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Superalgos/Projects/Superalgos/Schemas/Docs-Nodes/execution-algorithm.json
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{
"type": "Execution Algorithm",
"definition": "An execution algorithm is a set of instructions used to place and manage orders at the exchange.",
"paragraphs": [
{
"style": "Title",
"text": "How the Execution Algorithm node works"
},
{
"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."
},
{
"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."
},
{
"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."
},
{
"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."
},
{
"style": "Title",
"text": "Adding a Execution Algorithm node"
},
{
"style": "Text",
"text": "To add the execution algorithm node, select Add Missing Items on the parent node menu."
},
{
"style": "Title",
"text": "Configuring a Execution Algorithm node"
},
{
"style": "Text",
"text": "To configure the execution algorithm node, select Configure on the menu."
},
{
"style": "Text",
"text": "{"
},
{
"style": "Text",
"text": " \"percentageOfStageTargetSize\": 100"
},
{
"style": "Text",
"text": "}"
},
{
"style": "List",
"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."
}
]
}