New York Metro Meetup

[New York Metro Meetup]

Argh. Looks like I got pulled in to weekend call at the last moment. So sad I won't be able to come now.

Have a blast all.

[Short with trailing stop setup]

Hi guys,

 

Couple questions about orders with trailing stops

 

I've setup a "Buy with trailing stop" as so:

 

ROUTE=LIMIT;Price=Ask+0.05;TIF=DAY+;BUY=Send;TriggerOrder=RT:STOP STOPTYPE:TRAILING STOPPRICE:0.15 ACT:SELL QTY:POS TIF:DAY+

 

I'm trying to setup a "Short with trailing stop" as well. But this I _think_ is setting up an inappropriate stop.

 

ROUTE=LIMIT;Price=Bid-0.05;TIF=DAY+;SELL=Send;TriggerOrder=RT:STOP STOPTYPE:TRAILING STOPPRICE:0.15 ACT:BUY QTY:POS TIF:DAY+

 

I can't for the life of me find a tutorial or manual on this type of setup for DAS. Can someone see where I'm not doing this correctly or show me where there are some docs on this sort of customization?

 

Additional questions:

1. How does one set a Percentage Trailing Stop?

2. When I try to scale into a position I'll get duplicate stop orders, one for the first quanity and the second for the first quantity + second quantity. Way to clear the first trailing stop?

 

E.g. I buy 100 shares, a 100 trailing stop sell is added. I add 100 shares, there's a second trailing stop order for 200 and the original for 100 is still there.

 

Thank you!

[New York Metro Meetup]

I'm in as well. [email protected]

Looking forward to it!

[DAS Order book / Ladder?]

Yes, I’m running it with live data but still running a simulator for trades. I think it’s simply wonderful. And it plots time of the order book with the heat map along the X axis whereas the others don’t

[DAS Order book / Ladder?]

Thanks Ryan, appreciate the response.

Have to say I've been playing around with Bookmap and completely love it.

[DAS Order book / Ladder?]

Apologies if this is too basic. I have been watching some lectures on using the order book and ladder to understand bids and asks. The ladder most lectures describe appears rather different than the montage in DAS. Am I correct in that these are still different items? If so is there a separate order book / depth of sales in DAS or elsewhere?

 

Have people found Bookmap or Jigsaw to be useful software?

[Das Simulator Market Replays?]

Thanks Abiel - appreciate it.

 

Know of any other platforms that allow it?

[Das Simulator Market Replays?]

I apologize if this is discussed elsewhere - I can't find it here or on the internet.

 

Is it possible to use the Das Simulator to replay prior market days? I have some time on the weekends and I'd love to practice on older data.

[Level 2 color settings?]

Wonderful - it was those color codes I was looking for. Thanks Robert!

[New York Metro Meetup]

Hi everyone. Live in New Haven CT and would love to attend a meetup if I can.

[Level 2 color settings?]

 

I downloaded the sample desktop files but it didn't seem to include the color settings for the level 2. I've come to really prefer Andrew's color settings with the red-grey-white. Is it possible to get a screenshot of that config if they're not included in the desktop settings?