Available translations

Execution Algorithm

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An execution algorithm is a set of instructions used to place and manage orders at the exchange.
Content
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.
Then, the logic in each algorithm may remain simple, while the combined work of multiple algorithms may deal with the required complexity.
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.
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.
Configuring
Execution Algorithm Configuration
  • 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.
Initial Values
These are the Initial Values for Execution Algorithm configuration: 
 {
    "percentageOfStageTargetSize": 100
}
Examples
This is a list of properties featured by the Execution Algorithm configuration. Expanding a property shows sample values for the property extracted from the current Workspace.
Execution Algorithm Menu
The Execution Algorithm node has the following Node Menu items:
The Configure menu item has the following properties:
  • action: Configure
  • actionFunction: uiObject.configEditor.activate
  • label: Configure
  • iconPathOn: configuration
  • iconPathOff: configuration
The Add Market Buy Order menu item has the following properties:
  • action: Add UI Object
  • actionFunction: payload.executeAction
  • actionProject: Visual-Scripting
  • relatedUiObjectProject: Foundations
The Add Market Sell Order menu item has the following properties:
  • action: Add UI Object
  • label: Add Market Sell Order
  • actionFunction: payload.executeAction
  • actionProject: Visual-Scripting
  • relatedUiObjectProject: Foundations
The Add Limit Buy Order menu item has the following properties:
  • action: Add UI Object
  • label: Add Limit Buy Order
  • actionFunction: payload.executeAction
  • actionProject: Visual-Scripting
  • relatedUiObjectProject: Foundations
The Add Limit Sell Order menu item has the following properties:
  • action: Add UI Object
  • label: Add Limit Sell Order
  • actionFunction: payload.executeAction
  • actionProject: Visual-Scripting
  • relatedUiObjectProject: Foundations
The Delete menu item has the following properties:
  • action: Delete UI Object
  • actionProject: Visual-Scripting
  • askConfirmation: true
  • confirmationLabel: Confirm to Delete
  • label: Delete
  • iconPathOn: delete-entity
  • iconPathOff: delete-entity
  • actionFunction: payload.executeAction
Execution Algorithm Children
The Execution Algorithm node has the following childrenNodesProperties:
The Market Buy Orders node property features the following properties:
  • name: marketBuyOrders
  • type: array
The Market Sell Orders node property features the following properties:
  • name: marketSellOrders
  • type: array
The Limit Buy Orders node property features the following properties:
  • name: limitBuyOrders
  • type: array
The Limit Sell Orders node property features the following properties:
  • name: limitSellOrders
  • type: array
Execution Algorithm Attaching Rules
The following are the Node Attaching Rules that govern the attachment of Execution Algorithm with other nodes:
Compatible Types: