Strategy Runner API includes our C++
Strategy-Oriented API for rapid development of reliable
trading strategies, with a virtually unlimited degree of
strategy complexity and flexibility, and the ability to handle
practically any demand for order execution and confirmation speed.
Event-Oriented approachallows you to take
immediate action
once a trading event occurs, i.e. notification about order
fill or cancellation, opening of positions, reaching an
indicator threshold, expiration of time limits etc.
All types of orders are possible: - LIMIT
- MARKET
- STOP
- MIT (Market If Touched)
- STOP_LIMIT
Synthetic Smart Orders are available, to reduce slippage,
insure execution and handle
partial fills.
You
can define indicators on tick data, as well as bar data.
You can use multiple time frames for your indicators and
events.
You
can define strategies based on the tick data, strategies
that use advanced packaging techniques, such as brackets,
OCO (One Cancels the Other) orders, trailing stops and
more.
A library of Strategy Templates,
indicators and trading methods is provided.
Advanced definitions of order execution are available, in
order to achieve high-accuracy simulation.
You can define execution of large orders,
limits, stops, smart orders and synthetic orders, to make
simulation of the strategy equal to real-time execution
conditions.
