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Latest Threads
Stock Signals
Forum: Documentation
Last Post: anisajohn
05-06-2021, 04:31 AM
» Replies: 9
» Views: 3,247
Trading CFDs (Contracts f...
Forum: Documentation
Last Post: mrseo
05-03-2021, 10:42 AM
» Replies: 1
» Views: 521
tracking individual strat...
Forum: Feature Requests
Last Post: admin
03-29-2021, 03:59 PM
» Replies: 6
» Views: 1,400
broker support
Forum: Feature Requests
Last Post: admin
03-25-2021, 09:04 AM
» Replies: 1
» Views: 159
trade metrics
Forum: Feature Requests
Last Post: admin
03-25-2021, 09:02 AM
» Replies: 1
» Views: 139
Features Roadmap
Forum: Feature Requests
Last Post: ivanf
03-25-2021, 06:45 AM
» Replies: 1
» Views: 203
Some comments and request...
Forum: Feature Requests
Last Post: admin
03-16-2021, 05:11 PM
» Replies: 1
» Views: 176
automatically generate MO...
Forum: Feature Requests
Last Post: ivanf
03-13-2021, 09:02 AM
» Replies: 2
» Views: 216
TradingView alerts
Forum: Feature Requests
Last Post: admin
03-08-2021, 11:54 AM
» Replies: 1
» Views: 183
Check Out our YouTube Cha...
Forum: News
Last Post: admin
02-05-2021, 03:18 PM
» Replies: 0
» Views: 348

 
  trade metrics
Posted by: ivanf - 03-25-2021, 06:49 AM - Forum: Feature Requests - Replies (1)

Would it be possible to have a tab for each strat which shows key metrics such as win/loss % , drawdown, payoff ratio, expectancy etc ( kinda like what is provided in Amibroker as a system report)

Then the same metrics at account level ?

thanks

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  broker support
Posted by: ivanf - 03-25-2021, 06:43 AM - Forum: Feature Requests - Replies (1)

Hi Alex,

apart from IB I also use SAXO, would be nice if you could suuport them, they have an API but I have heard its pretty shitty ( exactly what shitty means I don't know) 

I think they use something called OpenAPI 

regards
Ivan

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  Features Roadmap
Posted by: admin - 03-24-2021, 09:46 AM - Forum: Feature Requests - Replies (1)

Features Roadmap
The following is a brief list of features we intend to add to APM. We don't provide a timeline for all of them since our priorities for features may change.

Features currently being developed

  • Custom Stop/Target orders, i.e bracket orders
  • Adding new crypto brokers (Kraken and Coinbase Pro)
Next major features
  • Account P&L + account level portfolio view (this is already done at the strategy level, but would be useful at an account level)
  • More order management functionality, such as orders that are placed after X time plus orders that close positions after X time
  • Futures
  • New stock brokers (undecided on which brokers)
Minor features
  • Trade some selected penny stocks
  • Add timezone to cron scheduling
  • More to be added...

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  Some comments and requests
Posted by: andycare - 03-16-2021, 03:39 AM - Forum: Feature Requests - Replies (1)

I have worked a while with APM now and I like it very much so far. It really solves a key problem to me. I have recognized several things I would like to address:

  • My account currency is EUR. It seems that this is a problem when using the Percent Strategy Allocation. Despite my Demo Account is loaded with 1.000.000 USD which is ~850.000 EUR, a 100 Percent Strategy Allocation shows only $10.14
  • Despite the PnL is showed correctly in the Portfolio Tab for the open positions, the Daily PnL and the Missed PnL in the PnL-Tab is empty. Also, the Adjustment of the Strategy Allocation USD Adj. does not work. It does not adjust anything (maybe because it does not recognize the PnL). I have the feeling, that this is also related to the account currency in EUR.
  • I run APM on my virtual private server. If I connect to the server with my mobile device to fix something, the window of APM is resized to fit to the lower resolution of my mobile device. As resizing is forbidden for the APM window, I am not able to restore the window settings and I can see only half of the items. Even after a fresh restart of APM while being connected to the server with my mobile device, the window shrinks immediately. Only after connecting with a computer which has full resolution, APM opens correctly without being resized. Therefore, it is not possible to maintain the functionality with my mobile device, which is important, when real money gets involved.
  • It seems not to be possible to run a rotational short strategy. I can run a Screener with BUY actions only, a Dual Screener with BUY and SELL actions, but no screener with SELL actions only, which is something, I would like to use.
I'm looking forward to you comments.
Andreas

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  automatically generate MOC orders for day trades
Posted by: ivanf - 03-13-2021, 06:14 AM - Forum: Feature Requests - Replies (2)

HI Alex,

would it be posible to include a feature whereby any executed trades can be automatically exited with a MOC order ?
I'm looking at a day trading strategy which generates a bunch of limit orders prior to market open , for those that get filled during a session a MOC order is used to close them out. So currently the MOC generation is manual. ( but I'm asleep !)

part 2 of this request would be to incorporate a time setting where any unfilled orders are cancelled . For example I don't want a limit order to get filled 20 mins before close as it will be exited at close with a MOC
Not sure if your On-Trigger-expire feature takes car of this one ?

Do you think these 2 features are possible ?

thanks
Ivan

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  TradingView alerts
Posted by: fxbaba108 - 03-04-2021, 06:56 PM - Forum: Feature Requests - Replies (1)

Hello, I was wondering if there is a way to use signals from either strategies or indicators from TradingView.com?

Tradingview does allow webhooks

More information here https://www.tradingview.com/support/solu...-webhooks/ 

Thank you!

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  Check Out our YouTube Channel!
Posted by: admin - 02-05-2021, 03:18 PM - Forum: News - No Replies

https://www.youtube.com/channel/UCHTzUkw...DqL8pkECFA

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  Trading CFDs (Contracts for Difference)
Posted by: admin - 01-05-2021, 11:59 AM - Forum: Documentation - Replies (1)

CFDs for Stocks
These instruments allow you to get the returns of an underlying stock, but are traded directly through your broker and not an exchange. They can be useful if you are European and looking to trade US ETFs and Stocks that may not be available in your country. Please read the IB documentation doc 1 and doc 2. Trade at your own risk.

CFDs are not available to those residing in the US or Canada for legal reasons. If you attempt to trade CFDs on your IB accounts, the orders will be rejected from IB (and you can see the error message in your account log).

Before reading ahead, make sure you have read the Stock Signals tutorial.

How Trade CFDs in APM
In your strategy settings there is a Security Type setting that allows you to select different options for trading.
CFDs are prefixed with the @ symbol, e.g. the CFD for SPY will be displayed as @SPY

Stocks Only
Standard APM stock trading.

CFDs Only
Trade only CFDs. All signals should be formatted the same. The only difference is that instead of buying the stock, APM will buy the CFD.

Stocks and CFDs
This setting allows you trade both Stocks and CFDs. Click the ... beside this option to open a settings window that allows you to specify which tickers you would like to trade as Stocks and CFDs.
IMPORTANT: Even though we distinguish between Stocks and CFDs, signals must still only contain the ticker name, e.g. SPY and not @SPY
IMPORTANT: You can only trade either the Stock or the CFD for a ticker in the strategy. For example, if the stock is currently in the strategy, then any signals in the strategy will be for the stock regardless of your settings. Once the stock position closes, then you can trade the CFD in the strategy.

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  FX and Crypto Trading
Posted by: admin - 08-28-2020, 01:36 PM - Forum: Documentation - No Replies

FX and Crypto Trading
This guide explains how to trade FX and Crypto with APM. We will refer to both FX and Crypto trading as Currency Trading from here on out.
Available with APM version 3.0.0+

You should be familiar with APM before reading this guide.

How Currency Pairs are Represented
Our goal was to make Currency trading as similar to stock trading as possible, so that you can enjoy all the same features as with stocks. The main idea here is that for an Currency trading strategy, you choose a base currency to trade in, where any currency you trade will be paired with the base currency. For example, you might choose USD as the base currency for your strategy and trade CAD, GBP, and EUR on that strategy. This means you would be trading CAD-USD, GBP-USD, and EUR-USD pairs. Note that some exchanges/brokers use a different convention and call this the "quote" currency, while calling the left currency in the pair the "base" currency.

You should also note that even though your broker might only support the CAD-USD pair (in that order), APM allows you trade both CAD-USD and USD-CAD by automatically converting to the pair supported by your broker. This means that when you view your portfolio for a strategy, you will see all the pairs in the same direction (i.e. XXX-USD when USD is the base currency).

Also note that when you select a base currency for a strategy, that currency can no longer be traded by any other strategy.

Currency Signals
Behavior is very similar to stock signals. Your signals must only contain the non-base pair. i.e., if your base currency is USD, and you want to trade CAD-USD, then the ticker in your signal must be CAD (not CAD-USD).

Also, the unit types are slightly different. Instead of DOLLARS/$ and SHARES, you should use PRIMARY and the currency name itself, respectively. The other unit types remain the same.

# instead of BTO USD 10000 SHARES DAY                       
BTO USD 10000 USD DAY 

# instead of BTO USD 500 $   
BTO USD 500 PRIMARY
         
# other examples
BTO BTC 5 BTC LMT 9000 GTC    # bitcion
LONG USD 10 %PORTFOLIO MKT

Quantity and Price Precision
Since it's possible to purchase fractional quantities with currencies, each currency trading pair has its own unique min tick size designated by the broker. Since the pairs we are trading are fixed, e.g. we can BTC-USD (and not USD-BTC), there is a precision specified on the quantity of BTC (8 decimal places) and a precision specified on price in USD (2 decimal places). You can view both the quantity and price precision for each trading pair in the currency info tab in your account settings (when you are connected to your broker).

Min Currency Quantities for Positions
In Currency trading, it is often not possible to completely close your position in a currency (i.e. it's hard to make your position exactly 0). However, when you close your position, APM will consider your position neutral if the final balance is small enough. For Crypto trading, this threshold is when your position is less than $1 USD. For FX trading in IB, this threshold is when your position is less than $50 USD.

Note that sometimes in IB, a close order may not be able to shrink a position past this $50 threshold. This is rare, but when it does happen, you will have to enter another CLOSE or close the position manually in order to free up the ticker from the strategy.

Brokers
Interactive Brokers
  • You can use the same IB gateway as for stock trading, just make sure the client IDs are different in APM if you want to trade both stocks and FX at the same time. By default stock trading has client ID 0 and FX has client ID 1.
  • Base currencies: USD, AUD, EUR, GBP, CAD

Binance and Binance US
  • Only non-margin trading as of now
  • STPLMT and LIT orders are converted to LMT orders if the target price is already met. Otherwise, Binance rejects these orders if we leave them as STPLMT/LIT
  • Alera STP and TGT orders cannot both be in the market at the same time because of margin restrictions. To resolve this, APM will swap between STP and TGT orders depending on which is closer to being executed.
  • No fee for cancelling orders, so we can get around any potential problems caused by the above points by internally managing orders
  • Base currencies: USD (only Binance US), EUR (only Binance), USDT, BTC

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  PowerShell CLI for the Alera API
Posted by: admin - 08-26-2020, 10:14 PM - Forum: Tools and Plugins - Replies (1)

PowerShell CLI
You can download a PowerShell script from here to connect to the Alera API. You will need to run

Set-ExecutionPolicy -ExecutionPolicy Unrestricted -Scope CurrentUser
in PowerShell to give permissions to ps1 files to run.

You will want to make sure you set the port and strategy id to match the strategy you want to connect to through the API. You also want to make sure to enable the API in APM (in the account settings). If it doesn't work, restart APM and ensure the API is enabled.

This script was built in conjunction with Systematic Investors Group. You can see a demo of the script at https://www.youtube.com/watch?v=ZH3D7duJABo (starting at 33:00).

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