choose to apply a similar reasoning as with the open stage target rate for limit orders, but there is some nouance to consider if you are using market orders." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"The issue arises if you when you run a testing session at a time frame higher than the time frame you use for live trading.\" %}" + "style": "Success", + "text": "The issue arises if you when you run a testing session at a time frame higher than the time frame you use for live trading." }, { - "format": "Plain Text", + "style": "Text", "text": "Why is that an issue?" }, { - "format": "Plain Text", + "style": "Text", "text": "Let's say your trading system makes decisions based on the close of the 1-hour candle. And let's say you are using stop loss and take profit targets. In such cases—when live trading—you may want to run your strategy in the 1-minute time frame, to detect the tagging of the take profit and stop targets as soon as possible, and act accordingly." }, { - "format": "Plain Text", + "style": "Text", "text": "However, when backtesting, it is much faster to run sessions on the 1-hour time frame. This is particularly important when you wish to test significant time ranges." }, { - "format": "Plain Text", + "style": "Text", "text": "When backtesting a strategy on the 1-hour time frame, the trading bot evaluates if stop loss and take profit targets have been hit at the close of the 1-hour candle, and may only act upon the evaluation on the next candle. This means that if you are using market orders to exit the position, the market order would be placed (in the simulation!) on the candle after one of the targets was hit." }, { - "format": "Plain Text", + "style": "Text", "text": "The difference in rate between the moment in time the target is hit and the time the 1-hour candle closes may be significant. As a result, if the close stage target rate is defined as tradingEngine.current.episode.candle.close.value, the resulting simulation may show significant slippage, and diverge from what the trade would look like if running on the 1-minute time frame, like you would when trading live." }, { - "format": "Plain Text", + "style": "Text", "text": "To solve the above issue, you may use a more ellaborate formula for the target rate in the close stage:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "targetRate()" }, { - "format": "Plain Text", + "style": "Text", "text": "function targetRate() {" }, { - "format": "Plain Text", + "style": "Text", "text": " switch (tradingEngine.current.position.exitType.value) {" }, { - "format": "Plain Text", + "style": "Text", "text": " case 'No Exit': {" }, { - "format": "Plain Text", + "style": "Text", "text": " return tradingEngine.current.episode.candle.close.value" }, { - "format": "Plain Text", + "style": "Text", "text": " break" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " case 'Take Profit': {" }, { - "format": "Plain Text", + "style": "Text", "text": " return tradingEngine.current.position.takeProfit.finalValue.value" }, { - "format": "Plain Text", + "style": "Text", "text": " break" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " case 'Stop Loss': {" }, { - "format": "Plain Text", + "style": "Text", "text": " return tradingEngine.current.position.stopLoss.finalValue.value" }, { - "format": "Plain Text", + "style": "Text", "text": " break" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "This formula discriminates among three possible outcomes:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • When the no target has been hit, the value of the target rate is the close of the current candle.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • When the take profit is hit, the value of the target rate is the last value of the take profit.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • When the stop loss is hit, the value of the target rate is the last value of the stop loss.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"You may use a similar formula on the simulated actual rate node of the simulated exchange events associated with the market order you are using to exit the position. Such use of the simulated actual rate node would impact the accounts kept for the episode and result in more realistic results for your backtesting session.\" %}" }, { - "format": "Plain Text", - "text": "
As you see, flexibility is a key design feature in Superalgos.
" + "style": "Note", + "text": "As you see, flexibility is a key design feature in Superalgos." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the target rate node, select Add Missing Items on the parent node menu." } ], @@ -7865,17 +8021,17 @@ "definition": "The order rate node defines the rate of limit orders.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Because the purpose of limit orders is to have control over the rate at which the order is executed, the definition of the order rate is required for all limit orders." }, { - "format": "Plain Text", - "text": "
Please, read about limit orders to complement the information in this definition.
" + "style": "Note", + "text": "Please, read about limit orders to complement the information in this definition." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the order rate node, select Add Missing Items on the parent node menu." } ], @@ -7887,29 +8043,29 @@ "definition": "The open execution node groups all execution algorithms involved in the process of opening a position.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "One of the crucial elements that make up trading intelligence is the capacity to control every aspect of order execution, as the execution itself entails strategic elements that directly affect performance." }, { - "format": "Plain Text", + "style": "Text", "text": "Superalgos' trading engine is designed as a generic infrastructure that allows building execution logic from the ground up, with as much simplicity or complexity as may be required." }, { - "format": "Plain Text", + "style": "Text", "text": "The trading system splits the definitions of the execution logic by trading strategy. That is, each strategy in a trading system may have its execution logic." }, { - "format": "Plain Text", + "style": "Text", "text": "The next layer of control comes in the form of execution algorithms. Each strategy may have as many algorithms as required, and each algorithm may have as many instructions as required." }, { - "format": "Plain Text", + "style": "Text", "text": "This model allows the granular control of orders with which you may build algorithms that may interact with other algorithms, and so on." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the open execution node, select Add Missing Items on the parent node menu." } ], @@ -7921,55 +8077,55 @@ "definition": "An execution algorithm is a set of instructions used to place and manage orders at the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Any given strategy may have simple or very complex execution requirements. To deal with complexity, Superalgos allows users to set up as many execution algorithms as required." }, { - "format": "Plain Text", + "style": "Text", "text": "Then, the logic in each algorithm may remain simple, while the combined work of multiple algorithms may deal with the required complexity." }, { - "format": "Plain Text", + "style": "Text", "text": "Each algorithm may be assigned a fraction of the target size (see the configuration section), thus, the extent of each algorithm's involvement in the execution is defined by this parameter." }, { - "format": "Plain Text", + "style": "Text", "text": "An execution algorithm is a set of instructions in the sense that the orders defined in each algorithm are themselves the instructions. That is, an execution algorithm is a set of predefined orders which may be created or canceled given specific market situations." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the execution algorithm node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "To configure the execution algorithm node, select Configure on the menu." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"percentageOfStageTargetSize\": 100" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • percentageOfStageTargetSize is the definition of how much of the target size of the whole stage will be handled by the one specific execution algorithm, expressed as a percentage of the total target size. Posible values are real numbers between 0 and 100, including the extremes. If you set the value to 0, the algorithm will not be executed.
" } ], @@ -7980,271 +8136,271 @@ "definition": "A market buy order is an instruction sent to the exchange to buy the base asset, for immediate execution at current market prices.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Traders usually use market orders when the priority is the certainty of execution over the rate of execution. Depending on the size of the order and the liquidity of the particular market/exchange, market orders may experience more or less slippage." }, { - "format": "Plain Text", + "style": "Text", "text": "###### Market Orders' Rate" }, { - "format": "Plain Text", + "style": "Text", "text": "Users have no control over the rate at which a market order is filled. The exchange fills the order with available bids/asks at the time of execution." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"The information below this banner is valid for all types of orders.\" %}" }, { - "format": "Plain Text", + "style": "Text", "text": "###### Order Size" }, { - "format": "Plain Text", + "style": "Text", "text": "As explained in the definition of the execution algorithm, each algorithm is allocated a percentage of the target size defined under the initial targets node." }, { - "format": "Plain Text", + "style": "Text", "text": "The simplified logic for non-coders:" }, { - "format": "Plain Text", + "style": "Text", "text": "algorithmSize = targetSize * percentageOfStageTargetSize / 100" }, { - "format": "Plain Text", + "style": "Text", "text": "The actual code:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "let algorithmSizeInBaseAsset = tradingEngineStage.stageBaseAsset.targetSize.value * executionAlgorithm.config.percentageOfStageTargetSize / 100" }, { - "format": "Plain Text", + "style": "Text", "text": "let algorithmSizeInQuotedAsset = tradingEngineStage.stageQuotedAsset.targetSize.value * executionAlgorithm.config.percentageOfStageTargetSize / 100" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Similarly, the size of an order is defined as a percentage of the size that the particular algorithm is allowed to execute (see the configuration)." }, { - "format": "Plain Text", + "style": "Text", "text": "The simplified logic for non-coders:" }, { - "format": "Plain Text", + "style": "Text", "text": "orderSize = algorithmSize * percentageOfAlgorithmSize / 100" }, { - "format": "Plain Text", + "style": "Text", "text": "The actual code:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "tradingEngineOrder.orderBaseAsset.size.value = algorithmSizeInBaseAsset * tradingSystemOrder.config.percentageOfAlgorithmSize / 100" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Because each execution algorithm may define multiple orders, the typical scenario is that all orders defined within an algorithm add up to 100% of the size allocated to the algorithm." }, { - "format": "Plain Text", + "style": "Text", "text": "However, it is up to the user how to manage this setting, as different hacks may be found to achieve different behaviors." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"If orders defined add up to more than 100% of the size allocated to the algorithm, the trading engine does not enforce a cap.\" %}" + "style": "Success", + "text": "If orders defined add up to more than 100% of the size allocated to the algorithm, the trading engine does not enforce a cap." }, { - "format": "Plain Text", + "style": "Text", "text": "Pretty much like the user may decide to define the size of orders within an algorithm above or below the 100% mark, the same is true when defining multiple algorithms. In other words, the user may choose to set up algorithms whose combined sizes amount to more or less than 100%." }, { - "format": "Plain Text", + "style": "Text", "text": "In cases in which the combined sizes amount to less than 100%, the target size would be partially filled at best. On the other hand, in cases in which the combined sizes amount to more than 100%, then the orders and/or algorithms would compete with each other." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"The one validation the trading engine does is to enforce the target size defined under the initial targets node. The target size is treated as a hard cap, so that no position may ever be sized larger than the target.\" %}" + "style": "Success", + "text": "The one validation the trading engine does is to enforce the target size defined under the initial targets node. The target size is treated as a hard cap, so that no position may ever be sized larger than the target." }, { - "format": "Plain Text", + "style": "Text", "text": "If the order size as defined would cause the target size to be breached, then the order size is lowered to match the hard cap." }, { - "format": "Plain Text", + "style": "Text", "text": "The simplified logic for non-coders:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "if ( targetSize + sizePlaced > targetSize )" }, { - "format": "Plain Text", + "style": "Text", "text": " { orderSize = targetSize - sizePlaced }" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "The actual code:" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "if (" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngineOrder.orderBaseAsset.size.value + tradingEngineStage.stageBaseAsset.sizePlaced.value >" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngineStage.stageBaseAsset.targetSize.value" }, { - "format": "Plain Text", + "style": "Text", "text": " ) {" }, { - "format": "Plain Text", + "style": "Text", "text": " tradingEngineOrder.orderBaseAsset.size.value = tradingEngineStage.stageBaseAsset.targetSize.value - tradingEngineStage.stageBaseAsset.sizePlaced.value" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", - "text": "
See the order's configuration to learn how to set up the order size.
" + "style": "Note", + "text": "See the order's configuration to learn how to set up the order size." }, { - "format": "Plain Text", + "style": "Text", "text": "###### Placing and Filling of Orders" }, { - "format": "Plain Text", + "style": "Text", "text": "The trading engine keeps track of the amounts placed and the amounts filled based on the feedback obtained from the exchange, and makes the information available in the size placed and size filled nodes. The nodes are present in multiple contexts, such as the particular stage (open and close) or the particular order type, and are denominated both in the base asset and quoted asset. You may learn more about how to track the size placed and size filled on the trading engine pages." }, { - "format": "Plain Text", + "style": "Text", "text": "###### Closing of Orders" }, { - "format": "Plain Text", + "style": "Text", "text": "Orders may be closed upon the occurrence of the following two events:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The exchange reports the order was filled. In such a case, the trading engine closes the order.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The cancel order event is triggered. This is an event the user may configure with the typical set up of situations and conditions.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "All of the available types of orders may be configured so that multiple orders may be spawned, one after the other, through the same order definition." }, { - "format": "Plain Text", + "style": "Text", "text": "This allows, for example, setting an order for 1% of the size allocated to the algorithm, and have the trading engine spawn one order per execution cycle until the 100% mark is reached. Such a feature may allow many more hacks and is yet another tool that—combined with the rest—enables a great deal of control over orders execution." }, { - "format": "Plain Text", + "style": "Text", "text": "A new instance of an order may be spawned only under the following context:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The previous instance of the order is closed. That is, two instances of the same order may not exist at the same time.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The size filled at the level of the execution algorithm is within the limit established in the algorithm's configuration.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The size filled at the level of the stage must be within the target size defined under the initial targets node.
    • " }, { - "format": "Plain Text", + "style": "Note", "text": "
" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the market buy order node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "To configure the market buy order node, select Configure on the menu." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"percentageOfAlgorithmSize\": 100," }, { - "format": "Plain Text", + "style": "Text", "text": " \"spawnMultipleOrders\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • percentageOfAlgorithmSize is the definition of how much of the size handled by the algorithm shall be allocated to this particular order. Posible values are real numbers between 0 and 100, including the extremes. If you set the value to 0, the order will not be executed.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • spawnMultipleOrders is the parameter that indicates whether additional spawned orders are allowed (true) or not (false).
" } ], @@ -8255,51 +8411,51 @@ "definition": "A market sell order is an instruction sent to the exchange to sell the base asset, for immediate execution at current market prices.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Please read the definition of market buy order for relevant information about how orders in general—and market orders in particular—work. \" %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the market sell order node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "To configure the market sell order node, select Configure on the menu." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"percentageOfAlgorithmSize\": 100," }, { - "format": "Plain Text", + "style": "Text", "text": " \"spawnMultipleOrders\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • percentageOfAlgorithmSize is the definition of how much of the size handled by the algorithm shall be allocated to this particular order. Posible values are real numbers between 0 and 100, including the extremes. If you set the value to 0, the order will not be executed.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • spawnMultipleOrders is the parameter that indicates whether additional spawned orders are allowed (true) or not (false).
" } ], @@ -8310,75 +8466,75 @@ "definition": "A limit buy order is an instruction sent to the exchange to buy the base asset, for execution at a specific rate or better.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Traders usually use limit orders when the priority is the rate of execution over the certainty of execution. Limit orders are much more efficient than market orders in terms of rate, particularly for larger sizes which—when executed as market orders—may suffer considerable slippage filled as fast as possible with the order book of the particular instant." }, { - "format": "Plain Text", + "style": "Text", "text": "Also, many exchanges regard limit orders as market makers, that is, orders that bring liquidity to the market, and, therefore, may charge relatively better fees." }, { - "format": "Plain Text", + "style": "Text", "text": "###### Limit Orders' Rate" }, { - "format": "Plain Text", + "style": "Text", "text": "Superalgos users must define the rate at wish they wish the order to be filled. The exchange is responsible for not filling the order unless it can match it with bids/asks at the rate set by the user, or at a better rate." }, { - "format": "Plain Text", + "style": "Text", "text": "Small discrepancies between the actual rate and the order rate are to be expected, as not all exchanges handle decimals and other conversions involving, for example, fees, in the same manner." }, { - "format": "Plain Text", - "text": "
Limit orders must define a rate using the appropriate child node, otherwise, the target rate defined as an initial target is used. If no rate is defined at all, the system stops with an error upon execution. The configuration of the order deals with the size.
" + "style": "Note", + "text": "Limit orders must define a rate using the appropriate child node, otherwise, the target rate defined as an initial target is used. If no rate is defined at all, the system stops with an error upon execution. The configuration of the order deals with the size. " }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Please read the definition of market buy order for relevant information about how orders in general work, in particular, the section about Order Size, Filling of Orders, Closing of Orders, and Spawning Multiple Orders. \" %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the limit buy order node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "To configure the limit buy order node, select Configure on the menu." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"percentageOfAlgorithmSize\": 100," }, { - "format": "Plain Text", + "style": "Text", "text": " \"spawnMultipleOrders\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • percentageOfAlgorithmSize is the definition of how much of the size handled by the algorithm shall be allocated to this particular order. Posible values are real numbers between 0 and 100, including the extremes. If you set the value to 0, the order will not be executed.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • spawnMultipleOrders is the parameter that indicates whether additional spawned orders are allowed (true) or not (false).
" } ], @@ -8389,51 +8545,51 @@ "definition": "A limit sell order is an instruction sent to the exchange to sell the base asset, for execution at a specific rate or better.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Please read the definition of limit buy order for relevant information about how limit orders work. Also, please read the definition of " } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the limit sell order node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "To configure the limit sell order node, select Configure on the menu." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"percentageOfAlgorithmSize\": 100," }, { - "format": "Plain Text", + "style": "Text", "text": " \"spawnMultipleOrders\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • percentageOfAlgorithmSize is the definition of how much of the size handled by the algorithm shall be allocated to this particular order. Posible values are real numbers between 0 and 100, including the extremes. If you set the value to 0, the order will not be executed.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • spawnMultipleOrders is the parameter that indicates whether additional spawned orders are allowed (true) or not (false).
" } ], @@ -8444,21 +8600,21 @@ "definition": "The create order event controls the placement of orders.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Even though the decision to take a position may have been made, the user may still decide to exert additional control over the placement of orders. Such is the intent of the create order event." }, { - "format": "Plain Text", + "style": "Text", "text": "An order defined in an execution algorithm will be executed only if the event evaluates true." }, { - "format": "Plain Text", + "style": "Text", "text": "If you wish orders to be placed as defined immediately after the take position event has been triggered, the use the statement true your only create order event condition." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the create order event node, select Add Missing Items on the parent node menu." } ], @@ -8470,13 +8626,13 @@ "definition": "The cancel order event makes cancelling limit orders possible.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The cancel order event defines the market situations in which a limit order shall be canceled. When the event is triggered, the order is closed, even when the order may have been partially filled. In such a case, the size filled remains as is, and all accounts are computed accordingly, with the partial fill." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the cancel order event node, select Add Missing Items on the parent node menu." } ], @@ -8488,17 +8644,17 @@ "definition": "The simulated exchange event node allows to override the parameters set at the level of the trading session on a per order basis to determine how each order shall be simulated.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The offspring nodes under simulated exchange events allow setting order-specific parameters for the size filled, actual rate, and fees paid, so that each order may be simulated in a specific manner." }, { - "format": "Plain Text", + "style": "Text", "text": "If either of the offspring nodes is not present or is undefined, then the parameters configured at the level of the trading session are factored in by default." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the simulated exchange events node, select Add Missing Items on the parent node menu." } ], @@ -8510,51 +8666,51 @@ "definition": "The simulated partial fill parameter allows simulating the partial fill of orders.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Upon each execution, the simulation verifies if the current candle intersects the rate set for the order. If it does, it uses the value in this parameter as a factor to determine and keep track of what percentage of the order is filled." }, { - "format": "Plain Text", + "style": "Text", "text": "The same process repeats for each subsequent candle, until the order is filled." }, { - "format": "Plain Text", + "style": "Text", "text": "When the parameter is not present or undefined, the simulation assumes the order is filled as soon as the rate is hit." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the simulated partial fill node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "To configure the simulated partial fill node, select Configure on the menu." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"fillProbability\": 1" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • fillProbability indicates the probability of an order getting filled upon each tag of the price. Values may range from 0 to 1. The value 0 indicates that there are 0% chances of the order getting filled. With such a setting, the order will never get filled in the simulation. The value 1 indicates that there is a 100% probability of the order getting filled. With such a setting, the order is filled upon the first tag of the price. A value of 0.5 indicates a 50% probability, thus, it takes two tags of the price for the order to fill completely with such a setting.
" } ], @@ -8565,17 +8721,17 @@ "definition": "The simulated actual rate node allows setting a specific rate value for the simulation of each order, overriding the slippage parameter of the trading session.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The slippage parameter of the trading session allows setting a blanket slippage for all orders in the trading system. The simulated actual rate node allows control on a per-order basis, so each order may be simulated with a specific rate." }, { - "format": "Plain Text", - "text": "
If the node is not present or the parameter is undefined, the slippage parameter set up for the trading session is used.
" + "style": "Note", + "text": "If the node is not present or the parameter is undefined, the slippage parameter set up for the trading session is used." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the simulated actual rate node, select Add Missing Items on the parent node menu." } ], @@ -8587,47 +8743,47 @@ "definition": "The simulated fees paid node allows setting a specific fee for the simulation of each order, overriding the fee structure parameter of the trading session.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The fee structure parameter of the trading session allows setting a blanket fee structure (maker and taker) for all orders in the trading system. The simulated fees paid node allows control on a per-order basis, so each order may be simulated with a specific fee." }, { - "format": "Plain Text", - "text": "
If the node is not present or the parameter is undefined, the fee structure parameter set up for the trading session is used.
" + "style": "Note", + "text": "If the node is not present or the parameter is undefined, the fee structure parameter set up for the trading session is used." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the simulated fees paid node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "To configure the simulated fees paid node, select Configure on the menu." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"percentage\": 0.1" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • percentage is the percentage to be applied to calculate the fees for the specific order.
" } ], @@ -8638,74 +8794,74 @@ "definition": "The manage stage deals with the setting and management of stop loss and take profit targets, both to protect your capital and to increase the efficiency of your trading system.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The first and foremost rule of trading is to preserve capital and its main goal is to increase it." }, { - "format": "Plain Text", + "style": "Text", "text": "Conceptually, a position is not an instantaneous event, but an event which has an opening, a period of maturation, and a closing. The management of the position happens throughout the process." }, { - "format": "Plain Text", + "style": "Text", "text": "The concept of managing the position refers to the fact that the formulas that determine the take profit and stop loss targets may change as the position develops. A typical situation in which you may want to change your original take profit and stop loss formulas is when the position seems to be developing well in your favor." }, { - "format": "Plain Text", + "style": "Text", "text": "It may be in your best interest to manage the stop loss, moving the target in the direction that would help protect unrealized profits. It may also be in your interest to move the take profit target to extract a larger profit than originally expected. Or you may wish to set up a mechanism that closes the trade as soon as a certain market situation materializes." }, { - "format": "Plain Text", + "style": "Text", "text": "The management of take profit and stop loss is done independently of each other, in phases. Therefore, each concept has its own set of management phases." }, { - "format": "Plain Text", + "style": "Text", "text": "Each phase has its formula to describe the corresponding target. Users may define situations in which the current phase shall be abandoned and a different phase—with its formula—shall be implemented." }, { - "format": "Plain Text", + "style": "Text", "text": "Keep in mind that the position is in constant development, so there may be as many phases as you deem appropriate for your particular strategy." }, { - "format": "Plain Text", + "style": "Text", "text": "The idea of managing targets in phases derives from the notion that big market moves tend to provide clues as to what may come up next. For instance, rallies may accelerate as more traders join the move. Recognizable patterns may emerge. Signs of exhaustion may be identified." }, { - "format": "Plain Text", + "style": "Text", "text": "All of these considerations may feed the dynamic analysis performed in each phase as the position develops." }, { - "format": "Plain Text", + "style": "Text", "text": "Upon execution, the system verifies if the current candle has tagged either of the targets. If—or when—it does, the close stage kicks in and closing execution begins." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"It is crucial to understand that Superalgos does not place orders to close a position until the stop loss or take profit targets are hit. That is, stop loss and take profit are not orders sitting at the exchange waiting to be filled at a certain rate. Instead, Superalgos keeps track of targets internally, and places the orders at the exchange during the execution cycle in which it detects either of the targets has been hit.\" %}" + "style": "Success", + "text": "It is crucial to understand that Superalgos does not place orders to close a position until the stop loss or take profit targets are hit. That is, stop loss and take profit are not orders sitting at the exchange waiting to be filled at a certain rate. Instead, Superalgos keeps track of targets internally, and places the orders at the exchange during the execution cycle in which it detects either of the targets has been hit." }, { - "format": "Plain Text", + "style": "Text", "text": "This behavior has advantages and disadvantages, but it was designed as is because the former outweigh the latter." }, { - "format": "Plain Text", + "style": "Text", "text": "By not placing stop or take profit orders at the exchange, Superalgos keeps your targets—and the underlying strategy—secret. This guarantees that such a crucial piece of information may not be used against you by the exchange itself or any third party that may have access to privileged information." }, { - "format": "Plain Text", + "style": "Text", "text": "On the other hand, not placing a stop order in advance may occasionally cause relatively more slippage, for instance, in cases of massive flash market moves." }, { - "format": "Plain Text", + "style": "Text", "text": "That said, the default behavior of the system may be hacked to avoid the eventual risk of excessive slippage: set your stop loss and take profit targets tighter than intended." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a manage stage node, select Add Missing Stages on the strategy node menu. All stages that may be missing are created along with the rest of the basic structure of nodes required to define each of them and their events." }, { - "format": "Plain Text", - "text": "
Only one manage stage may exist in each strategy.
" + "style": "Note", + "text": "Only one manage stage may exist in each strategy." } ], "configuring": [], @@ -8716,26 +8872,26 @@ "definition": "The close stage deals with the definitions that make up the logic to close a position, including the target rate and size, and order execution.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The close stage is opened when either the stop loss or take profit targets are hit." }, { - "format": "Plain Text", + "style": "Text", "text": "In a way, the close stage is virtually a mirror of the open stage, as the same definitions are required to close a position. There are a few logical differences, though." }, { - "format": "Plain Text", + "style": "Text", "text": "For example, in the open stage, you probably defined the target size as a function of the capital allocated to the trading system. In the close stage, you will likely want to define the target size as a function of the size filled, that is, the amount of the orders placed that was filled during the open stage." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a close stage node, select Add Missing Stages on the strategy node menu. All stages that may be missing are created along with the rest of the basic structure of nodes required to define each of them and their events." }, { - "format": "Plain Text", - "text": "
Only one close stage may exist in each strategy.
" + "style": "Note", + "text": "Only one close stage may exist in each strategy." } ], "configuring": [], @@ -8746,13 +8902,13 @@ "definition": "The close execution node groups all execution algorithms involved in the process of closing a position.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The close execution section of the close stage works similarly to the open execution in the open stage. Please refer to the explanations of the open stage for the details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a close execution node, select Add Close Execution on the open stage node menu." } ], @@ -8776,7 +8932,7 @@ "definition": "The crypto ecosystem is a hierarchy that contains definitions about third-parties, including exchanges and their markets, as well as accounts of users with those third parties.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "There is only one crypto ecosystem hierarchy. You will use it to define which exchanges and which markets you wish to work with, as well as the details of your accounts with those exchanges." } ], @@ -8799,12 +8955,12 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a crypto exchanges node, select Add Crypto Exchanges on the crypto ecosystem node menu." }, { - "format": "Plain Text", - "text": "
Only one crypto exchanges node may exist on the hierarchy.
" + "style": "Note", + "text": "Only one crypto exchanges node may exist on the hierarchy." } ], "configuring": [], @@ -8816,73 +8972,73 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a crypto exchange, select Add Crypto Exchange on the crypto exchanges node menu. The crypto exchange node is created along with the rest of the basic structure of nodes required to define assets, markets and user accounts." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Crypto Exchange on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"codeName\": \"binance\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"API\": [" }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"method\": \"fetchTrades\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fetchType\": \"by Id\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fetchTradesMethod\": \"publicGetHistoricalTrades\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"firstId\": \"f\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " ]" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name of the exchange as handled in the code of the system.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • API holds a series of definitions used only in the case in which the sensor bot fetches trades (using the Historic-Trades process) instead of the OHLCV process that fetches one-minute candles and is the current default. In such a case, finding the right set of parameters to work with a specific exchange may be challenging, nd involves understanding how the exchanges API and the CCXT Library API work. In other words, there is no hard rule as of what each of the values should be. Determining each of this values requires exploring the exchange's API documentation, as well as the documentation of the CCXT Library.
" } ], @@ -8894,41 +9050,41 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an exchange assets node, select Add Exchange Assets on the crypto exchanges node menu. The exchange assets node is created along with a first asset." }, { - "format": "Plain Text", - "text": "
Only one exchange assets node may exist on each exchange.
" + "style": "Note", + "text": "Only one exchange assets node may exist on each exchange." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Exchange Assets on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"addMissingAssets\": { \"quotedAsset\": \"BTC\"}" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " addMissingAssets acts as a filter to determine which assets of a (potentially long) list of assets listed at the exchange will be added when the Add Missing Assets* option in the menu is used. Because many exchanges do not offer a list of assets, the system fetches assets from actual markets (pairs) listed at the exchange. You may add missing assets filtered by the quotedAsset or by the baseAsset. For example, the above configuration would add all assets listed in markets in which BTC is the quoted asset." } ], @@ -8940,50 +9096,50 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an asset, select Add Asset on the exchange assets node menu." }, { - "format": "Plain Text", + "style": "Text", "text": "To add assets in bulk, select Add Missing Assets on the exchange assets node menu. Beware that the exchange may handle hundreds of assets. Before using this option you may want to implement a filter using the exchange assets configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include /crypto_ecosystem/exchange-assets.md heading=\"\" icon=\"no\" adding=\"\" configuring=\"#####\" starting=\"\" content=\"no\" definition=\"no\" table=\"\" more=\"yes\"%}" } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Asset on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"codeName\": \"BTC\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " codeName is the ticker of the asset as listed by the exchange (i.e.:* BTC, BTH, ETH, LTC, BNB, USDT, USD, etc.)" }, { - "format": "Plain Text", - "text": "
When a configured asset is within the system's icon catalog, the standard asset icon is replaced with the logotype of the corresponding asset.
" + "style": "Note", + "text": "When a configured asset is within the system's icon catalog, the standard asset icon is replaced with the logotype of the corresponding asset." } ], "starting": [] @@ -8994,12 +9150,12 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an exchange markets node, select Add Exchange Markets on the crypto exchange node menu. The exchange markets node is created along with the basic structure of nodes to define the first market." }, { - "format": "Plain Text", - "text": "
Only one exchange assets node may exist on each exchange.
" + "style": "Note", + "text": "Only one exchange assets node may exist on each exchange." } ], "configuring": [], @@ -9010,17 +9166,17 @@ "definition": "A market is the definition of a pair of assets (i.e.: BTC-USDT) listed as a market in the corresponding exchange.", "content": [ { - "format": "Plain Text", - "text": "
Only markets that are effectively listed on the exchange may be configured and used with the system. Check with the exchange and make sure you understand what tickers they are using, which is the base asset and which the quoted asset on the listed markets.
" + "style": "Important", + "text": "Only markets that are effectively listed on the exchange may be configured and used with the system. Check with the exchange and make sure you understand what tickers they are using, which is the base asset and which the quoted asset on the listed markets." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a market, select Add Market on the exchange markets node menu. The market node is created along with the basic structure of nodes used to define the market. This option does not generate the super actions required to install and uninstall markets." }, { - "format": "Plain Text", + "style": "Text", "text": "To add markets in bulk, select Add Missing Markets on the exchange markets node menu. This option adds all markets listed at the exchange that may result from the combination of assets listed under the exchange assets node, along with the required super actions to intall those markets." } ], @@ -9033,12 +9189,12 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an exchange accounts node, select Add Exchange Account on the crypto exchange node menu. The exchange account node is created along with the basic structure of nodes used to define keys and user assets with the exchange." }, { - "format": "Plain Text", - "text": "
Only one exchange accounts node may exist on each exchange.
" + "style": "Note", + "text": "Only one exchange accounts node may exist on each exchange." } ], "configuring": [], @@ -9050,11 +9206,11 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a user account, select Add User Account on the exchange accounts node menu. The user account node is created along with the basic structure of nodes used to define keys and user assets with the exchange." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"You may add and administer as many user accounts as you wish.\" %}" } ], @@ -9067,12 +9223,12 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add user assets node, select Add User Assets on the user account node menu. The user assets node is created along with the first exchange account asset." }, { - "format": "Plain Text", - "text": "
Only one user assets node may exist under a user account.
" + "style": "Note", + "text": "Only one user assets node may exist under a user account." } ], "configuring": [], @@ -9084,12 +9240,12 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add user keys node, select Add User Keys on the user account node menu. The user keys node is created along with the first exchange account key." }, { - "format": "Plain Text", - "text": "
Only one user keys node may exist under a user account.
" + "style": "Note", + "text": "Only one user keys node may exist under a user account." } ], "configuring": [], @@ -9100,18 +9256,18 @@ "definition": "The exchange account asset represents a single asset the user has at the exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The exchange account asset is a reference to an asset defined under the exchange assets node." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an exchange account asset node, select Add Asset on the user assets node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with an asset defined under the exchange assets node.
" + "style": "Note", + "text": "Remember to establish a reference with an asset defined under the exchange assets node." } ], "configuring": [], @@ -9123,50 +9279,50 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add an exchange account key, select Add Key on the user keys node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Key on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": "\"codeName\": \"Paste your exchange API name or label here\"," }, { - "format": "Plain Text", + "style": "Text", "text": "\"secret\": \"Paste your exchange API secret key here.\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • codeName is the name or label of your key, as supplied by the exchange.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", - "text": "
To keep your exchange keys safe, never share data structures you may download from the system, as downloads contain all information in the data structure, including personal information such as exchange keys. Use the share option on the menu instead. The share option strips sensitive information and outputs a file that is safe for sharing.
" + "style": "Warning", + "text": "To keep your exchange keys safe, never share data structures you may download from the system, as downloads contain all information in the data structure, including personal information such as exchange keys. Use the share option on the menu instead. The share option strips sensitive information and outputs a file that is safe for sharing." } ], "starting": [] @@ -9176,27 +9332,27 @@ "definition": "The design space is the visual environment that hosts all system and user definitions. In practical terms, it is the black space below the slider that splits the screen horizontally, separating the design space in the bottom from the charting space on top. As a hierarchy, it features nodes that enable user-control over certain aspects of the look, feel, and behavior of the space.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Think of the design space as your desktop, or the control room of the system." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the design space node, select Add Design Space on the spaces node of the Superalgos Project hierarchy." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -9208,213 +9364,213 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the space style node, select Add Space Style on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"backgroundColor\": \"UI_COLOR.BLACK\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"node\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"fontSize\": 16," }, { - "format": "Plain Text", + "style": "Text", "text": " \"imageSize\": 60," }, { - "format": "Plain Text", + "style": "Text", "text": " \"type\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"fontColor\": \"UI_COLOR.WHITE\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " \"name\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"fontColor\": \"UI_COLOR.WHITE\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " \"menuItem\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"backgroundColor\": \"UI_COLOR.BLACK\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fontColor\": \"UI_COLOR.WHITE\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fontSize\": 14," }, { - "format": "Plain Text", + "style": "Text", "text": " \"imageSize\": 14" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • backgroundColor refers to the background of the design space (see table below).
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • node refers to all nodes in the design space.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": " * imageSize refers to the size of icons representing nodes." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • type refers to the type of node, as indicated by the string of text below each node.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • name refers to the name or label of the node, as indicated above the node.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • menuItem refers to items on the right-hand side of the menu.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": " * fontSize refers to the size of the font of the string of text." }, { - "format": "Plain Text", + "style": "Text", "text": " * imageSize refers to the size of the icon illustrating the menu item." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
Variable Value RGB Value Color Sample
:--- :---: :-------------------
DARK 48, 48, 54  
LIGHT 234, 226, 222  
GREY 150, 150, 150  
LIGHT_GREY 247, 247, 247  
WHITE 255, 255, 255  
BLACK 0, 0, 0  
GOLDEN_ORANGE 240, 162, 2  
RUSTED_RED 204, 88, 53  
GREEN 188, 214, 67  
RED 223, 70, 60  
PATINATED_TURQUOISE 27, 153, 139  
TITANIUM_YELLOW 244, 228, 9  
MANGANESE_PURPLE 91,80, 122  
TURQUOISE 74, 207, 217  
DARK_TURQUOISE 2, 149, 170  
." } ], @@ -9426,109 +9582,109 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the space settings node, select Add Space Settings on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"node\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"distancePercentage\": 60," }, { - "format": "Plain Text", + "style": "Text", "text": " \"radiusPercentage\": 85," }, { - "format": "Plain Text", + "style": "Text", "text": " \"massPercentage\": 100," }, { - "format": "Plain Text", + "style": "Text", "text": " \"menuItem\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"widthPercentage\": 100," }, { - "format": "Plain Text", + "style": "Text", "text": " \"heightPercentage\": 60," }, { - "format": "Plain Text", + "style": "Text", "text": " \"radiusPercentage\": 90" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " \"physics\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • node refers to every node in the design space.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": " * radiusPercentage is the radius of the circular nodes' menu applied as a percentage of an arbitrary default radius." }, { - "format": "Plain Text", + "style": "Text", "text": " * massPercentage is the refernce mass of nodes that affect the attraction and repulsion of the environment's pysics whe the physics setting is set to true." }, { - "format": "Plain Text", + "style": "Text", "text": " * menuItem refers to the items on the right-hand side of nodes' menus." }, { - "format": "Plain Text", + "style": "Text", "text": " * widthPercentage is the reference width of an item applied as a percentage of an arbitrary default width." }, { - "format": "Plain Text", + "style": "Text", "text": " * heightPercentage is the reference height of an item applied as a percentage of an arbitrary default height." }, { - "format": "Plain Text", + "style": "Text", "text": " * radiusPercentage is the reference radious of the circular matrix that governs the distribution of items in the circular menu. Larger numbers cause items to spread appart while smaller numbers makes items lie closer to each other." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • physics determines wether the environment is static (false) or dynamic (true). When physics is set to true, nodes in the design space are affected by th gravitational pull and repulsion of other nodes.
" } ], @@ -9539,11 +9695,11 @@ "definition": "The charting space is the hierarchy that governs the configuration of the charts, and the bidimensional space on which charts are drawn.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Think of the charting space as a huge drawing board. You may have lots of information plotted on different parts of the space and use a viewport to look into that space." }, { - "format": "Plain Text", + "style": "Text", "text": "There is only one charting space hierarchy, thus all charts are configured here. As is common throughout the system, different concepts and elements of the charts such as scales, data layers and so on, are represented by nodes in the hierarchy. The system allows great flexibility on how to visualize information over the charts by adding, configuring, and arranging these nodes." } ], @@ -9559,17 +9715,17 @@ "definition": "A dashboard is a collection of time machines, each containing any number of charts.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The concept of the dashboard allows having multiple charts configured all at once, so that you may consult different exchanges, different markets, different time frames, or different technical studies on demand, simply by moving around and zooming in or out. You may put charts side by side, or even superimpose them to study market flows, search for arbitrage opportunities, or simply keep them in sight when you analyze particular market situations." }, { - "format": "Plain Text", + "style": "Text", "text": "At the moment, the functionality of a dashboard is trivial: grouping time machines. However, in the future, it will offer various features to enhance the user experience." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a dashboard, select Add Dashboard on the Charting Space node menu." } ], @@ -9581,17 +9737,17 @@ "definition": "A time machine synchronizes multiple timeline charts over the same timeline. Timeline charts within a time machine may have different rate scales or time frame scales, but their time scale will always match.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Think of a time machine as an aide that helps you keep any number of pieces of information synchronized on the same time scale. Every data structure that you set up within the same time machine, will always be synchronized in time. Put in other words, the open and closing datetime of each dataset will always be aligned on the vertical axis." }, { - "format": "Plain Text", + "style": "Text", "text": "On the other hand, when you arrange charts on different time machines, they are completely independent of one another." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a time machine, select Add Time Machine on the Dashboard node menu." } ], @@ -9603,28 +9759,28 @@ "definition": "The viewport is a window through which you may look into the charting space.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The viewport offers an opening into the visual environment in which you may see, analyze and go over every piece of data involved in the process of trading cryptocurrencies:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Live and historic market data;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Data crunched in the form of indicators;
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The specific effects of the rules you will program into your strategies, and how strategies behave during testing and live trading sessions.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", - "text": "
The information that is out of focus, that is, out of the viewport, is not read nor rendered graphically, thus, does not consume resources.
" + "style": "Note", + "text": "The information that is out of focus, that is, out of the viewport, is not read nor rendered graphically, thus, does not consume resources." } ], "adding": [], @@ -9636,162 +9792,162 @@ "definition": "The time scale controls the scale of the horizontal axis, that is, the timeline of the corresponding time machine, and of all of the timeline charts within it.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "{% if include.heading == \"more\" %}##{% else %}{{include.heading}}{% endif %}### Scale Minimum and Maximum Values" }, { - "format": "Plain Text", + "style": "Text", "text": "A time scale has a minimum and a maximum value. The minimum value is the value at the left border of the chart. The maximum, is the value at the right border of the chart." }, { - "format": "Plain Text", + "style": "Text", "text": "In technical terms, the minimum and maximum scale values are constantly changing as, whenever you pan across the charts, you are directly affecting the minimum and maximum scale values. That said, the actual scale doesn't change when panning across a chart." }, { - "format": "Plain Text", + "style": "Text", "text": "{% if include.heading == \"more\" %}##{% else %}{{include.heading}}{% endif %}### Automatic Scale" }, { - "format": "Plain Text", + "style": "Text", "text": "The system features an automatic adjustment of the scale, which is turned on by default in our shared workspaces. The scale may be automatic in its minimum value, in its maximum value, or both." }, { - "format": "Plain Text", + "style": "Text", "text": "When the scale is automatic in the minimum value, the scale is adjusted so that the chart shows all data from the beginning of the market. Panning the charts under such setting has the effect of compressing and decompressing the data against the left border of the chart." }, { - "format": "Plain Text", + "style": "Text", "text": "When the scale is automatic in the maximum value, the scale is adjusted so that the chart shows all data until the end of the market. In such case, panning the charts has the effect of compressing and decompressing the data against the right border of the chart." }, { - "format": "Plain Text", + "style": "Text", "text": "When the scale is automatic in both the minimum and maximum value, the scale is adjusted so that the chart shows the whole market. In such case, when you click and drag to pan the charts, the settings turns back to manual on both ends of the chart." }, { - "format": "Plain Text", - "text": "
Having the time scale set to automatic by default helps finding the data as soon as it starts being processed the first time you run the Masters bot instances.
" + "style": "Note", + "text": "Having the time scale set to automatic by default helps finding the data as soon as it starts being processed the first time you run the Masters bot instances." }, { - "format": "Plain Text", + "style": "Text", "text": "{% if include.heading == \"more\" %}##{% else %}{{include.heading}}{% endif %}### Manual Scale" }, { - "format": "Plain Text", + "style": "Text", "text": "The scale features a manual mode. When in manual mode the scale does not change, even if the minimum and maximum values change while panning through a chart. This is the natural state of the time scale." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a time scale, select Add Time Scale on the time machine node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Rate Scale on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"fromDate\": \"2019-05-02T20:07:50.872Z\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"toDate\": \"2019-05-22T20:28:21.515Z\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMinScale\": false," }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMaxScale\": false" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • minValue is a date in the Epoch time format that represents the value of the scale at the left border of the chart.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • maxValue is a date in the Epoch time format that represents the value of the scale at the right border of the chart.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • autoMinScale sets the mode of the scale for the minimum value; true sets the value to automatic, false sets the value to manual.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • autoMaxScale sets the mode of the scale for the maximum value; true sets the value to automatic, false sets the value to manual.
    • " }, { - "format": "Plain Text", + "style": "Note", "text": "
" } ], "charts": [ { - "format": "Plain Text", + "style": "Text", "text": "

Automatic Scale

" }, { - "format": "Plain Text", + "style": "Text", "text": "1. To change the automatic scale settings, place the mouse pointer over the corresponding time box, press the Shift key and slowly scroll the wheel of the mouse. The action cycles through different possible scale automation settings. Notice a tiny green triangle to the sides of the time scale icon." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • A triangle pointing right means that the maximum value of the scale is automatic.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • A triangle pointing left means that the minimum value of the scale is automatic.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Both triangles present at the same time means that both minimum and maximum values are automatic.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • No triangle means that both minimum and maximum values are in manual mode.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "

Manual Scale

" }, { - "format": "Plain Text", + "style": "Text", "text": "2. To adjust the scale, make sure either or both minimum and maximum values are in manual mode. Place the mouse pointer over the time box and scroll the wheel of the mouse. The scale will increase or decrease accordingly, depending on which values are set to manual." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include image.html file='interface/time-scale-01.gif' url='yes' max-width='100' caption='When the scale is set to manual, scrolling the mouse wheel on top of the time scale box changes the scale.' %}" }, { - "format": "Plain Text", + "style": "Text", "text": "Notice that, while changing the scale, a number is displayed replacing the actual datetime. This is a reference value of the scale, that may serve for comparison purposes, with scales in other charts." }, { - "format": "Plain Text", - "text": "
This action has no effect when both minimum and maximum values are set to automatic mode.
" + "style": "Note", + "text": "This action has no effect when both minimum and maximum values are set to automatic mode." } ] }, @@ -9800,190 +9956,190 @@ "definition": "The rate scale controls the scale of the vertical axis, that is, the scale of the quoted asset, either of the time machine or of the timeline chart, depending on where the node is located.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Rate scales may exist both at the level of a time machine and at the level of a timeline chart, each affecting the corresponding concept." }, { - "format": "Plain Text", + "style": "Text", "text": "When set at the level of the time machine, the scale settings affect all charts within the time machine. When set at the level of the timeline chart, the settings override the rate scale at the time machine level. This allows having multiple charts on the same time machine, each with a different rate scale." }, { - "format": "Plain Text", + "style": "Text", "text": "{% if include.heading == \"more\" %}##{% else %}{{include.heading}}{% endif %}### Scale Minimum and Maximum Values" }, { - "format": "Plain Text", + "style": "Text", "text": "A rate scale has a minimum and a maximum value. The minimum value is the value at bottom of the chart. The maximum, is the value at the top of the chart." }, { - "format": "Plain Text", + "style": "Text", "text": "In technical terms, the minimum and maximum scale values are constantly changing as, whenever you pan across the charts, you are directly affecting the minimum and maximum scale values. That said, the actual scale may change dynamically or not, depending on the scale-automation settings." }, { - "format": "Plain Text", + "style": "Text", "text": "{% if include.heading == \"more\" %}##{% else %}{{include.heading}}{% endif %}### Automatic Scale" }, { - "format": "Plain Text", + "style": "Text", "text": "The system features an automatic adjustment of the scale, which is turned on by default in our shared workspaces. The scale may be automatic in its minimum value, in its maximum value, or both." }, { - "format": "Plain Text", + "style": "Text", "text": "When the scale is automatic in the minimum value, the scale is adjusted so that no piece of information in the span of the chart ever remains below the bottom of the chart. As a result, the lowest data point aligns with the bottom of the chart." }, { - "format": "Plain Text", + "style": "Text", "text": "When the scale is automatic in the maximum value, the scale is adjusted so that no piece of information in the span of the chart ever remains above the top of the chart. As a result, the highest data point aligns with the top of the chart." }, { - "format": "Plain Text", + "style": "Text", "text": "The scale may be automated on either, or both minimum and maximum values at the same time. In the later case, no data point in the span of the chart ever remains out of the visible area of the chart, as the lowest data point aligns with the bottom of the chart and the highest aligns with the top." }, { - "format": "Plain Text", + "style": "Text", "text": "{% if include.heading == \"more\" %}##{% else %}{{include.heading}}{% endif %}### Manual Scale" }, { - "format": "Plain Text", + "style": "Text", "text": "The system also features a manual mode. When in manual mode the scale does not change, even if the minimum and maximum values change while panning across a chart. This design feature allows comparing different periods using the same scale, which may be valuable in many cases." }, { - "format": "Plain Text", + "style": "Text", "text": "{% if include.heading == \"more\" %}##{% else %}{{include.heading}}{% endif %}### Scale Offset" }, { - "format": "Plain Text", + "style": "Text", "text": "The offset is a feature of the rate scale by which the scale may be shifted upwards or downwards. As a result, charts aligned on the vertical axis—synchronized in datetime by a shared time machine—may be put one above the other. In technical terms, what happens is that the scale is shifted upwards or downwards." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a rate scale, select Add Rate Scale on the time machine or the timeline chart node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Rate Scale on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"minValue\": 388.60416666666424," }, { - "format": "Plain Text", + "style": "Text", "text": " \"maxValue\": 9715.104166666664," }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMinScale\": true," }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMaxScale\": true" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • minValue is a numerical value that represents the value of the scale at the bottom of the chart.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • maxValue is a numerical value that represents the value of the scale at the top of the chart.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • autoMinScale sets the mode of the scale for the minimum value; true sets the value to automatic, false sets the value to manual.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • autoMaxScale sets the mode of the scale for the maximum value; true sets the value to automatic, false sets the value to manual.
    • " }, { - "format": "Plain Text", + "style": "Note", "text": "
" } ], "charts": [ { - "format": "Plain Text", + "style": "Text", "text": "

Automatic Scale

" }, { - "format": "Plain Text", + "style": "Text", "text": "1. To change the automatic scale settings, place the mouse pointer over the corresponding time machine or timeline chart rate box, press the Shift key and slowly scroll the wheel of the mouse. The action cycles through different possible scale automation settings. Notice a tiny green triangle below and/or above the rate scale icon." }, { - "format": "Plain Text", + "style": "Text", "text": "
  • A triangle pointing up means that the maximum value of the scale is automatic.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • A triangle pointing down means that the minimum value of the scale is automatic.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • Both triangles present at the same time means that both minimum and maximum values are automatic.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • No triangle means that both minimum and maximum values are in manual mode.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "

Manual Scale

" }, { - "format": "Plain Text", + "style": "Text", "text": "2. To adjust the scale, make sure either or both minimum and maximum values are in manual mode. Place the mouse pointer over the corresponding time machine or timeline chart rate box and scroll the wheel of the mouse. The scale will increase or decrease accordingly, depending on which values are set to manual." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include image.html file='interface/rate-scale-01.gif' url='yes' max-width='100' caption='When the scale is set to manual, scrolling the mouse wheel on top of the rate scale box changes the scale.' %}" }, { - "format": "Plain Text", + "style": "Text", "text": "Notice that, while changing the scale, a number is displayed replacing the actual rate. This is a reference value of the scale, that may serve for comparison purposes, with scales in other charts." }, { - "format": "Plain Text", - "text": "
This action has no effect when both minimum and maximum values are set to automatic mode.
" + "style": "Note", + "text": "This action has no effect when both minimum and maximum values are set to automatic mode." }, { - "format": "Plain Text", + "style": "Text", "text": "

Scale Offset

" }, { - "format": "Plain Text", + "style": "Text", "text": "3. To shift or offset a timeline chart on the vertical axis, place the mouse pointer on the rate box, left-click and drag upwards or downwards, as desired. The timeline chart will shift in the specified direction while the remaining charts stay in the same position." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include image.html file='interface/rate-scale-02.gif' url='yes' max-width='100' caption='To control the offset between timeline charts, right-click on the rate box and drag upwards or downwards.' %}" }, { - "format": "Plain Text", - "text": "
Setting an offset in a timeline chart only makes sense in the context of a time machine with multiple charts. That is, if you are browsing a single chart, an offset behaves the same as moving the single chart up or down.
" + "style": "Note", + "text": "Setting an offset in a timeline chart only makes sense in the context of a time machine with multiple charts. That is, if you are browsing a single chart, an offset behaves the same as moving the single chart up or down." } ] }, @@ -9992,65 +10148,65 @@ "definition": "The time frame scale controls the time frame setting, that is, the period represented by each candle, either of the time machine or of the timeline chart, depending on where the node is located.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "When the time frame scale is set at the level of the time machine, the scale setting affects all charts within the time machine. When set at the level of the timeline chart, the setting overrides the time frame scale at the time machine level. This allows comparing charts in different time frames, but still synchronized at the datetime level." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a time frame scale, select Add Time Frame Scale on the time machine or the timeline chart node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Frame Scale on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"value\":\"06-hs\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • value can be any of the time frames supported by the system:
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": " * 01-hs, 02-hs, 03-hs, 04-hs, 06-hs, 08-hs, 12-hs, and 24-hs." }, { - "format": "Plain Text", - "text": "
The values entered via the design space and the charts are synchronized and stored in the node.
" + "style": "Note", + "text": " The values entered via the design space and the charts are synchronized and stored in the node." } ], "charts": [ { - "format": "Plain Text", + "style": "Text", "text": "1. To set a time frame value, place the mouse pointer over the corresponding time machine or timeline chart time frame box and scroll the mouse wheel." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include image.html file='interface/time-frame-scale-00.gif' url='yes' max-width='100' caption='To set a time frame, scroll the wheel of the mouse over the time frame scale box.' %}" } ] @@ -10060,21 +10216,21 @@ "definition": "The timeline chart represents a chart within a time machine, which may have independent rate and time frame scales, as well as particular layers.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In other words, a timeline chart—often referred simply as chart—is a set of information to be displayed over a timeline. The information may include candles—the main and foremost resource—as well as any other indicator, study or—in general—data products that may be available." }, { - "format": "Plain Text", + "style": "Text", "text": "You may add as many charts as you wish. Charts within the same time machine are synchronized in the y-axis, that is, in the datetime dimension. Charts in different time machines are independent of each other concerning the datetime. In either case, you may also add rate scales and time frame scales at the timeline charts level." }, { - "format": "Plain Text", + "style": "Text", "text": "The information that each timeline chart makes available on the screen is given by the layers set up in the corresponding layers manager." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a timeline chart, select Add Timeline Chart on the preferred time machine node menu." } ], @@ -10086,71 +10242,71 @@ "definition": "The layer manager determines which layers will be visible on the corresponding timeline chart.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In other words, you use the layers manager node to configure which data products you wish to be made available for visualization purposes on the charts, in particular, on a specific timeline chart to which the layers manager node is attached to." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a layers manager, select Add Layers Manager on the preferred timeline chart node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Layers Manager in the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"visibleLayers\": 3," }, { - "format": "Plain Text", + "style": "Text", "text": " \"panelLocation\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"upOrDown\": \"up\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"leftOrRight\": \"left\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " \"label2FontSize\": 12" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • visibleLayers keeps track of how many layers the managers is rolled to, that is, how many layers it is displaying.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • panelLocation keeps track of the position of the panel relative to the four screen corners.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • label2FontSize allows adjusting the font size of the second-order label of each layer, displaying the name of the exchange and market.
" } ], @@ -10161,65 +10317,65 @@ "definition": "A layer represents a reference to a data product in the data storage node of the network hierarchy. Conceptually, it means that a certain data product, which exists in a certain location on the network, holds the data to be rendered on the charts.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "To set up a layer, you need to establish a reference with the data product of your choice." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a layer, select Add Layer on the layer manager node menu." }, { - "format": "Plain Text", - "text": "
After adding a layer node, make sure you establish a reference to the corresponding data product in the data storage node of the network hierarchy.
" + "style": "Note", + "text": "After adding a layer node, make sure you establish a reference to the corresponding data product in the data storage node of the network hierarchy." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure Layer on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"status\":\"on\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"showPanels\":true" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " status may be on or off* and refers to the layer being visible or not on the charts." }, { - "format": "Plain Text", + "style": "Text", "text": " showPanels may be true or false; true shows the plotter panel that may be associated with the data product as per the plotter module definitions; false* makes panels invisible." } ], "charts": [ { - "format": "Plain Text", + "style": "Text", "text": "To turn layers on and off, simply click on the layer in the corresponding products panel." }, { - "format": "Plain Text", + "style": "Text", "text": "To turn on and off a layer panel, click the panel button on the bottom-left corner of the layer." } ] @@ -10247,38 +10403,38 @@ "definition": "The data storage node holds the definitions as to what data is stored in the corresponding network node.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Bot instances running on the data mining and trading sections of a network node produce data products that need to be stored somewhere, specifically. The data storage node and its chain of offspring determine which data is to be stored where; that is, in what network node." }, { - "format": "Plain Text", + "style": "Text", "text": "Like with the data mining section and the sections referring to trading operations (testing and production environments), the data storage section is too organized by exchange, market, and data or trading mines. See the sorting of tasks page for the details." }, { - "format": "Plain Text", + "style": "Text", "text": "The storage of data is split between data mines data and " }, { - "format": "Plain Text", + "style": "Text", "text": "The data stored on each node of the network may be accessed by others, including the charting system, to visualize information via plotters defined in data mines, by trading systems to make trading decisions, and even by third-party systems. The information regarding trading mine data is explained in length in the trading engine section of the documentation." }, { - "format": "Plain Text", + "style": "Text", "text": "The setup of data storage definitions is done automatically when the install market function under the exchange markets node of the Crypto Ecosystem hierarchy is used. However, when data mining or trading tasks are created manually, the data storage definitions must be created manually as well, using the tools available in each of the data structures below this node." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include node-deletion-warning.html %}" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a data storage, select Add Data Storage on the network node menu." }, { - "format": "Plain Text", - "text": "
Only one data storage node may exist on each network node.
" + "style": "Note", + "text": "Only one data storage node may exist on each network node." } ], "configuring": [], @@ -10289,41 +10445,41 @@ "definition": "The data mine tasks node is an organizational device that groups tasks corresponding to the referenced data mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The data mine tasks node must reference the definition of a data mine. The node may spawn tasks for each bot in the data mine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a data mine tasks node, select Add Data Mine Tasks on the parent node menu. This action adds the node but does not establish a reference with any data mine." }, { - "format": "Plain Text", + "style": "Text", "text": "The smarter use of the node involves using the Add Missing Data Mine Tasks option on the parent node menu. This action creates a data mine tasks node for each data mine in the workspace, establishing a reference with the corresponding data mines. This is the first step in the direction of quickly setting up tasks for each bot in a given data mine." }, { - "format": "Plain Text", - "text": "
See the task node definition and the Adding a Task Node section for all the details.
" + "style": "Note", + "text": "See the task node definition and the Adding a Task Node section for all the details." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run All Task Managers or Stop All Task Managers on the menu to start and stop all tasks under this node." } ] @@ -10333,41 +10489,41 @@ "definition": "The trading mine tasks node is an organizational device that groups tasks corresponding to the referenced trading mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The market trading tasks node must reference the definition of a data mine. The node may spawn tasks for each bot in the data mine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trading mine tasks node, select Add Trading Mine Tasks on the parent node menu. This action adds the node but does not establish a reference with any data mine." }, { - "format": "Plain Text", + "style": "Text", "text": "The smarter use of the node involves using the Add Missing market trading tasks option on the parent node menu. This action creates a market trading tasks node for each data mine in the workspace, establishing a reference with the corresponding data mines. This is the first step in the direction of quickly setting up tasks for each bot in a given data mine." }, { - "format": "Plain Text", - "text": "
See the task node definition and the Adding a Task Node section for all the details.
" + "style": "Note", + "text": "See the task node definition and the Adding a Task Node section for all the details." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run All Task Managers or Stop All Task Managers on the menu to start and stop all tasks under this node." } ] @@ -10380,32 +10536,32 @@ "definition": "A market data tasks node groups data mining tasks operating in a specific market.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The market data tasks node must reference a market defined in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "This node may spawn individual data products or may deploy data products in bulk organized by data mine and by bots. See the data products node for the details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a market data tasks node, select Add Market Data on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node.
" + "style": "Note", + "text": "Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add market data tasks nodes in bulk for all markets that may have been previously defined in the Crypto Ecosystem hierarchy. To do that, select Add Missing Markets on the parent node menu. A market data tasks node is created for each defined market, each with the corresponding reference." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run All Data Mine Tasks or Stop All Data Mine Tasks on the menu to start and stop all tasks under this node." } ] @@ -10415,32 +10571,32 @@ "definition": "A market trading tasks node groups trading tasks operating in a specific market.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The market trading tasks node must reference a market defined in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "This node may spawn individual data products or may deploy data products in bulk organized by data mine and by bots. See the data products node for the details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a market trading tasks node, select Add Market Data on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node.
" + "style": "Note", + "text": "Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add market trading tasks nodes in bulk for all markets that may have been previously defined in the Crypto Ecosystem hierarchy. To do that, select Add Missing Markets on the parent node menu. A market trading tasks node is created for each defined market, each with the corresponding reference." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run All Trading Mine Tasks or Stop All Trading Mine Tasks on the menu to start and stop all tasks under this node." } ] @@ -10453,32 +10609,32 @@ "definition": "The exchange data tasks node organizes data mining tasks by exchange. That is, each exchange installed in the system has an exchange data tasks node grouping all market data tasks corresponding to the said exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The exchange data tasks node must reference the exchange of choice. This reference constraints the rest of the definitions to the context of the said exchange." }, { - "format": "Plain Text", + "style": "Text", "text": "When representing an exchange featured in the system's icons library, the standard exchange data tasks icon is replaced by the exchange's logo." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a specific exchange data tasks node, select Add Exchange Data Tasks on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy.
" + "style": "Note", + "text": "Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add exchange data tasks node in bulk for all exchanges that may have been previously defined in the Crypto Ecosystem hierarchy. To do that, select Add Missing Exchanges on the parent node menu. An exchange data tasks node is created for each defined exchange, each with the corresponding reference." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run All Market Data Tasks or Stop All Market Data Tasks on the menu to start and stop all tasks under this node." } ] @@ -10488,32 +10644,32 @@ "definition": "The exchange trading tasks node organizes trading tasks by exchange. That is, each exchange installed in the system has an exchange trading tasks node grouping all market trading tasks corresponding to the said exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The exchange trading tasks node must reference the exchange of choice. This reference constraints the rest of the definitions to the context of the said exchange." }, { - "format": "Plain Text", + "style": "Text", "text": "When representing an exchange featured in the system's icons library, the standard exchange trading tasks icon is replaced by the exchange's logo." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a specific exchange trading tasks node, select Add Exchange Trading Tasks on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy.
" + "style": "Note", + "text": "Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add exchange trading tasks node in bulk for all exchanges that may have been previously defined in the Crypto Ecosystem hierarchy. To do that, select Add Missing Exchanges on the parent node menu. An exchange trading tasks node is created for each defined exchange, each with the corresponding reference." } ], "configuring": [], "starting": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Run All Market Trading Tasks or Stop All Market Trading Tasks on the menu to start and stop all tasks under this node." } ] @@ -10547,39 +10703,39 @@ "definition": "The exchange data products node organizes data mines data by exchange. That is, each exchange installed in the system has an exchange data products node grouping all market data products nodes corresponding to the said exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The exchange data products node must reference the exchange of choice. This reference constraints the rest of the definitions to the context of the said exchange." }, { - "format": "Plain Text", + "style": "Text", "text": "When representing an exchange featured in the system's icons library, the standard exchange data tasks icon is replaced by the exchange's logo." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a specific exchange data products node, select Add Exchange Data Products on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy.
" + "style": "Note", + "text": "Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add exchange data products nodes in bulk for all exchanges that may have been previously defined in the Crypto Ecosystem hierarchy. To do that, select Add Missing Exchanges on the parent node menu. An exchange data products node is created for each defined exchange, each with the corresponding reference." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -10590,26 +10746,26 @@ "definition": "Session independent data refers to data generated by sensors and indicators, not related to trading sessions.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "As explained in the sorting of tasks page, data mines data is sorted by exchange, market, and the corresponding data mine, sensor or indicator bot, and bot product. That is, most of the nodes in this section of the hierarchy play an organizational role." }, { - "format": "Plain Text", + "style": "Text", "text": "Many of them require references to the nodes that delimit the context for which the data is applicable. For example, the market data products node must reference one of the installed markets, in particular, the market on which the data mining operation is run. These references help other entities understand the context to which the data belongs to." }, { - "format": "Plain Text", + "style": "Text", "text": "Whenever you create data mining tasks manually from within the Network hierarchy (as opposed to using the install market function under the exchange markets node of the Crypto Ecosystem hierarchy" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a session-independent data node, select Add Session-independent Data on the network node menu." }, { - "format": "Plain Text", - "text": "
Only one session-independent data node may exist on each data storage node.
" + "style": "Note", + "text": "Only one session-independent data node may exist on each data storage node." } ], "configuring": [], @@ -10629,39 +10785,39 @@ "definition": "The exchange trading products node organizes trading mines data by exchange. That is, each exchange installed in the system has an exchange trading products node grouping all session references corresponding to the said exchange.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The exchange trading products node must reference the exchange of choice. This reference constraints the rest of the definitions to the context of the said exchange." }, { - "format": "Plain Text", + "style": "Text", "text": "When representing an exchange featured in the system's icons library, the standard exchange trading products icon is replaced by the exchange's logo." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a specific exchange trading products node, select Add Exchange Trading Products on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy.
" + "style": "Note", + "text": "Remember to establish a reference to the desired exchange in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add exchange trading products nodes in bulk for all exchanges that may have been previously defined in the Crypto Ecosystem hierarchy. To do that, select Add Missing Exchanges on the trading mines data node menu. An exchange trading products node is created for each defined exchange, each with the corresponding reference." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -10675,26 +10831,26 @@ "definition": "Session-based data refers to data that is generated as a consequence of running a trading session, that is, data the trading bot instance generates while running backtesting, paper trading, forward testing, or live trading sessions.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "As explained in the sorting of tasks page, trading mines data is sorted by exchange, market, the corresponding trading session, and the corresponding trading mine, trading bot, and bot product. That is, most of the nodes in this section of the hierarchy play an organizational role." }, { - "format": "Plain Text", + "style": "Text", "text": "Many of them require references to the nodes that delimit the context for which the data is applicable. For example, the exchange trading products node must reference one of the installed exchanges, in particular, the exchange on which the trading operation is run. These references help other entities understand the context to which the data belongs to." }, { - "format": "Plain Text", + "style": "Text", "text": "Whenever you create trading tasks manually from within the Network hierarchy (as opposed to using the install market function under the exchange markets node of the Crypto Ecosystem hierarchy" } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a session-based data node, select Add Session-based Data on the network node menu." }, { - "format": "Plain Text", - "text": "
Only one session-based data node may exist on each data storage node.
" + "style": "Note", + "text": "Only one session-based data node may exist on each data storage node." } ], "configuring": [], @@ -10708,21 +10864,21 @@ "definition": "A session reference establishes which session is the one which shall store data in the current location.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "A such, the session reference node must establish a reference with a trading session. Also, its offspring nodes determine precisely which data products are stored." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a session reference node, select Add Session Reference on the network node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with a trading session after adding the node.
" + "style": "Note", + "text": "Remember to establish a reference with a trading session after adding the node." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add session reference nodes in bulk for all sessions defined in the same network that are not yet defined. To do that, select Add Missing Sessions on the exchange trading products node menu. A session reference node is created for each defined trading session in the node, each with the corresponding reference." } ], @@ -10737,25 +10893,25 @@ "definition": "A market data products node represents the group of data products generated in a specific market.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The market data products node must reference a market defined in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "This node may spawn individual data products or may deploy data products in bulk organized by data mine and by bots. See the data products node for the details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a market data products node, select Add Market Data on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node.
" + "style": "Note", + "text": "Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node." }, { - "format": "Plain Text", + "style": "Text", "text": "You may also add market data products nodes in bulk for all markets that may have been previously defined in the Crypto Ecosystem hierarchy. To do that, select Add Missing Markets on the parent node menu. A market data products node is created for each defined market, each with the corresponding reference." } ], @@ -10767,22 +10923,22 @@ "definition": "A market trading products node features the group of data products generated by the referenced session in a specific market.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The market trading products node must reference a market defined in the Crypto Ecosystem hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "This node may spawn individual data products or may deploy data products in bulk organized by trading mine and by trading bots. See the data products node for the details." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a market trading products node, select Add Market Trading Data on the parent node menu." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node.
" + "style": "Note", + "text": "Remember to establish a reference with a market defined in the Crypto Ecosystem hierarchy after adding the node." } ], "configuring": [], @@ -10796,41 +10952,41 @@ "definition": "A data product represents the collection of datasets generated by the instance of a bot as defined in the corresponding data mine or trading mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Data products exist in the context of trading mines data and data mines data nodes. In the first case, a data product is the collection of datasets generated by an instance of a trading bot as defined in a trading mine, running a trading session. In the latter case, it is the collection of datasets generated by either a sensor bot or an indicator bot instance, as defined in a data mine, and running a data mining task." }, { - "format": "Plain Text", + "style": "Text", "text": "A data product node must reference a product definition in the corresponding bot." }, { - "format": "Plain Text", - "text": "
Data products may only be stored on the same network node on which the task—data mining or trading—runs.
" + "style": "Important", + "text": "Data products may only be stored on the same network node on which the task—data mining or trading—runs." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a single data product, select Add Data Product on the market trading products, market data products, bot products, or data products folder node menus." }, { - "format": "Plain Text", - "text": "
Remember to establish a reference with a product definition of the corresponding bot in the corresponding data or trading mine.
" + "style": "Note", + "text": "Remember to establish a reference with a product definition of the corresponding bot in the corresponding data or trading mine." }, { - "format": "Plain Text", + "style": "Text", "text": "In cases in which multiple data products must be added, you may use the option to create data products in bulk." }, { - "format": "Plain Text", + "style": "Text", "text": "Select the Add All Data Products option on the data or trading mine products node menu. This adds a bot products node for each bot in the data or trading mine, and a data product for each product definition of each bot." }, { - "format": "Plain Text", + "style": "Text", "text": "You may use this option after manually adding a data or trading mine products node and manually establishing the reference with the desired data mine, or after adding all data or trading mine data products, by which the references with data or trading mines are established automatically." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"If adding data products in bulk results in adding data products that are not required, you may easily delete those.\" %}" } ], @@ -10842,39 +10998,39 @@ "definition": "Data mine products are references established with data mines to facilitate establishing data product references with multiple products in the given data mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The node may be used as an organizational device, simply to arrange bot products. However, the smart use of the node involves automating the deployment of multiple data products." }, { - "format": "Plain Text", + "style": "Text", "text": "The use of the data mine products node is optional, as data products may also exist outside of data mine products nodes." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a data mine products node, select Add Data Mine Products on the parent node menu. This action adds the node but does not establish a reference with any data mine." }, { - "format": "Plain Text", + "style": "Text", "text": "The smarter use of the node involves using the Add All Data Mine Products option on the parent node menu. This action creates a data mine products node for each data mine in the workspace, establishing a reference with the corresponding data mines. This is the first step in the direction of quickly setting up multiple data products when needed." }, { - "format": "Plain Text", - "text": "
See the data product node definition and the Adding a Data Product Node section for all the details.
" + "style": "Note", + "text": "See the data product node definition and the Adding a Data Product Node section for all the details." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -10885,43 +11041,43 @@ "definition": "Trading mine products are references established with trading mines to facilitate establishing data product references with multiple products in the given mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "At this point, Superalgos ships with a single trading mine, featuring a single low frequency trading bot. However, developers may create their own trading bots or fork the existing one." }, { - "format": "Plain Text", + "style": "Text", "text": "The node may be used as an organizational device, simply to arrange bot products. However, the smart use of the node involves automating the deployment of multiple data products." }, { - "format": "Plain Text", + "style": "Text", "text": "The use of the trading mine products node is optional, as data products may also exist outside of trading mine products nodes." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a trading mine products node, select Add Trading Mine Products on the parent node menu. This action adds the node but does not establish a reference with any trading mine." }, { - "format": "Plain Text", + "style": "Text", "text": "The smarter use of the node involves using the Add All Trading Mine Products option on the parent node menu. This action creates a trading mine products node for each trading mine in the workspace, establishing a reference with the corresponding trading mines. This is the first step in the direction of quickly setting up multiple data products when needed." }, { - "format": "Plain Text", - "text": "
See the data product node definition and the Adding a Data Product Node section for all the details.
" + "style": "Note", + "text": "See the data product node definition and the Adding a Data Product Node section for all the details." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -10935,39 +11091,39 @@ "definition": "A bot products node is an organizational device used to arrange data products corresponding to a specific bot.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The device exists as an offspring of a data or trading mine products node, and does not require a reference to a bot in the given data or trading mine." }, { - "format": "Plain Text", + "style": "Text", "text": "The use of the bot products node is optional, as data products may also exist outside of bot products." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a bot products node, select Add Bot Products on the parent node menu." }, { - "format": "Plain Text", + "style": "Text", "text": "The bot products node may also be created automatically. When created using the Add All Data Products option on the data mine products node, the node inherits the label of the corresponding bot in the corresponding data mine." }, { - "format": "Plain Text", - "text": "
See the data product node definition and the Adding a Data Product Node section for all the details.
" + "style": "Note", + "text": "See the data product node definition and the Adding a Data Product Node section for all the details." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -10978,27 +11134,27 @@ "definition": "A data product folder node is an organizational device used to map the arrangement of product definition folders as may exist in the bot definition of the corresponding data or trading mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The use of the data product folder node is optional, as data products may also exist outside of data product folders." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the data product folder node, select Add Data Product Folder on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11009,31 +11165,31 @@ "definition": "The plugins hierarchy defines which plugins are to be included in the current workspace. In the context of this hierarchy, plugins are JSON files featuring the description of a hierarchy such as a data mine, trading mine, trading engine, or trading system.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "In the context of a community-driven project, a plugin is a device that serves to distribute community-generated intelligence. The project distributes several plugins contributed by the community." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include important.html content=\"Hierarchies included in the workspace as plugins are not saved at the workspace level. As such, changes made in those hierarchies do not persist. If you wish to modify a plugin and keep working with the modified version in the future, you must either clone or backup the plugin and work on the resulting copy instead. Learn more about the differences between backups and " } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugins node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11045,21 +11201,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin project node, select Add Missing Projects on the parent node menu. The system adds a plugin project node for each project defined in the workspace." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11071,21 +11227,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin data mines node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11097,21 +11253,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin trading mines node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11123,21 +11279,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin trading systems node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11149,21 +11305,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin trading engines node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11175,21 +11331,21 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin super scripts node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11200,27 +11356,27 @@ "definition": "The plugin tutorials node features the definitions of tutorials to be included as plugins in the current workspace.", "content": [ { - "format": "Plain Text", - "text": "
Tutorials included in the workspace as plugins do not keep track of users' progress, thus, may not return to the last step using the Resume button on the menu.
" + "style": "Important", + "text": "Tutorials included in the workspace as plugins do not keep track of users' progress, thus, may not return to the last step using the Resume button on the menu." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin tutorials node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11231,43 +11387,43 @@ "definition": "A plugin file is the JSON file that constitutes the plugin. In the context of the plugins hierarchy, a plugin is the definition of a hierarchy.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Plugin files distributed with the system are stored in the corresponding folders on the following path: \\Projects\\[ProjectName]\\Plugins\\." }, { - "format": "Plain Text", + "style": "Text", "text": "To create a plugin and make it available to the system you need to:" }, { - "format": "Plain Text", + "style": "Text", "text": "1. Take a backup of the hierarchy." }, { - "format": "Plain Text", + "style": "Text", "text": "2. Place it in the proper folder of the path." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include important.html content=\"Hierarchies included in the workspace as plugins are not saved at the workspace level. As such, changes made in those hierarchies do not persist. If you wish to modify a plugin and keep working with the modified version in the future, you must either clone or backup the plugin and work on the resulting copy instead. Learn more about the differences between backups and " } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin file node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11278,27 +11434,27 @@ "definition": "The position of the plugin file position node determines the position in the workspace on which the plugin hierarchy is placed.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "To define where the hierarchy defined in a plugin file is positioned in the workspace, move the plugin file position node to the desired position in the workspace, and pin the node. Then, collapse the plugin file node so that the plugin file position node is no longer visible." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the plugin file position node, select Add Missing Items on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11309,287 +11465,287 @@ "definition": "The tutorial hierarchy features a free arrangement of tutorial topic and tutorial step nodes that make up a tutorial. Each node in the hierarchy, including the parent tutorial node, represents a HTML page that is overlaid on top of both the design space and the charting space. ", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Nodes in the hierarchy may be arranged freely, meaning that there may be as many tutorial topics and tutorial steps as desired. In general terms, all types of nodes behave similarly in the sense that each node, independently of the precise type, represents a tutorial step in and of itself. There are subtle differences to be covered where appropriate." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the tutorial node, select Add Tutorial on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "The configuration of each node in the tutorial hierarchy determines the content of each step. All types of nodes share the same basic configuration. However, tutorial step nodes have extra properties, described elsewhere." }, { - "format": "Plain Text", + "style": "Text", "text": "The layout of the HTML page is fixed (CSS styles are fixed too) and is made out of a sequence of HTML elements, each of which may or may not be used, depending on whether the corresponding configuration parameter exists or not in the configuration." }, { - "format": "Plain Text", - "text": "{% include callout.html type=\"success\" content=\"In other words, you may choose which elements of a potentially long list are used by filling the corresponding parameters with content or not.\" %}" + "style": "Success", + "text": "In other words, you may choose which elements of a potentially long list are used by filling the corresponding parameters with content or not." }, { - "format": "Plain Text", - "text": "
The HTML page features a limited space and does not support scrolling. If too much information is defined in the configuration, the resulting content overflows the available space. There is no system-side control to deal with such overflows, so it's up to you to spread information across multiple steps and keep each page within its limits.
" + "style": "Note", + "text": "The HTML page features a limited space and does not support scrolling. If too much information is defined in the configuration, the resulting content overflows the available space. There is no system-side control to deal with such overflows, so it's up to you to spread information across multiple steps and keep each page within its limits." }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"You may use HTML element tags and inline CSS as part of the content of parameters. Just consider that they shall be embedded in the fixed layout and their effectiveness may vary.\" %}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{" }, { - "format": "Plain Text", + "style": "Text", "text": " \"title\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"summary\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"subTitle\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"gif\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"image\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"definition\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"bulletListIntro\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"bulletArray\": [" }, { - "format": "Plain Text", + "style": "Text", "text": " [" }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"" }, { - "format": "Plain Text", + "style": "Text", "text": " ]," }, { - "format": "Plain Text", + "style": "Text", "text": " [" }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"" }, { - "format": "Plain Text", + "style": "Text", "text": " ]," }, { - "format": "Plain Text", + "style": "Text", "text": " [" }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"" }, { - "format": "Plain Text", + "style": "Text", "text": " ]" }, { - "format": "Plain Text", + "style": "Text", "text": " ]," }, { - "format": "Plain Text", + "style": "Text", "text": " \"paragraph1\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"callOut\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"externalLink\": [" }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"\"" }, { - "format": "Plain Text", + "style": "Text", "text": " ]," }, { - "format": "Plain Text", + "style": "Text", "text": " \"paragraph2\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"note\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"tip\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"important\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"warning\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"position\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"slider\": \"toTop\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"pressButton\": \"\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"documentationURL\": \"\"" }, { - "format": "Plain Text", + "style": "Text", "text": "}" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "{% include tip.html content=\"Configuration items are listed in the order of appearance in the HTML layout, that is, the sequence of HTML elements mentioned earlier.\" %}" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • title is the

    tag, the main title of the page.

    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • summary is a block of text preceded with the word Summary.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • subTitle is the

    tag, the secondary title of the page.

    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • gif is the name of an image in the GIF format. Do not include the .gif extension in the configuration, and make sure that the name of the file features the extension in lowercase. The file must be stored in the \\Projects\\[Project-Name]\\Gifsfolder. The optimum size of the image is 400 px in width. For a step showing only a gif image, use 580 px for the height.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • image is the name of one of the icons stored in the \\Projects\\[Project-Name]\\Iconsfolder, without the extension. When the configuration exists, the icon is placed within a table, on the left-hand side of the text block featured in the definition field. When there is no icon, the definition occupies the full width.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • definition is a block of text in bold style ( HTML tag).
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • bulletListIntro is a block of text that serves as an introduction to the array of bullet points below.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • bulletArray is the definition of any number of bullet points. The first field on each bullet is rendered in bold style and the second, in plain style. If the fields are left empty, the bullet list will still be included in the HTML, therefore, if you don't want bullets you must delete the whole definition of the bullet array from the configuration.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • paragraph1 is a regular block of text.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • callOut is a block of text in bold style with a green border and the left-hand side of the block.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • externalLink allows you to set up a link that opens in a new tab at the end of the callOut block. Enter the URL in the first field and the anchor text in the second.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • paragraph2 is a regular block of text.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • note is a block of text within a blue box preceded with the string Note:.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • tip is a block of text within a green box preceded with the string Tip:.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • important is a block of text within a yellow box preceded with the string Important:.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • warning is a block of text within a red box preceded with the string Warning:.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • position determines the position of the floating HTML. There are three alternatives: Left, Right, or leave the field empty to position the page in the center of the screen.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • slider determines the position of the horizontal slider. There are four alternatives: toTop, Right, or leave the field empty to position the page in the center of the screen.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • pressButton allows you to forcefully Stop the tutorial, go to the Next step, go to the Previous step, or Skip a step. When a step is loaded and one of these options is configured in this field, the action is applied immediately.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • documentationURL opens the Superalgos Documentation in the URL you configure. Use the complete URL, including the https:// protocol header.
" } ], @@ -11600,20 +11756,20 @@ "definition": "A tutorial topic is an organizational device that helps to keep tutorial step nodes arranged in a logical hierarchy by topics and subtopics.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "Tutorial topics may be nested within other tutorial topics in unlimited levels, and each level may feature multiple tutorial steps." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the tutorial topic node, select Add Tutorial Topic on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", - "text": "
The configuration of the tutorial topic node is the same as the tutorial node. Refer to the latter, please.
" + "style": "Note", + "text": "The configuration of the tutorial topic node is the same as the tutorial node. Refer to the latter, please." } ], "starting": [] @@ -11624,277 +11780,277 @@ "content": [], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the tutorial step node, select Add Tutorial Step on the parent node menu." } ], "configuring": [ { - "format": "Plain Text", - "text": "
The basic configuration of the tutorial step node is the same as the tutorial node. Refer to the latter, please.
" + "style": "Note", + "text": "The basic configuration of the tutorial step node is the same as the tutorial node. Refer to the latter, please." }, { - "format": "Plain Text", + "style": "Text", "text": "In addition to the basic configuration, tutorial step nodes feature a large collection of resources that allows you to manipulate the user interface and actual nodes in many ways." }, { - "format": "Plain Text", + "style": "Text", "text": "

Navigation

" }, { - "format": "Plain Text", + "style": "Text", "text": "Setting up a reference to any node in the workspace and using the below parameter makes the step load next to the referenced node." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " \"positionAtReferenceParent\": true," }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "

Messages

" }, { - "format": "Plain Text", + "style": "Text", "text": "Setting up a reference to any node in the workspace and using the below parameters allows placing different types of messages on the referenced node." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " \"setErrorMessageReferenceParent\": \"This is a simulated error message!\"" }, { - "format": "Plain Text", + "style": "Text", "text": " \"setInfoMessageReferenceParent\": \"This is a simulated info message!\"" }, { - "format": "Plain Text", + "style": "Text", "text": " \"setValueReferenceParent\": \"This is a simulated value message!\"" }, { - "format": "Plain Text", + "style": "Text", "text": " \"setPercentageReferenceParent\": \"This is a simulated progress message!\"" }, { - "format": "Plain Text", + "style": "Text", "text": " \"setStatusReferenceParent\": \"This is a simulated status message!\"" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "

Centering and Zooming Into a Time Machine

" }, { - "format": "Plain Text", + "style": "Text", "text": "Setting up a reference to a time machine node in the charting space hierarchy while using the below parameter causes the following:" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The charting space viewport is centered on the referenced time machine.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The time machine is adjusted to fit the aspect ratio of the screen.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • The viewport zooms into the time machine.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": " \"repositionAtTimeMachineReferenceParent\": true," }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "

Pressing Keys When on a Time Machine

" }, { - "format": "Plain Text", + "style": "Text", "text": "Setting up a reference to a time machine node in the charting space hierarchy and using the below parameters allows simulating the pressing of relevant key combinations when on a time machine." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " \"keyPressedTimeMachineReferenceParent\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"shiftKey\": true," }, { - "format": "Plain Text", + "style": "Text", "text": " \"ctrlKey\": true," }, { - "format": "Plain Text", + "style": "Text", "text": " \"metaKey\": true," }, { - "format": "Plain Text", + "style": "Text", "text": " \"key\": \"A\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "
  • shiftKey, ctrlKey, and metaKey (Mac OS equivalent to Control) may be true or false.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
  • key may be any letter or number.
    • " }, { - "format": "Plain Text", + "style": "Text", "text": "
" }, { - "format": "Plain Text", + "style": "Text", "text": "Setting up a reference to any node in the design space and using the following parameters allows you to edit the configuration of the referenced nodes and their offspring." }, { - "format": "Plain Text", + "style": "Text", "text": "The example below changes the configuration of the three different scale nodes under a time machine. In this case, the time machine is the node referenced, the nodePath is the path of the node whose configuration must be changed relative to the referenceParent, and the properties parameter is the actual configuration to be set." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": " \"batchConfigChangesReferenceParent\": [" }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"nodePath\": \"referenceParent.timeScale\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"properties\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMinScale\": false," }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMaxScale\": false," }, { - "format": "Plain Text", + "style": "Text", "text": " \"fromDate\": \"2020-08-31T23:40:00.000Z\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"toDate\": \"2020-09-01T01:00:00.000Z\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"nodePath\": \"referenceParent.rateScale\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"properties\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMinScale\": false," }, { - "format": "Plain Text", + "style": "Text", "text": " \"autoMaxScale\": false," }, { - "format": "Plain Text", + "style": "Text", "text": " \"minValue\": 11400," }, { - "format": "Plain Text", + "style": "Text", "text": " \"maxValue\": 11800" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }," }, { - "format": "Plain Text", + "style": "Text", "text": " {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"nodePath\": \"referenceParent.timeFrameScale\"," }, { - "format": "Plain Text", + "style": "Text", "text": " \"properties\": {" }, { - "format": "Plain Text", + "style": "Text", "text": " \"value\": \"01-min\"" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " }" }, { - "format": "Plain Text", + "style": "Text", "text": " ]" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11905,35 +12061,35 @@ "definition": "Data mine data dependencies are references established with entire data mines to facilitate establishing data dependencies with multiple datasets in the given data mine.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The node may be used as an organizational device, simply to arrange bot data dependencies. However, the smart use of the node involves automating the deployment of multiple data dependencies and their references." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add a data mine data dependencies node, select Add Data Mine Data Dependencies on the parent node menu. This action adds the node but does not establish a reference with any data mine." }, { - "format": "Plain Text", + "style": "Text", "text": "The smarter use of the node involves using the Add All Data Mine Dependencies option on the parent node menu. This action creates a data mine data dependencies node for each data mine in the workspace, establishing a reference with the corresponding data mines. This is the first step in the direction of quickly setting up multiple data dependencies when needed." }, { - "format": "Plain Text", - "text": "
See the data dependency node definition and the Adding a Data Dependecy Node section for all the details.
" + "style": "Note", + "text": "See the data dependency node definition and the Adding a Data Dependecy Node section for all the details." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11944,35 +12100,35 @@ "definition": "A bot data dependencies node is an organizational device used to arrange data dependencies corresponding to a specific bot.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The device exists as an offspring of a data mine data dependencies node, and does not require a reference to a bot in the given data mine." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the bot data dependencies node, select Add Bot Data Dependencies on the parent node menu. When adding a bot data dependency in this manner, the node does not inherit any particular label. In fact, it may even host data dependencies pointing to other data mines." }, { - "format": "Plain Text", + "style": "Text", "text": "The bot data dependencies node may also be created automatically. When created using the Add All Data Dependencies option on the data mine data dependencies node, the node inherits the label of the corresponding bot in the corresponding data mine." }, { - "format": "Plain Text", - "text": "
See the data dependency node definition and the Adding a Data Dependecy Node section for all the details.
" + "style": "Note", + "text": "See the data dependency node definition and the Adding a Data Dependecy Node section for all the details." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], @@ -11983,31 +12139,31 @@ "definition": "A data dependency folder node is an organizational device used to map the arrangement of product definition folders of a given bot.", "content": [ { - "format": "Plain Text", + "style": "Text", "text": "The use of product data dependency folders is optional, as data dependencies may also exist outside of folders." } ], "adding": [ { - "format": "Plain Text", + "style": "Text", "text": "To add the data dependency folder node, select Add Data Dependency Folder on the parent node menu." }, { - "format": "Plain Text", + "style": "Text", "text": "The data dependency folder node may be added automatically when using the Add All Data Dependencies option on the data mine data dependencies node menu." } ], "configuring": [ { - "format": "Plain Text", + "style": "Text", "text": "Select Configure on the menu to access the configuration." }, { - "format": "Plain Text", + "style": "Text", "text": "" }, { - "format": "Plain Text", + "style": "Text", "text": "" } ], diff --git a/Projects/Superalgos/UI/Spaces/Docs-Space/DocsSpace.js b/Projects/Superalgos/UI/Spaces/Docs-Space/DocsSpace.js index fdcf1e32c..4462997eb 100644 --- a/Projects/Superalgos/UI/Spaces/Docs-Space/DocsSpace.js +++ b/Projects/Superalgos/UI/Spaces/Docs-Space/DocsSpace.js @@ -66,10 +66,24 @@ function newSuperalgosDocSpace() { function showHTMLTextArea() { if (selectedParagraph === undefined) { return } + let extraClassName = '' + if (selectedParagraph.id.indexOf('note') >= 0) { + extraClassName = ' ' + 'docs-alert-note' + } + if (selectedParagraph.id.indexOf('success') >= 0) { + extraClassName = ' ' + 'docs-alert-success' + } + if (selectedParagraph.id.indexOf('important') >= 0) { + extraClassName = ' ' + 'docs-alert-important' + } + if (selectedParagraph.id.indexOf('warning') >= 0) { + extraClassName = ' ' + 'docs-alert-warning' + } + textArea = document.createElement('textarea'); textArea.id = "textArea"; textArea.spellcheck = false; - textArea.className = "docs-text-area" + textArea.className = "docs-text-area"+ extraClassName textArea.style.height = selectedParagraphHeight textArea.value = selectedParagraphData selectedParagraph.innerHTML = "" @@ -221,12 +235,33 @@ function newSuperalgosDocSpace() { if (paragraphNode.id === undefined || paragraphNode.id.indexOf('paragraph') < 0) { paragraphNode = paragraphNode.parentNode } - if (paragraphNode.id === undefined || paragraphNode.id.indexOf('paragraph') < 0) { return false } - selectedParagraphData = paragraphNode.innerText + /* + Depending on the Style of Paragraph we will need to remove + some info from the innerText. + */ + if (paragraphNode.id.indexOf('definition') >= 0) { + selectedParagraphData = paragraphNode.innerText + } + if (paragraphNode.id.indexOf('text') >= 0) { + selectedParagraphData = paragraphNode.innerText + } + if (paragraphNode.id.indexOf('note') >= 0) { + selectedParagraphData = paragraphNode.innerText.substring(6, paragraphNode.innerText.length) + } + if (paragraphNode.id.indexOf('success') >= 0) { + selectedParagraphData = paragraphNode.innerText.substring(5, paragraphNode.innerText.length) + } + if (paragraphNode.id.indexOf('important') >= 0) { + selectedParagraphData = paragraphNode.innerText.substring(11, paragraphNode.innerText.length) + } + if (paragraphNode.id.indexOf('warning') >= 0) { + selectedParagraphData = paragraphNode.innerText.substring(10, paragraphNode.innerText.length) + } + selectedParagraph = paragraphNode selectedParagraphHeight = paragraphNode.getClientRects()[0].height return true @@ -292,8 +327,51 @@ function newSuperalgosDocSpace() { if (nodeDocsDefinition.content !== undefined) { for (let i = 0; i < nodeDocsDefinition.content.length; i++) { let paragraph = nodeDocsDefinition.content[i] - key = 'content-paragraph-' + i - HTML = HTML + '

' + addToolTips(renderingNode, paragraph.text) + '

' + let innerHTML = addToolTips(renderingNode, paragraph.text) + let styleClass = '' + let prefix = '' + let role = '' + let key = 'content-paragraph-' + i + + switch (paragraph.style) { + case 'Text': { + styleClass = '' + prefix = '' + role = '' + key = key + '-text' + break + } + case 'Note': { + styleClass = 'class="docs-font-small docs-alert-note"' + prefix = ' Note:' + role = 'role="alert"' + key = key + '-note' + break + } + case 'Success': { + styleClass = 'class="docs-font-small docs-alert-success"' + prefix = ' Tip:' + role = 'role="alert"' + key = key + '-sucess' + break + } + case 'Important': { + styleClass = 'class="docs-font-small docs-alert-important"' + prefix = ' Important:' + role = 'role="alert"' + key = key + '-important' + break + } + case 'Warning': { + styleClass = 'class="docs-font-small docs-alert-warning"' + prefix = ' Warning:' + role = 'role="alert"' + key = key + '-warning' + break + } + } + + HTML = HTML + '

' + prefix + ' ' + innerHTML + '

' docSchemaParagraphMap.set(key, paragraph) } } @@ -483,19 +561,19 @@ function newSuperalgosDocSpace() { function cleanPhrase(phrase) { return phrase.replace(',', '') - .replace(';', '') - .replace('(', '') - .replace(')', '') - .replace('-', '') - .replace('_', '') - .replace('.', '') - .replace('[', '') - .replace(']', '') - .replace('{', '') - .replace('}', '') - .replace('/', '') - .replace('>', '') - .replace('<', '') + .replace(';', '') + .replace('(', '') + .replace(')', '') + .replace('-', '') + .replace('_', '') + .replace('.', '') + .replace('[', '') + .replace(']', '') + .replace('{', '') + .replace('}', '') + .replace('/', '') + .replace('>', '') + .replace('<', '') } } return taggedText diff --git a/run.js b/run.js index 3a28b565e..5ea495f8a 100644 --- a/run.js +++ b/run.js @@ -11,7 +11,7 @@ if ( console.log('Superalgos') console.log('') - console.log('VERSION: Beta 7 SP 1') + console.log('VERSION: Beta 8') console.log('') console.log('WEB: https://www.superalgos.org') console.log('')