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NanoTrader V3 Charting and Trading

1. a aH x A m of Name Position Bun Sell Exit Last EL Cum P L Traded Study State DAX MAR09 Sell Exit 4418 5 0 00 12 50 TradeGuard Deacti Buy 0 Buy Sell Exit 2260 0 00 0 00 nia nia Drag amp Drop a DJESTSO MAROS 4 BPow EUR 1 700 000 000 PL 0 00 Cum PIL 12 50 Q Prices Trades Symbol Action Size Filled Price Price Type State Initiator Id Cancel DAM MAROS SIM Buy 1 0 4416 5 Limit PendingConfirm Manual Cancel N Eh working Orders E Completed Orders or if available rightclicking the arrow of the corresponding slider in the chart As it is possible that a cancelled order is filled before the cancel request reaches the exchange always verify that the cancel request was successful NanoTrader 62 fr Fd PERTES NanoTrader Charting amp Trading 8 15 Modifying an Order An open order can be modified by clicking on the corresponding row in the Order Monitor The Modify Order dialog for that order will appear and the settings can be changed The limit of a limit order can also be changed by repositioning the limit slider in the MasterChart To make the change effective click the Buy button 8 16 Assigning a Study to an Account Position When adding a security to an account either by drag amp drop or through the i icon you can directly drag or select a study of the security In that case the new security appears in the Account being already associated with that study
2. Simulation SpeedTrader ax AIS BIE 4 o a amp Bid Price 5851 5 5851 0 8g 5850 5 9 5850 0 66 5849 5 5 5849 0 6 5848 5 93 5848 0 if 5847 5 51 5847 0 63 5846 5 6845 5 5845 0 5844 5 5844 0 5843 5 5843 0 5842 5 5842 0 5841 5 5841 0 Whenever a so called modal dialog is opened i e a dialog that blocks all other windows such as the Express Editor the Optimize dialog the OrderDefaults dialog etc the hot key processing is deactivated 16 Using Stops Successful trading strategies require both excellent entry signals and excellent exit signals Therefore Nano Trader supports a variety of stop techniques in addition to exiting a position via the MetaSentimentor NanoTrader 112 e price based stops e g trailing stop exit a position if a specifically computed price level is reached e time based stops e g End of Day stop exit a position at a certain time e sentiment based stops exit a position if the sentiment contradicts the current position Each sentimentor can be used as such a stop sentimentor even the manually defined sentimentors e g Option expiration date is near sentimentor A stop sentimentor is evaluated independently from the MetaSentimentor sentiment based stops are discussed in the accompanying documentation NanoTrader TradingSystems 16 1 Time based Stops To let an activated NanoTrader study close a position at a certain ti
3. ccccccccesseeeeeeeeeeeeeesaeeees 171 Working with WHS CFD Forex Trading ccccccssseecseseeseeeeeeeeeeeeeaes 172 fr Fd PERTES NanoTrader Charting amp Trading ZOeN ECONO ieee E E E E 172 25 2 Settings for WHS CFD Forex Trading c ccccccseeceeeeeeeeseeeeeeeeeeees 172 25 2 1 General SCttiNGS cceccccceccccseeeeceeeeeseeeeeseecesseeeesseeesaeeeesaaeees 173 25 2 2 Automatic Price Order type adjustments ccccseeeeseeeees 173 25 3 More Implications of Over The Counter vs Exchanges 0 174 25 3 1 Interpretation of the Charts Bid Charts ccceeeceeeeeeeeeees 174 25 3 2 Using the ChartTrader vs the Speed Trader c cccceeeeeee 175 25 3 3 No AutoAsk AutoBid Option for Placing Orders 0000 175 yew Pavane a Odor TYD ee en ee eee eee ee 175 DOA WAAC DUO OS ieee a ee gt cee hae ete eee eee 175 25 4 2 Parent amp Contingent Orders cccecccceccecseeeeeeeeeesseeeesaeeeesaeeees 176 25 4 8 OCO Server OLers inanes AAE 178 25 4 4 Limit Stop OCO Server Orders used in TradeGuards 179 25 4 5 TradeGuard in Conjunction with P amp C orders ccceceeeeeeees 179 259 VVOFKING WIN Prce ALAIN eerie 180 25 6 Working with PlayBacks ccccccccseecsseeseeeeeeeeseeeseeeeeeeeseeeseeeseeeens 180 26 Working with Interactive BrokerS cccccccseeceseccseeceeeeeeeeeeeeseeeseeeens 180 ved oy Mm 210111 418 Covers 18
4. 4 Tradinasvstem The Sentimentor Aggregation dialog allows to define a number of periods of the MasterChart that are to be summarized to make up a period for this sentimentor Sentimentor Aggregation xX Aggregate any E Periods of the MasterChart to one pernod for this sentinentor Cancel No Aggregation By applying this technique a study may rely on multiple time frames e g 1 minute MACD 3 minute RSI and a 60 Minute CCI NanoTrader takes care for automatically mapping the sentiments and synchronizing the signals NanoTrader 26 fr Fd PERTES NanoTrader Charting amp Trading 6 9 Visual Feedback on Parameter Changes When clicking a cell of a sentimentor inside the DesignerBar the corresponding sentimentor becomes the active sentimentor This means that the evaluation for this sentimentor is displayed in the InfoBar Moreover the signals generated by this sentimentor are displayed in the MasterChart and in the standalone views of the MasterChart Clicking inside a sentimentor window also makes this sentimentor the active sentimentor Instead of changing a sentimentor parameter in the DesignerBar you can also click on the parameter in the chart and change it directly their less ad I 5670 506 04 02 18 41 10 18 41 32 4 10 T Bollinger Bands 04 02 18 41 10 18 41 32 To close the entry field click on its text label To close it without making the chang
5. AQ CME_CBT 3 eCBoT E3 ENXT_PAR E Forex Sy IDEM ZW IPE 4 Liffe ASQ LME 3 NYBOT AS OMX E SGXa E TSE E3 XEurex F2MX Sy FDAX EFDAXDCOS EUX it FDAXMR10 EUX I FOAXJN10 EUX y FESX 4 FGBL 4 FGBM FGBS E FSM E 4 Ep FE EE a Dax Future March 09 Forevy Tradable Securities Historical Data Symbol Bobl Future March 09 A Bobl Future September 09 Bund Future December 09 Bund Future June 09 Bund Future March 09 Bund Future September 09 Dax Future December 09 Dax Future June 09 k FidesHist FDAXDCOS EUX SE Dax Future Seftember 09 Eurost6xx50 Future March 09 EuroStoxx50 Future December 09 EuroStoxx5S0 Future June 09 EuroStoxx50 Future September 09 OK Cancel Click OK to finalize the operation When you now load a chart for an IB symbol Nano Trader will load the historical data from the associated historical data symbol New incoming ticks through IB will be added to the historical data 26 7 Excluding a Symbol from Retrieving Historical Data By default NanoTrader loads historical data from IB when opening a chart In case you do not want to load historic follows al data from IB you can proceed as Rightclick on the Tradable Securities entry in the WorkspaceBar and select Assign historical data NanoTrader File View Extras Portal eal Open a Chark Save All WiorkspaceBar H E Help Center 4 2 Accounts H
6. Configuration o ee General LK Enable Act C Export Trade Reports S Enable DDE clients Hotkeys M Download open orders on connection L Lock and Exit M Include FX positions when sending portfolio Messages 0 Smart Routing Sound Manager M Send status updates for EFP and Volatility orders with Continuous Update flag Socketport 7496 amp API M Use negative numbers to bind automatic orders 3 C Settings O Create API message log file lal Precautions O Include market data in API message Display Logging Level Error w FD Trading Tanls AE E For older versions of the TWS use the Configure API Enable ActiveX and Socket Clients menu U74181 Interactive Brokers Trader Workstation yg File Page Ticker Order Tools Analytics View Chart Configure Help a W B amp G2 e Global Configuration A i FA i gt Fa B soe Pr Ba Order Transmit Cancel Account Trades BookTrader Mkt Dept Feature Selector er Alerts Rebalance SpreadTrader FX Trader Charts Market Lookup Add Ticker News Manage Workspaces Untitled Pending All Ticker b Rapid Order Entry Stocks Order gt Symbol Quantity Type View gt Price Rou LMT x API F Socket Port Order Management Misc i Hotkeys OCA Gr Time in M Enable Activex and Socket Clients k Underlyi Enable DDE Clients Exchange Description H Down
7. nj 1 47500 1 45000 X 4 gt 0 0 ANNA aeS ARER 1 42500 1 40000 1 37500 1 34645 4 16 11 09 02 12 09 21 12 09 07 01 10 26 01 10 11 02 10 02 03 10 i data 0 00000 y 1 53086 1 35685 C 1 35670 H 1 35690 L 1 35650 0 Span 0 03 39 Ticks Senti 50 00 This projection style will ensure that the line in the MasterChart will be constant even with aggregations such as Renko Moreover depending on the personal taste you may prefer a daily trendline to have just one price value per day this might allow for easier placement of orders at crucial price levels 6 18 Time amp Sales Bar Use the L icon to hide or show the Time amp SalesBar in the MasterChart DAX MAROS SIM 5Min TradeGuard gt m f JEA W ola h5 OS Mites R R Ala aA E oO O Pz Min DAX MARDI SIM TradeGuard B C DAX MARON T amp S ax Click Target 30 a Click Stop 60 4343 5 q Last Time 3 2 Moving Average 30 317 5 5 16 19 01 D a i 44 4318 0 1 16 19 00 D at i E 4318 0 4 16 19 00 S l 0 aa 4318 0 2 16 18 58 f 0 4318 0 1 16 18 58 Jg seer T 4300 4317 0 5 16 18 57 aft 4317 5 1 16 18 57 a B gagi 4280 E R E 4265 0 4 4318 0 a 03 02 14 30 15 05 15 40 16 15 63 4317 5 1 16 18 55 E 4318 5 1 16 18 55 a 4320 0 1 16 18 54 g o 5 Min MACD 12 26 9 ae cS 4321 0 1 16 18 51 2 7 40 k 4322 0 1 16 18 51 g 2 4 4322 5 1 16 18 51 Yi 03 02 14 30 15 05 15 40 16 15 a iig gt
8. Please enter the name and key and click OK Your license is now activated 31 Feedback Fipertec is greatly interested in receiving feedback from you and to add functionality aiding you in your daily trading processes Please do not hesitate to submit your wishes to info fipertec com Thank you for reading this document NanoTrader 199
9. Ae Ne te io NanoTrader Charting amp Trading In addition NanoTrader allows to add all built in stops as tactics including stops that are programmed in Express Of specific interest are the e Periods High Low Stop that trails with respect to the specified charting aggregation e Linear Stop that simulates a Trendline e BreakEvenStop that trails up to a defined breakeven price lf such a stop based tactic is activated the tactic computes its stop price as if the current traded price were the entry price for the position This is similar to activating a TradeGuard for an already existing position Hint Advanced users could add multiple ClickStops each ClickStop might be activated with a different tactic Limit Orders Name Explanation One time action AutoAsk Limit order is adjusted to always No constant AutoBid stay at the best ask bid Besides adjustment entering a position this is also a great way to exit a position In fast markets it can be a good choice to use AutoBid to exit a long position or AutoAsk to exit a short position as this would most often lead to a good fill Ask Place the order at the best Yes Bid ask bid Ask 1 Place the order one tick ahead of Yes Bid 1 the market 1 Tick Increases the Limit level by one Yes tick Decreases the Limit level by one tick The Tactics can be configured in the DesignerBar They might be checked or unchecked any time NanoTrader 19 f
10. i DY Foax DECOY D Euro Fx DECOS 500 500 O68 39 30 12 0224 12 12 39 12 1546 89 032 1 12 02 55 12 ae 1241 39 10 17 57 12 01 35 12 1200 Trades Export to Clipboard Statistics Export to Clipboard E eae tatal net profit 2470 00 No Vol Symbol PL Di Stat End _ total of rades 11 winning trades 4 El Symbol Euro FX DECOS asing fades 5 o 1 Euro Fs DEC BFS Long 26 09 06 59 28 09 09 01 percent profitable IB ABR q 1 Euro Fs DEC 137 5 Long 28 09 7202 28 09 12 06 profit factor 4 g0 10 1 Euro Fs DEC 50 Short 28 09 12 12 20 09 12 15 avg Wirvavg loss 720 11 1 Euro Fs DEC F5 Long 28 09 12 15 26 09 12 44 Avg trade win amp loss 294 55 gross profit 3120 00 El Symbol FOAX DECOS naselase 650 00 4 FDA DECOY 2000 Short 28 09 09 03 26 09 09 30 largest winning trade 2000 00 5 1 FD DECUS 25 Long 28 09 1202 28 09 12 32 in percent on ore B 1 FDA DECOY 257 5 Short 26 09 7236 28 09 12 41 avg winning trade 700 T 2 FOAx DECOY Long 28 09 12 4 28 09 12 48 largest lozing trade 977 50 avg losing trade 108 333 E Syinbak TESA DETIN o oo o mas consecutive WINKErs 2 1 2 FES DECOY 220 Long 28 09 10 17 28 09 10 20 ae eres acuive loses 3 2 1 FES DECOY r Long 28 09 1201 28 09 12 06 Std Dev all trades 659 91 3 1 FES DECOY B0 Shot 26 09 1272 26 09 12 47 Std Dev winning trades 999 99 Std Dev losing trades 63 74 NanoTrader attempts to determine trades for
11. 1 27300 Notification on next upward cross T7 Notification on next downward cross Sound Select Pl V Send SMS IV Send eMail z Define Settings as Standard 4 27100 w oea Je tl tt ime 1 27000 1 27250 1 27200 1 27150 1 26950 Alarm SMS eMail y TUL 1 26900 A price alarm for a given symbol is displayed in every chart displaying that symbol It can also be modified in any chart by sliding the line or changing its settings The price alarms are kept alive even if NanoTrader is closed If they have not fired yet then they are restored when NanoTrader is launched 25 6 Working with PlayBacks The PlayBack feature of NanoTrader requires the availability of tick data As for the CFD Forex trading only a very limited number of historical tick data is available the usefulness of the PlayBack is quite limited unless a recording of the incoming live data is performed 26 Working with Interactive Brokers 26 1 Settings at the TWS To let NanoTrader communicate with the TWS activate the following checkmark NanoTrader 180 Aia aretas __ NanoTrader Charting amp Trading File Edit Trade Account Trading Tools A Cut sh Order Sala SENG Untitled Insert Row Delete Row Create Groupup Header Mutual Fund Selector Treasury Bond Selector Global Configuration x ail and then U775663 Trader Workstation Configuration enter filter text here API Settings
12. 1 3375 1 3350 ce S potz 1 3300 This allows to study easily the real prices compared to the projections Exploring the Selected Extracts To locate easily the selected extracts in the chart the LiveStatistics window displays a blue dot at the bottom of the chart to indicate the beginning of each selected extract o Min a e DEC 5 Minutes 600 Linear Last Periods Shape La H a T6240 a fSUUU 7000 0 6500 0 6000 0 5732 0 5500 0 6 periods th Anca in 1 71 2 56 ATR Hits 43 hista 3 and Shane s SC above 4 95 below 55 0 4962 0 aj 26 04 11 03 06 11 08 07 11 15 08 11 20 09 11 25 10 11 30 11 111 The easiest way to navigate to a specific extract is by marking its dot with the mouse and thereby zooming to that position G periods O8 0F 41 I 50811 20 09 11 x Also NanoTrader s general charting feature of creating Standalone Views is very helpful for exploring individual extracts To create a standalone view keep the Shift key pressed while zooming with the mouse in the LiveStatistics window This will create a new window showing the content of the NanoTrader 155 fr Fd PERTES NanoTrader Charting amp Trading LiveStatistics but it can be zoomed and scrolled independently of the LiveStatistics 5 bin LiveStatistics DAX DEC 5 Minutes G00 Linear Lasi Periods Shape Las H L 00 i Pe 60 0 E periods Tradingieange in 23r 3 55 41R Hts 339 me
13. 2 Eurex Edit Security H EuroSthQ_ FwB E Eurost50 Add Folder H E Internationale Indizes Tema ae H isdex H Midas FWB Edit Fold Fr hida X bd __ Edit Folder ae Abbrechen liberetmen The DDE editor allows to create folders and to add securities The settings for a security comprise the following data DDE Edit Security Mame Service Topic ltem Delay Symbol or WEN optional Tabele as 5 minutes o Cancel The Name is used to list the security in the WorkspaceBar Nano Trader 197 fr Fd PERTES NanoTrader Charting amp Trading service Topic Item are the necessary settings to create a DDE connection to a different application Please view the manual of your data source to obtain the respective definitions The example above reads the value of the first cell of Table 1 of a German Excel instance The symbol is optional it is used to get additional information over the internet using the context menu in the WorkspaceBar When starting the DDE Edit Security dialog the previously entered values are restored This greatly simplifies the creation of a larger number of records 27 6 Simulation of Realtime Data For demonstration purposes NanoTrader is capable of creating random realtime data Data Sources Ot x Quote Fie Hote Makes WSo T 2k Tai Pan MetaStock TaiPanAT DDE winBis Simulation Initial price Number of Initi
14. Cancel in the Working Orders list of the account Nano irtualBrokerage PaperTrade x ka Ga S ea Symbol Action Size Filled Price Price2 Type State Initiator ld Cancel Simulation Buy 1 0 57430 5743 0 Tactic TacticActive Manual ManoTO 14 Cancel N E Positions Sh working Orders E Completed Orders 9 2 11 Completed TacticOrders Because a TacticOrder is completely managed by NanoTrader not by a broker TacticOrders will not show up on the Completed Orders page of an account 9 2 12 Adding or Removing Sentimentors while TacticOrders are active Adding or removing sentimentors might invalidate working TacticOrders Assume you have a Moving Average sentimentor activated in a TacticOrder and you remove the Moving Average sentimentor from the study In that case NanoTrader automatically cancels the TacticOrder Another scenario might be the following Assume you have the Filters mode active for a TacticOrder relying on a study with 3 sentimentors and the Signal Criteria is defined as 2 0 Now you add another Filter In this moment the rule 2 0 makes no sense any more as it would require 2 Filters pointing into the intended direction and would allow 2 opposing Filters Therefore whenever adding or removing and indicator to a study invalidates a TacticOrder then that TacticOrder is cancelled automatically by NanoTrader In all other cases the TacticOrders remain alive and the Create TacticOrder dia
15. activated Nano Trader 80 fvFIPERTEC inancial Performance Technology NanolTrader Charting amp Trading Simulation TradeGuard Paper 10 x W G P B E ik QRQuUABSR MAE oa a DesignerBar A SSE TradeGuard AutoOrder Exit H Paper Click Target 30 Risk 15 Click Stop 60 5941 lt i vi 1 Tick Bid 1 Bid a V AutoBid E Stop above pa V BrkEven AvgPrice 2nd best bid ask den yet PERRE V 1 Tick aaoo o E Stop below t Hoy 07 1 Tick vi Trail 5800 Big T V Linear Stop 1 1 10 m 5780 BreakE x E V BreakEven Stop 30 30 Initial Risk Ticks 30 5760 BreakEven Ticks 30 E Tradingsystem Settings lia Trading Approach Future T 5720 Equity Chart 5706 a Display backtest controls 04 02 17 05 25 17 05 56 a V MetaSentimentor can clos a 04 02 09 Wed 17 05 data 5844 y 5765 O 5847C 5844H 5847L 5844 V 411 Span 0 05 3 Ticks 9 2 TacticOrders 9 2 1 Creating a TacticOrder To create a TacticOrder load an arbitrary study and make sure it contains some sentimentors Once the study is targeted to an account the Create TacticOrder icon becomes active NanoTrader test Simulation TradeGuard PaperTrade OJ x E File View Extras Portal Help EX E iss mA T gt OpenacChart Save All PageManager Tile TradeWizard PlayBackWizard SpeedTrader Time Sales NewsBar Ab
16. ee Compound Symbols 9 Dde Quote Files P About Ready rJ The WorkspaceBar on the left gives access to all the items of your daily trading activities Depending on your permissions for NanoTrader and the broker providing the software the content of the WorkspaceBar will vary The WorkspaceBar The following will give a brief overview of the various entries of the WorkspaceBar Detailed information can be found in dedicated sections of this document The Help Center contains various educational material such as videos overviews tips of the day etc The Accounts section displays all the accounts that you are connected to l NanoTrader File View Extras Portal Help a m gt Opena Chart Save All PageManager WorkspaceBar q H 2 Help Center n 6 r ae Papertrade FIPERTEC1 1 FIPERTEC 1 E FIPERTEC3 1 FIPERTEC4 1 FIPERTECS 1 E JOACHIM 1 A 2 Tradable Securities a CME aS eaCBOT H E Liffe aE NYBOT H E SIM ay XEurex H E LiveTables You will always have the Papertrade entry representing the simulation environment and below it an account named Paper New Papertrade accounts can be created by right clicking the Accounts entry NanoTrader 15 fr Fd PERTES NanoTrader Charting amp Trading In the above example NanoTrader is also connected to a trading environment of Patsystems named Pats Testserver2 It shows six accounts m
17. Eh working Orders Completed Orders Upper Part NanoTrader 51 fv Fl PERTEC NanoTrader Charting amp Trading The upper part of an account window shows the current account positions The columns have the following meaning e Name descriptive name of the security as given by the data provider or defined manually e Symbol the symbol used for trading the security at the broker This may differ from the symbol used for getting the price data from e Buy Sell Exit create a buy sell exit order manually e Position current position size of the security A negative sign is used for short positions e Traded The average price paid for establishing the position This price is the basis for calculating the position P L e P L the profit loss in the current open position in the currency the symbol is traded in e Cum P L the cumulated profit loss of all closed positions in the currency the symbol is traded in e Last price of last trade as provided by the broker Clicking into this cell opens an order dialog where you might buy or sell e Study State The name and state of the study assigned to the position Clicking into this cell changes the state See below for a detailed discussion e Underlying Ticker The name of the security used for creating signals The name of the data provider is given in parenthesis Note that the underlying ticker may be different from the traded security e g the security may be an op
18. In case the security has no assigned study just click the H icon to attach and display the preconfigured TradeGuard study shipping with NanoTrader To select one of your studies rightclick on the symbol and choose it from the context menu Pats Testserverz FIPERTEC1 a A Bel Erl eee xia wists Name Position Bu Sell Exit Last EL Cum P L Traded DAX MARO9 4 Eu A wn 1 rk LEGIE T DJEST50 MARC AMS p with Bollinger 5 Minutes loads Template Studies Tradetuard activation deactiyation w Hide Display Charts Designer Dialog 4 SpeedTrader BPow EUR Hide Display Fills PY 12 50 C Prices Trade Sambal Notifications 2 Tune Shake Tmikiaknr TA Alternatively you could drag amp drop the study from the WorkspaceBar onto the security 8 17 States of an Assigned Study Nano Trader supports two primary ways a study could be used for handling signals e The study converts entry and exit signals into corresponding trading actions Such a study needs to contain the MetaSentimentor e The study ignores the entry signals and waits for the trader to manually enter positions Once a position is established the study manages the closing of the position according to rules defined in the study This is called the TradeGuard Note that any study could be used as a TradeGuard However as a simple TradeGuard can consist of just a ClickStop and ClickTarget and thus could not serve for creating e
19. NanoTrader 28 6 12 Some Charting Functionality at a Glance The following screenshot visualizes some of the most important charting functionalities Details are explained below AROS SIM TradeGuard Paper x T E N ERL ER Minutes 4 IRQ fh SE kK fs amp AE o O fe Y r l w E e cro Pos PL bb Deactivated Exit i Paper ci F ick Target 30 5 Click Stop 60 hoving Average 30 0302 08 50 03 20 jasc 4 In the following left dragging means holding the left mouse button pressed while moving the mouse and right dragging refers to holding the right mouse button pressed while moving the mouse left right left Area action tt ng sight oc iet click ro click activate open context move chart aaen drawing tool menu for item Chart zoom in up down below the below the cursor zoom left right cursor if none if none go back to no action previous zoom cancel order move chart activate auto Price Axis alternatively no action below mouse zoom use the pointer mouse open context Time Axis baded dala no action n for loading NanoTrader 29 fr Fd PERTES NanoTrader Charting amp Trading 6 13 Line Chart Candle Sticks Bar Chart To change the charting style just press the corresponding toolbar button elil E The charting style is saved with the study 6 14 Heikin Ashi Chart The Heikin Ashi charting style bec
20. PSE H Xetra Ubemehmen Checkmark the Activate IB button To define a security first select the folder where the security should appear then click Add Security Data Sources Ubemenmen NanoTrader 183 Aia aretas __ NanoTrader Charting amp Trading Symbol Details x Display Name Cisco Spmal Specification as defined by IB Exchange js MART Local Symbol Ics Co Type STK 7 Multiplier 11 00 Precision 2 Cancel The Display Name is simply a descriptive name for the security used to display the security in the WorkspaceBar and the Account dialog It is not used for querying price data or creating orders for the TWS so you may choose any name you like The local symbol is displayed at the end of the Description column in the TWS ge Universal Account U198 Interactive Brokers Trader Workstation a Page Ticker Order Anahtics View Configure Help es Eje k e o Order Transmit Cancel Account Trades Market Lookup Add Ticker Charte eS NASDAQ Stocks Pending Symbol Quantity Lint Price ek iat 7 E Order Management MSFT SWART Stoo MSET WMS RAPL ET N T pen svart fock DETAN sc emant Swt eU ESTen Dre Deco Fumes Eek DEC A a ae zak fels feosk s60 eE lemari stock GE A am 6E GLOBEX Deca Fues EA E 00 h e E SRN 60 0 CALL Optior 1 SM SMART L Of Make sure to enter the local symb
21. Reflector technology More information on the Reflector mode can be found in this section 10 2 Opening a SpeedTrader A SpeedTrader can be opened in the MasterChart by clicking on the EE icon of the chart window You can also open a SpeedTrader that is not embedded in a chart Click the HE icon of the AccountBar or of the main window s toolbar Once opened make sure to select an account 7 DAXMAROD XEurex 1 Min TradeGuard Joj x Minutes gt 4B Qo fe OB Ey Be Ge a a E Eurex Trade DAY MAROS SpeedTrader a x PA 4554 ASE 3 A i 5 Account D 4525 T Choose 4500 Jafh U srs ETE 55 FIPERTEC1 43F5 0 nals FIPERTEC2 ap4 5 4435 FIPERTECS 4340 FIPERTEC4 3f3 5 a FIPERTECS 4393 0 4375 JOACHIM 43 a NanoTrader 89 fr Fd PERTES NanoTrader Charting amp Trading lf the Account field is not displayed click the icon in the SpeedTrader s toolbar This will open the so called OrderPad containing the account selection box 10 3 Information shown by the SpeedTrader 10 3 1 OrderPad The left part of the SpeedTrader denoted the OrderPad shows information for e the currently assigned account e the color coded last traded price and last traded volume e the current position size in the assigned account e the corresponding open P L e the average price paid to build the position e the order volume to be used when creating orders By clicking on the position size the order vo
22. To change the study attached to symbol displayed in a LiveTable right click on that symbol and choose the desired study from the context menu You might choose from the available template studies or from the studies created specifically for that symbol NanoTrader 125 sf FIPERTEC inancial Performance Technology SpeedTrader DetailsBar Symbol Search Find Eurex Options Find Warrants Template Studies gt Studies of this Security Hide Display Gharts Designer Dialog s Evaluator Optimize s Campin wa Cahirane NanoTrader Charting amp Trading SAP AG ST O N SAP ETR Fides SAP AG ST O N SA4P ETR test 18 6 Removing a study from a LiveTable Symbol Last Act Trade Last Sig Last Co metase Position Rating Study VOVVETR 34 630 nia nia nia nia nia nia nia TUILETR 15 530 nia nia nia nia nia nia nia TKA ETR 15 740 nia nia nia nia nia nia nia SIE ETR 53 440 nia nia nia nia nia nia nia SCH ETR 50 510 nia nia nia nia nia nia nia a m FHA O KAL coe i ae k aaa tare RVWEETR Notifications ia nia nia nia nia nia MUV2 ETR Automatically resort fa nia nia nia nia nia MEO ETR Time and Sales nia 1 Minute loads 5 days 1 Minute loads 1 days SAP AG ST Sf eaten tl 1 Minute loads 17 days To delete a study from a LiveTable the corresponding line has to be selected by clicking on the Name cell Then the study can be deleted by pre
23. nner a Te ee gl i z al 7 1 26809 o amp i 4 26000 A o ts a 1 25624 4 13 07 14 07 08 00 12 10 12 55 13 35 14 20 15 05 15 50 us S b 14 07 10 Wed 15 45 data 1 27155 y 1 28743 1 27006 C 1 27155 H 1 27156 L 1 27006 0 Span 0 12 150 Ticks WHS 2567048 4x vale tei Symbol Action Size Price Type State Initiator ld Can EUR USD Buy 1 1 26809 Limit Good Til Canc Submitted Manual 249740034 C EUR USD Sel 1 1 27250 Limit OCO Server Contingent Manual 249740038 0co 249740040 Parent 249740034 C EUR USD Sel 1 1 26652 Stop OCO Server Contingent Manual 249740040 0co 249740038 Parent249740034 C E Positions Eh Working Orders E Completed Orders a Nano VirtualBrokerage PaperTrade Ready Note that the complete management of the orders is taken care of by the OTC server not by NanoTrader This means it is active even if NanoTrader is not running or lost its connection to the OTC server for whatever reason 25 4 3 OCO Server Orders Placing an OCO Server order pair is equal to placing a P amp C order without having the Parent order Nano Trader x EUR USD Euro U5 Dollar Spot Lotsize 100 000 1 4 T 2 3 5 6 l a 3 Price 1 2 080 OED Price 2 0 00000 5 Gooi cars Ask 1 2 105 an 1 27086 OCO Entry it 1 27086 SAN Avon Contingent Orders e Add Contingent Orders Save as standard Ticks Limit z 1 27442 x2 m se z 1 26844 i 25 M Contingent or
24. stops The TradeGuard manages all Bracket Orders fully automatically e Tactics This is a powerful new technology introduced by NanoTrader allowing traders to instantly modify orders and to assign a certain predefined tactic with a single click of the mouse to a given working order e g trail go breakeven always stay at the best bid ask etc e Pattern Trading NanoTrader continually looks out for patterns in a large number of markets and orders immediately in case a pattern is detected e TradingSystems Let NanoTrader trade your trading system fully automatic e Scalping Trading approaches requiring a large number of trades can be realized efficiently e MultiAccount Trading a signal of a study can be routed to multiple accounts 8 2 Train with PaperTrading NanoTrader has a built in papertrade environment that simulates a real exchange without putting your money at risk You can safely make yourself familiar with the all of the NanoTrader functionality by using this simulation environment Once you are confident you can use your real account in exactly the same way as you used the papertrade account 8 3 Creating an Account In case your are connected to a Patsystems environment your accounts inside NanoTrader will be created automatically For all other brokers you will need to create them manually Therefore rightclick on the Accounts entry in the WorkspaceBar choose the account type and follow the instructions N
25. 03 02 09 Tue 16 15 data 4326 0 v 4327 71 4318 5 C 4326 0 H 4331 0 L 4317 5 424 Span 0 31 27 Ticks The Time amp SalesBar color codes up and down movements of the prices e green indicates an up move e red indicates a down move e black indicates an update without a price change Note these colors as all colors used by NanoTrader can be configured through the ColorManager accessible through the main menu Extras Colors NanoTrader 36 fr Fd PERTES NanoTrader Charting amp Trading Rightclick into the Time amp SalesBar to show or hide the Bid Ask changes 6 19 The InfoBar Use the icon to hide or show the InfoBar The InfoBar consists of three pages that can be selected by the tabs at its bottom Item Value Date 04 10 03 Thu 13 09 6 19 1 The Data Page The Data Page displays information corresponding to the period the mouse is pointing at The Average Range and Average True Range are computed for the currently selected evaluation period as selected in the DesignerBar The Range as used for the computation of the Average Range is the quotient of the high and low of the period expressed in percent The True Range enlarges the trading range by taking the close price of the previous period into account It is defined as the maximum value of the subtraction e current period s high minus current period s low the Range e current period s high minus previous period s close e previous perio
26. 4028 5 41 4026 0 4028 0 41 4025 5 4027 5 G2 4025 0 4027 0 72 4024 5 4026 5 29 4023 5 24 4025 5 4023 0 10 4025 0 4022 5 73 4024 5 50 4024 0 4021 5 gg 4023 5 4021 0 45 4023 0 4020 5 51 4022 5 4020 0 46 4022 0 4019 5 24 4021 5 Me 4015 0 58 4021 0 10 9 3 Inside Market In Reflector mode the prices of an inside market are always hidden Hence the best bid row and best ask row are always adjacent To place a buy order into the inside market point with the mouse to the best bid price cell In an inside market exists a popup will be displayed showing the inside market price levels You may left or right click into that popup to place the orders just if these price levels were normally shown DAX Dec03 SpeedTrader Aaen A sm E hi NanoTrader 99 fa FIPERTEC inancial Performance Technology 10 9 4 Orders of the Inside Market In case a Stop order resides in the inside market the inside market line turns red Simulation SpeedTrader Ag EIE 4 2A sx Me Bid Price 4045 0 40445 4044 0 4043 5 4043 0 4042 5 4042 0 4041 5 4041 0 4040 5 4040 0 4039 5 4038 5 4038 0 4037 5 4037 0 4036 5 4036 0 4035 5 4035 0 4034 5 4034 0 NanoTrader Charting amp Trading To show buy orders of the inside market point with mouse on the Me cell next to the best bid or best ask Simulation SpeedTrader 2 aalen GA Mel Bid Price 4057 0 4056 5 4056 0
27. 83 Q Prices Qrades Pricet Price _ Time a ZT of Ey 0 4421 4421 13 04 24 0 4421 4421 13 06 03 4409 5 4406 4406 13 06 03 4409 5 4409 5 4403 5 13 06 11 0 44245 4424 5 13 06 22 4410 0 0 13 06 24 4444 5 0 4450 5 15 23 19 4451 5 4451 5 4451 5 15 25 09 4451 0 4460 15 28 27 0 4466 4466 15 29 43 4445 5 0 D 15 29 43 4448 0 4471 15 30 52 0 4458 4458 15 32 09 4443 5 0 0 15 32 09 1 2857 0 1 2853 19 28 57 1 2854 0 1 2857 19 29 14 1230 75 0 1230 75 19 29 12 1230 5 0 1230 5 19 29 08 v b This feature evaluates the fills of a trading day and condenses them to trades All trades are then displayed graphically in a histogram a trade list and a set of statistics 8 23 1 The DayTrading Statistics Dialog To open the Daytrading Statistics click the toolbar button in the account window Nano YirtualBrokerage Paper ca ott e S GY SES XA of ote fee te Mame symbol Buy Sell Exit FESX DECOY X Buy Sell Exit FOAXDECOS Buy Sell Exit Euro FX DECO Buy Sell Exit FESH DECOY FDAX DECOY Euro Fx DECOY Pos Traded Last PiL Cum PL Stu T nia a9 p Daytrading Statistics 0 ne S65 Shows an evaluation of today s trades 0 mia 1 4650 2 E 3 The DayTrading Statistics dialog looks as follows Nano Trader 69 Aia aretas NanoTrader Charting amp Trading W Daytrading Statistics Paper X Account Paper 2000 2000 1500 1500 1000 1000 s00 s00 J FESx Decos
28. Login x oe User Mame FIPERTE Password ee eS Change Connection Pats Testserver2 OK Cancel SSL Certificate Name Super TAS Is Super TAS M Client Type lo The broker usually uses Your local Currency EUR standard notation EUR USO GBP ase sensitive NanoTrader 164 In case your installation does not start with a login screen choose Extras DataSources select the page of your broker and click Edit Connection Settings Quote Files MetaStock DDE FI Pats T estserver2 I activate Patsystems Username fuser Fazzword SENMNNNNN Change Password Edit connection Settings 24 Working with CQG 24 1 Installing the CQG API In order to connect to CQG you need to have the CQG API installed In case you did not install it with the initial installation of NanoTrader you can do so by choosing Extras Data Sources from the main menu and then go to the CQG tab Then choose Install latest CQG API and follow the instructions bis ConsorsTrader TaiPanRAT COG DDE eSignal IB Pats wWHSM ATS s WHS COG Quote Files Market Maker wiSo TeleB rse TaiPan MetaStock DDE IV activate COG m Administrative Settings and Features Username 99384223 Install latest COG API P assword XXXXXXXXX Handling of an already running COG API process prior to login Guster I Nara Craba Pa r There is no need to repeat this after you did install it once Nano Trader
29. Me column this will open the Order Modify Dialog In case the confirmation dialog is disabled use a double click e Drag the order to the new price level NanoTrader 93 fr Fd PERTES NanoTrader Charting amp Trading ee e Slide the corresponding limit slider in the chart Create Buy Stoo Order Right click in a Bid cell above the last price Create Sell Stoo Order Right click in an Ask cell below the last price Create Auto Bid Ask Limit By clicking on the corresponding button a Order respective limit buy sell order is placed at the best bid ask In case the best bid ask prices change prior to the order being executed then the order is automatically moditied to reflect the new best bid ask Once placed the order cannot be modified manually By rightclicking on it in the SpeedTrader or the MasterChart it can be cancelled The display color of Auto Bid Ask orders in the Speed I rader can be adjusted in the ColorManager Note that in simulation environments e g PaperTrading or dedicated simulation backends it could happen that the prices of a Auto Bid Ask order are relaxed because the simulator did not assign a fill If such an order is placed at the exchange and thus becomes part of the real order book the limit prices can only rise for Auto Bid orders and fall for Auto Ask orders 10 6 Using Hot Keys 10 6 1 Defining Hot Keys To adapt the trading through pressing keys on the keyboard to suit your preferences choo
30. Mo Show Histograms Meo Stepped HH amp LL Yes Show Shape Yes Show Normal Distr Quantilas Mo Required bias for Signal 10 Few Hits Warning Threshold In order to draw some meaningful conclusions from a given LiveStatistics projection a minimum number of extracts should have been selected If the number of selected extracts also called hits is less or equal to this parameter the LiveStatistics projections turn grey in LiveStatistics DAX DEC 5 Minutes G00 Linear Last Periods Pa aay 5847 0 5840 0 5830 0 5820 0 5610 0 5600 0 5790 0 Svan o 5776 0 5770 0 5760 0 5750 0 6 periods TradingRange in 1 71 2 09 41TR Hits 9 5740 0 d Sh 5 Sentiment 69 an ape accuracy entime 57305 4 294114545 16 00 16 15 16 30 1645 17 00 4 x NanoTrader 149 fr Fd PERTES NanoTrader Charting amp Trading In this case you still see the relevant projected data but the grey indicates that the projection is based on very few hits and hence is not very meaningful Show Extracts Only This turns on a special display where only the period close prices of all selected extracts are displayed The extracts are moved on the price axis to the opening price of the master extract without any other normalization This view is particularly interesting if the shape is considered in the similarity check It gives an immediate impression of how good that shape recognition is Ran A ea end RA Niu Wh m ee es 5 periods Tradin
31. Programme Fipertec NanoTraderiDys Browse DefaultDysDir C Programme Fipertec NanoTrader Defa Browse ScriptDir C Programme Fipertec NanoT raderS crip Browse ReportaDir C Programme Fipertec NanoT rader Repo Browse M RA C Programme Fipertec NanoT rader Man Browse 0 ir Sie TestsDir C Programme Fipertec NanoT rader SysT Browse rea Date Format The format for displaying dates in NanoTrader can be defined Moreover all directory settings used by NanoTrader can be specified Process Priority NanoTrader allows to define its so called process priority Especially under Windows NT it is useful to set the priority to low or very low if you plan to let NanoTrader do some optimizations while you continue to work with other applications Otherwise Windows might pass most of the processor power to Nano Trader so that other applications might not work smoothly Ignore Data before This setting is only used for NanoTrader V2 3 studies and earlier that do not carry a data cut date inside the studies All data preceding the specified date is ignored Auto closing charts When checkmarking the M Show one security ony box NanoTrader makes sure to close all charts before loading a new study NanoTrader 163 fr Fd PERTES NanoTrader Charting amp Trading Signals Check or uncheck the field draw setup signals to toggle the drawing of signals that have to be executed at the
32. Quote Files Market Maker WiSo TeleBarse Tai Pan MetaStock Tai Pan RT DDE WinBis Simulation W Activate Quote Files QuotesDir C Programme Fipertec D ynamite Sentinentor Quokes Browse Mumber Format 12345 6708 r Missing Value E Date Format DD MM A r Date Separator l Resulting Format DO MM trir Ignore initial ja line s of each quote file Value Sequence date time f close x volume none none none none none Field Separator F Abbrechen liberretmen 2 2 5 The Number Format Use Number Format to specify the format of real numbers 27 2 6 Missing Values some chart software that can be used for generating quote files through data export create data also for days where the quotes are missing NanoTrader skips these lines However to let NanoTrader detect missing quotes you have to define the character sequence used by your chart software to denote a missing value e g 1 or n a Enter this sequence into the Missing Value field If your software simply writes nothing for a missing value then you have to clear the Missing Value field completely make sure not to leave a blank in the Missing Value field 27 3 Accessing eSignal Data To activate the eSignal access choose Extras Data Sources from the main menu select the eSignal page and proceed as follows NanoTrader 193 fs FIPERTEC Financial Performance Technology NanoTrad
33. SP1 a EB Speedtrader A A FESX SP2 Time and Sales Sy FOAT a ey MDAX DetailsBar H achatz Copy Symbol IB to Clipboard ay SM Create PlayBack for latest trading session eS Euronext eee Ee ICE ma an Refresh WorkspaceBar NanoTrader 170 fr Fd PERTES NanoTrader Charting amp Trading 24 5 4 Examples for Tradable Options ff to000 Put P s 00M1410000 Cal Cal SMI 6700 P US SYU146700 AEX Index Futures 3900 C US AEXZ143900 Silver Futures 1950 P US SIEU141950 NanoTrader 171 25 Working with WHS CFD Forex Trading 25 1 Logging in Your broker will provide you with your username and password When you start NanoTrader for the first time the following login dialog appears WHS CFD Forex Trading Login X Uszemame demouser Passion MRI System eactivate Connnection Enter your data and select the system that you want to connect to The Demo System is a simulation environment for testing purposes whereas the Live Trading System works with your real account lf you do not want to connect to the CFD Forex Trading click on the Deactivate Connection button You can reactivate the connection any time through the main menu Extras Data Sources WHS 25 2 Settings for WHS CFD Forex Trading To open the Settings dialog for CFD Forex Trading choose Extras Data sources WHS from the main menu The following dialog appears x TaiPanRT COG eSigna
34. Se NanoTrader Charting amp Trading frequency can lead to unexpected position sizes In other words the frequency of submitting canceling modifying orders at the exchange must correspond to the liquidity of the market as well as the speed of your internet connection and brokerage provider 8 10 5 AutoOrder Entry Orders You may skip this section if you just apply TradeGuards and or do not have the TradingSystem module These settings define the order type of entry orders when trading a study in AutoOrder mode Before going into details we need a quick glance at backtesting versus real order execution 8 10 5 1 Backtesting and LiveEvaluation Usually the signals as well as stop and profit target price levels displayed in a study rely on backtested results that assume imaginary orders have been filled at certain prices However when using the AutoOrder mode NanoTrader needs to ensure that the real position in the account is in sync with the position assumed by the study evaluation Two specialties arise here 1 The fill price of an order specifically of a Market order may differ from the fill price assumed by the backtesting mode in the study This is important if the study incorporates stops that rely on the achieved fill price 2 Given that the study uses limit orders for the entry a real order may not be filled although the required price was traded at the exchange To cope with these problems NanoTrader can switch the way i
35. a button To execute a tactic just click its button i e to change the order into an AutoBid order that continuously places itself at the best bid just click the AutoBid field Wa Simulation Plain PaperTrade B Ort Ses OI QQU A BER A Beli oan m x DesignerBar aE ELN Pos 0 P L 0 00 Deactivated Click Target 30 1 S Click Stop 30 1 Kaufmann s AMA 5 ia Kaufmanns AMA 6 E Tactics B Limit above fr V AutoAsk V Ask V Ask 1 V 1 Tick E Limit below V 1 Tick V Bid 1 V Bid V AutoBid E Stop above ly BrkEven V 2nd best bid ask V 1 Tick E Stop below V 1 Tick V Trail V Parabolic Stop 10 0 02 0 2 542 18 33 03 18 33 31 18 33 59 18 34 27 183456 q v m FS 1 inaar Ctan nE NEAN x 4 15 12 08 Mon 18 34 data 5702 5 y 5678 3 O 5702 5 C 5702 5 H 5702 5 L 5702 5 49 Span 0 00 0 Ticks aN X 4 gt 00 AEIR 5705 5701 5 1 NanoTrader 15 Afia aretara __ NanoTrader Charting amp Trading Sliding the order manually deactivates the current tactic and turns the order into a standard order which is static You might also click again on the activated Tactic to deactivate it To hide the Tactics buttons just click again onto the price box of the order 9 1 2 Tactics and the TradeGuard A standard setup of a TradeGuard consists of a ClickStop and a ClickTarget The Tactics are also available for both of them M Si
36. a connected data feed just rightclick on that symbol in the WorkspaceBar and choose Create PlayBack for latest trading session gt NanoTrader Eurex File view Extras Portal Help a 3 Gi iss T Openachart Save All PageManager Tile Trade Wizard SpeedTrader WorkspaceBar q 43 XEurex aj BOBL SP BOBL H 4 BUND SP BUND BR ECUND MAROS BUND JUNOS Open BUND SEPOE Symbol Details H CONFBONE Template Studies gt a CONFBONDSF HE SpeedTrader T i nii Time and Sales DAX DetailsBar DBK OPT Copy Symbol ID to Clipboard 3 G DBOERSE DJESBANK N H DJESBANKSP _ Delete Sa DJESINSU Refresh WorkspaceBar FS iio eos E DJESINSUSP This feature allows to experience the PlayBack without having seen the chart of the last trading session and thus provides a most realistic training environment 17 3 Using Live Recording The Live Recording allows to capture not just the incoming ticks but also changes in the order book To start Live Recording for a MasterChart choose Start Recording from the context menu of the MasterChart DAX MAROS SIM 5Min TradeGuard el gt Ge Bal He gt Minutes T R E S56 Min DAX MARDI aG Dac DA AH T Liles susa gou Convert zoom to PlaysBack a E Copy window to Clipboard Embed Chart in Main Window log To stop the Live R
37. a trade 0 deactivate Stop 16 7 Parabolic Stop Computation 1 Determination of the SIP Significant Point which equals the initial stop PS t For long positions the SIP is the lowest low of the previous span periods For short positions the SIP is the highest high of the previous span periods NanoTrader 116 fr Fd PERTES NanoTrader Charting amp Trading 2 Determination of the AF Acceleration Factor As a default the AF has an initial value of 0 02 that is increased by 0 02 after each period until a maximum of 0 20 is reached 3 For long positions the EP Extreme Point is the highest high reached within the trade For short positions the EP is the lowest low 4 Computation of the Parabolic Stop of the next period PS t 1 PS t AF t EPTrade PS t AF t 1 min Acceleration Max AF t Acceleration increment Parameter Span for initial High Low number of periods for determining the highest high lowest low Acceleration Increment the increment of the acceleration factor Acceleration Max the maximal value of the acceleration factor 16 8 Linear Stop Computation Starting from the entry price a straight line with a fixed gradient is computed When crossing the line the stop is executed The applied unit is specified in the evaluator percental multiple of ATR absolute Parameter Long Gradient minimal price increase per period for long positions Short Gradient minimal pri
38. adjustments The CFD Forex Trading is not executed through an exchange but as so called OTC trades over the counter For the OTC trades the following restriction applies A limit or stop order cannot have a price that would lead to an immediate execution of that order This holds for both initial placing and modification of orders As this restriction creates problems for orders managed by TradeGuards or studies and also for manually modifying orders directly in the chart NanoTrader allows to automatically convert such an order As an example assume you have a long position in a symbol having its best bid at 100 The TradeGuard for that position placed a stop sell order at 98 Now the rules of the TradeGuard force a modification of that stop to 102 This modification would be rejected and hence the TradeGuard would be out of sync with its order NanoTrader provides two options for dealing with such a situation 1 convert the order to a Market order 2 adjust the order to the tightest currently accepted price Option 1 is the default for handling Stop orders and also the strongly suggested setting when working with TradeGuards This is equal to what an exchange does Option 2 is the default for handling Limit orders Note that if this option is active you might still get a warning from NanoTrader that a modification attempt was not accepted This is because the offered tightest price might have changed while the order modification was on
39. all symbols of the account based on the fills that arrived during the current day Just as with the completed orders you can group the displayed trades by dragging a column into the header To sort by a column click on its header The displayed trade sequence is also reflected in the histogram If a group is condensed then the trades of that group are omitted in the histogram and in the statistics This makes it very easy to have evaluations on particular symbols or trade directions NanoTrader 70 f FIPERTEC inancial Performance Technology NanoTrader Charting amp Trading x Account Paper mr MR D Euro FX DEcoS Trades Export to Clipboard Statistics Export to Clipboard ltem Value sm P as ee total net profit 612 50 total of trades No Vol Di Symbol PL Stat ajen icing trade E Symbol Euro FX DECOS smg rader percent profitable 25 004 E Dir Long profit factor 3 33 z 1 Long Euro FX DECOY 675 28 09 06 59 28 09 09 01 pn aa oos i Mear 9 1 Long Euo FXDECOS 137 5 28 09 1202 28 09 12 06 wee oer ai 11 1 Long Euro FX DECOY 75 28 09 1215 28 09 12 44 ciel Ma gross loss 262 50 E Dir Short largest winning trade 275 00 404 Shot Ewe FXDECOS 5028081212 28091215 npe 142 88 avg winning trade arD Symbol FDAX DECOS largest losing trade 137 50 avg losing trade are Symbol FESX DECOY ax consecutive Winner 1 mas consecutive losers 3 Std Dev all trades 482 65 Std Dev winning tra
40. but also when it comes to create full fledged trading systems The basis for trading systems created with NanoTrader are so called Sentimentors A sentimentor is a building block that assigns a sentiment to each period of the chart A sentiment is a value on a scale of 0 to 100 On this scale 0 represents the worst sentiment and 100 the best For example the Crossing Moving Average sentimentor would assign a 100 on upward crossings and a 0 on downward crossings By this simple and intuitive approach each indicator becomes alive It is not just a drawing on the screen that the trader has to interpret over and over again Instead it emits a sentiment at each period thus giving an evaluation of the market from the indicator s perspective NanoTrader allows you to combine any indicators of your choice and to condense their respective sentiments into an overall sentiment This is achieved by the so called MetaSentimentor NanoTrader 12 fv Fl PERTEC NanoTrader Charting amp Trading This elegant usage of sentiments allows you to include anything into a trading system indicators formation analyses fundamental analyses Fibonacci retracements candlestick formations etc In addition fuzzy information and intuitions can also be combined and analyzed in a standardized form Throughout this document we will use the terms indicator and sentimentor as synonyms NanoTrader s Instant Backtesting will display all trading signals and stati
41. characteristic Parameter Periods for Low number of periods for determining the low Stop Low Delta correction of the low Periods for High number of periods for determining the high Stop High Delta correction of the high 16 11 BreakEven Stop BreakEven Stop EoP Computation The calculation of the BreakEven stop relies on two primary stop levels The first level gets active directly after entering the trade This level is called Initial Risk In case the trade develops into the correct direction the stop is changed like a trailing stop until it reaches the BreakEven level From this point on the stop stays constant As with the Trailing Stop NanoTrader provides an End of Period EoP implementation and a Tick by Tick implementation For details please see the comments on the IrailingStop Note that the pure Trailing Stop is ignored in a study unless the study runs in TradeGuard or LiveEvaluation mode i e it has no effect for backtesting This is indicated in the DesignerDialog by displaying the stop with a grey background Parameter Initial Risk Offset for the initial risk with respect to the entry price BreakEven Offset for the BreakEven level If set to 0 the BreakEven part is disabled i e the stop works just as a trailing stop NanoTrader 118 fr Fd PERTES NanoTrader Charting amp Trading 16 12 Trendline Stop A trendline drawn into a MasterChart as a stop provides a price rounded t
42. drawing to let Nano Trader snap the trendline to the nearest high or low To cancel the drawing mode before drawing has begun click again on the drawing tool button or right click into a chart When clicking on a drawing tool the tool is activated and will display resize corners Mint DAX DCO3 FDAXDCO3 EUX Watch 3606 Live Ticks are bufferpe aes 3597 5 3590 3580 3570 3560 3550 3540 3530 3520 i asan i 3507 1047 10 20 12 40 16 20 10 21 11 05 Al ES E Drag a resize corner to reposition or manipulate the drawing tool Right clicking on a drawing tool opens the context menu NanoTrader 45 fr Fd PERTES NanoTrader Charting amp Trading Duplicate 03 02 15 00 Remove 03 02 15 00 When choosing the Settings entry a corresponding dialog for this drawing tool is opened This dialog is also automatically opened when the drawing of a tool is finished x Name 107 0200 StaValue 139555 160702 H Enid Walue piso H 17 08 02 Right extension Iw Remove Line Line color Line width Usage as AEE Iv Scale price axis to include this line Iv Visualize support resistance zones Define Settings as Standard coed foo _ The Name of the line is automatically set to the starting date of the line Wherever NanoTrader displays information concerning a line its name is used You may change the name as you like The Start Value and End Value define the prices and the co
43. for order entry can be modified by dragging their corresponding slider in the chart or by clicking on the Action cell of that order in the Order Monitor NanoTrader 57 fr Fd PERTES NanoTrader Charting amp Trading 8 10 5 4 More on LiveEvaluation Mode In LiveEvaluation mode NanoTrader allows to use ClickStops and ClickTargets that can be altered manually while the study is in AutoOrder mode Also drawing tools may be added as stops TrailingStop and BreakEvenStop are evaluated on a Tick by Tick basis thus they are adapted even if the final period is not yet completed Note that TrailingStop and BreakEvenStop are ignored if the study is not in LiveEvaluation or TradeGuard mode In that case there End of Period EoP variants need to be applied When the LiveEvaluation mode is activated NanoTrader displays signals as well as profit target and stop price levels only for the current trade Thus it is helpful to switch on the display of fills in the chart using the 7 icon 8 11 Manually Ordering A manual order may be created in the following ways e Click into a Buy cell in the account or the i icon of the chart window to buy shares contracts The following dialog will appear Create Order xX DAX Mar04 EUREX DAs Marl WAE Type Limit daa LmtPrice 4055 0 Dy x AusPrice o4 Last AO 55 Bid 4055 0 ay comet NanoTrader 58 A nancial Performance Termes Nano Trader Charting a
44. i Add an Indicator i D Click Add an Indicator Stop Target Filter or S Tactic HS Note specifically the icons with a small arrow next to them Clicking on that arrow will provide more functionality Save Study AS Save s Template Study Save 4s Stub The toolbars can be rearranged by dragging them at their gripper DAZMAROD SI Jequaubizag gt i ied 6 2 Loading more Historical Data Click the 3 icon to define the number of days and the granularity of the data you want to retrieve from your data provider ADAX MAROD SIM 15 Min TradeGuard gt W Ge Beal ho 15 Minutes CET EE SS Min DAM MAROS SIM TradeGuard rA l a 5 Load historical data J T h Specifies how much historical data is to pil be loaded Tra 1 n i Start of Price Data x Load Price Data for today and the preceeding E Calendar Days Aggregation requested from Server Cancel 5 Minutes Mote The aggregation used for the z charting is set in the Designer Dialog Ticks 1 Minute 5 Minutes BO Minutes Dail 7 Sal The aggregations being available for download vary with the data providers Also the number of days that can be loaded vary Nano Trader 19 fr Fd PERTES NanoTrader Charting amp Trading The data loaded from the server is then further aggregated for the charting e g you might load 1 Minute data from the data provider and then
45. its way to the OTC server NanoTrader 173 You might also force NanoTrader to always display a message when automatically converting an order by ticking the corresponding checkbox Handling for StopLimit prices that are outside the accepted range stop price handling convert to Market order Limit price handling automatic price comection M Show a message whenever a price order type was automatcially adapted 25 3 More Implications of Over The Counter vs Exchanges An exchange environment hosts one order book per symbol where all participants place their orders The CFD Forex contracts are traded in an OTC environment where the market maker continually provides a best bid and best ask This fact has several implications that are discussed in the subsequent sections 25 3 1 Interpretation of the Charts Bid Charts In an exchange environment a chart is made up of the prices that took place at the exchange These prices usually fluctuate between the best bid and best ask of the order book In an OTC environment where the market maker continually provides a best bid and best ask the provided charts are based on the best bid only lt is very helpful to visually show this fact by using the SpeedTrader option of showing the order book histogram in the MasterChart Although there is no real order book NanoTrader artificially creates one by showing the current bid and ask with a volume of 1 Euro US Dollar Spo
46. next bar Check or uncheck the field show signal details to toggle the popup windows explaining the signals of a given bar Auto zoom at new period Forces NanoTrader to change the zoom as soon a new period begins Automatic Update Check Check the field Automatic Update Check to let NanoTrader check for updates at every program start In case an update is found the UpdateManager dialog pops up and permits to download and install the updated An update check can be triggered manually through the menu entry Extras Check for Updates Caching Once NanoTrader has loaded historical data for a symbol it keeps the data in memory and collects incoming live data even if it is not visualized anywhere This allows for an instant display of a chart that has already been opened However this consumes memory Depending on the available memory on your machine choose an appropriate value for the number of cached symbols 23 Working with Patsystems Your broker will provide you either with a file called Patsystems txt that needs to be saved in the Depots subdirectory of NanoTrader or with the raw information that you would need to enter manually x Data Supplied by your Broker Broker Name Pats Testserver2 IP address of Host Server 123 456 789 Socket of Host Server EC IF ddress of Price Server 123 456 789 Socket of Price Server paz Log File Flag 16 Use 16 as default Internet User jw MOS Key NanoTrader
47. of a say 60 minutes bar and to tighten the stop in case the position runs deeper into profit within a bar Note that the pure Trailing Stop is ignored in a study unless the study runs in TradeGuard or LiveEvaluation mode i e it has no effect for NanoTrader 115 ne he eo NanoTrader Charting amp Trading backtesting This is indicated in the DesignerDialog by displaying the stop with a grey background e Trailing Stop EoP End of Period As the name suggests the actual stop value is computed only at the completion of a period based on the close of that period Parameter Long Stop initial offset from fill price for long positions 0 deactivate Stop for long positions Short Stop initial offset from fill price for short positions 0 deactivate Stop for short positions 16 5 Profit Target Computation lf the price changed for the specified amount in the direction of the position with respect to the opening price of the trade then the position is closed The rule for determining if the profit target has been reached is defined by the signal execution policy of the Evaluator Parameter Target Long offset from fill price for long positions 0 deactivate Stop for long positions Target Short offset from fill price for short positions 0 deactivate Stop for short positions 16 6 Time Stop Computation An open position is closed if it survived Max Periods periods Parameter Max Periods maximal duration of
48. out these entries as you would do with any other access to CQG based on Windows DDE e Delay is the difference between the CQG LineTime and your local time in minutes For Germany this is 7 hours 420 minutes e Symbol or WKN is optional and used by NanoTrader for providing so called External Sentiments coming from Sharper de or MoneyBee DDE Edit Security E o x Name Daimler Chrysler SEMVICE EQGPE Topic BBE tem LastPrice T O00 Delay 42000 minutes Symbol or WEN optional roo Cancel 3 Press the OK button NanoTrader 196 fr Fd PERTES NanoTrader Charting amp Trading 4 When adding a further security NanoTrader will use the previously used entries to speed up the editing process Quit the Data Sources dialog by clicking OK The WorkspaceBar of NanoTrader is updated automatically and shows the new settings 27 5 Using the DDE interface The DDE interface is a standard Windows mechanism allowing applications to exchange data Using this mechanism you may connect to the vast majority of price data providers at least to receive live ticks To have access to historical ticks a dedicated interface is required To configure the DDE interface select the corresponding page Data Sources Quote Files Market Maker WiSo TeleBrse Tai Pan MetaStock TaiPan aT DDE WinBis Simulation W Activate DDE access B A Add Security E Darai Delete Security H Dow Jones
49. range and nearly the same net change In contrast the preconfigured style Last Periods Shape checks for a similar shape and trading range The internal process of finding extracts similar to the master extract is called selection NanoTrader 134 fr Fd PERTES NanoTrader Charting amp Trading The stronger the similarity criterions are chosen the fewer extracts will be selected Therefore LiveStatistics usually would not check for equality of say the trading range as that would limit the number of hits too much Instead it uses the notion of nearly equal i e if the master extract s trading range was 50 ticks then extracts having a trading range between say 47 and 53 ticks are considered to be nearly equal As LiveStatistics is about decision support based on analysis of historical data you would need a certain number of selected extracts typically around 30 to get some meaningful results So the settings for the overall selection criterions need to represent a balance between strength and the resulting number of hits Projection Once the extracts similar to the master extract have been selected LiveStatistics evaluates how the price developed after each selected extract The following graphic shows the principle selected extract being p similar to the master extract ly au In the selection process the extract shown at the top of the graphic was considered to be similar to the master extract Th
50. requires an absolute majority of the active sentimentors to vote for the intended direction In the given example we have 3 activated sentimentors and hence at least 2 are required to establish a majority 3 active Sentimentors Detailed List Signal Criteria i Unanimit _ Detailed Signal Neutral sometimes a more specific criteria is desired All other possible criteria become available when checkmarking the Detailed Signal Neutral checkbox 3 achive Sentimentars W Detailed List Signal Criteria O Unanimity Detaled Signal Neutral i Majority at least 2 AutoOrder Show Report OCO Entry In the given example we have 3 active sentimentors Therefore besides Unanimity and Majority the following additional choices are available 2 1 2 active sentimentors must vote for the intended direction 1 must be neutral Hence no active sentimentor is allowed to vote for the opposing direction 2 0 2 active sentimentors must vote for the intended direction 0 must be neutral Hence 1 active sentimentor is allowed to vote for the opposing direction 1 2 1 active sentimentors vote for the intended direction 2 must be neutral Hence no active sentimentor is allowed to vote for the opposing NanoTrader 84 fr Fd PERTES NanoTrader Charting amp Trading direction Note that the choices are sorted by decreasing signal strength Specifying a rule always means The signal must be at least as strong a
51. system to a defined number of symbols The Timed Exits amp Filters section holds definitions of time intervals where you do not want to trade e g in the opening period of a trading session during release of important announcements etc Definitions made here can easily be reused by studies so there is no need to define them explicitly in any study However NanoTrader also introduced two sentimentors called Flat and Block each of which defines a single time interval and attaches an action For instance if you want to be sure to close your position at 18 00 you could simply include the Flat sentimentor and define its time interval to be 18 00 23 59 The Manual Sentimentors sections holds definitions of sentiments that can be included in your studies An application would be to define positive sentiments for say Apple a couple of days before the Macworld conferences NanoTrader 16 fv Fl PERTEC NanoTrader Charting amp Trading All following sections such as Simulation Playback Compound Symbols etc are so called data sources Depending on your setup this could also include eSignal CQG and more A data source provides historical and or live data that can be analyzed by NanoTrader All symbols provided by any data source can be traded in the Papertrade simulations but obviously not through a real broker Note specifically the Simulation data source It contains one symbol also called Simulation Wiork
52. the generation of an order This parameter is optional and can be left empty Buy identifier Text that must present in the text file to trigger the generation of a buy order Sell identifier Text that must present in the text file to trigger the generation of a sell order Order type Currently a market order is the only supported order type Hardcode volume If the checkbox is enabled the volume configured in Hardcoded volume is used If the checkbox is disabled the volume read between the volume brackets Is used Hardcoded volume Volume of the generated order if the hardcode volume checkbox is enabled Volume brackets The text between both texts is used as volume of the generated order if the hardcode volume checkbox is disabled Limit total volume If the checkbox is enabled the absolute total volume of the instrument cannot be higher than configured in max total volume Triggered orders that would violate the limit are not generated If the checkbox is disabled all triggered orders are generated Max total volume Defines the absolute total volume of the instrument This setting is active only if the checkbox limit total volume is enabled Activated If the checkbox is enabled and a matching text file was found an order is placed A matching text file is not leading to the generation of an order if the checkbox is disabled In this case the state of the external trigger is Configured The states not con
53. the chart up or down Drag it with the left mouse button or use the mouse wheel to change the scaling Doubleclick the chart to activate auto zoom For fixing the start of the time scale activate the pin at the lower left side of the chart New bars through incoming ticks will be added to the current zoom and hence the number of displayed bars in the zoom will increase In order to display always the same number of bars deactivate the pin by rightclicking on NanoTrader 30 fr Fd PERTES NanoTrader Charting amp Trading it Each newly created bar will then automatically push the oldest currently displayed bar out of the zoom ae id Click Sto Oo ma il By dragging the scroll bar you can move the data window All associated sentimentors will reflect the scrolling Drag the time scale with the left mouse button to pull in out more loaded periods Drag it with the right mouse button to move the chart to the left or right Doubleclick the time scale to display all loaded periods NanoTrader can be configured to automatically change the zoom if a new period is created by incoming tick data Checkmark the auto zoom at new period checkbox in the Options dialog that can be reached through the menu Extras Options Sometimes though it is convenient to suppress this behavior This can be achieved by activating the Freeze mode through the pin at the lower right corner of the MasterChart Rightclick on the pin to unfreeze the c
54. the prices of the order book might change in exactly that moment when the trader attempts to place an order with one click The effect would be that the resulting price is different from the intended price The same holds when one tries to drag an existing order in the SpeedTrader to a new price level To circumvent this problem the Reflector mode uses the technique of holding prices and holding working orders 10 9 1 Holding Prices When the mouse is above a Bid cell or Ask cell the price of that cell is held i e it does not change even if the price display in the price column changed due to a move in the order book NanoTrader 96 sf FIPERTEC inancial Performance Technology Simulation SpeedTrader aalma A oo ar a 4012 0 4011 5 4011 0 4010 5 4010 0 4009 5 4009 0 4006 5 4006 0 4007 5 4007 0 4006 5 4006 0 3999 45 3999 0 NanoTrader Charting amp Trading Me Bid Price _ Me In the screenshot shown above the price at the highlighted cell was 4004 when the trader moved the mouse over that cell Meanwhile the order book has moved hence the price displayed to the right of the highlighted cell shows 4002 5 When clicking the left mouse button a buy limit order would be placed with limit price 4004 i e with the held price The same technique applies for sell orders Simulation SpeedTrader GD x 4 SBE A OOOO BEEE AEII Me Bid Price Ask 52 4019 5 4019 0 4
55. the prices up or down click on the arrow buttons DAX INOS SpeedTrader amlee A Account PE Me Bid PaperTrade Price he 4409 5 m 4489 0 Last 4488 5 4480 0 4488 0 4487 5 Position Size 4467 0 4496 5 4496 0 4495 5 ate 4485 0 4237 50 4484 5 24 4484 0 B4 Average Price 4483 5 49 4451 75 4483 0 73 4462 5 Bg 4482 0 167 4461 5 Bg 1 E 4491 0 ay 4490 5 26 E S T EEL Reverse 39 4479 0 43 4476 5 BG 4476 0 103 AATT 5 Delete All Be 44770 i4 4476 5 Delete Bids ie 4476 0 54 4475 5 T 4475 0 Order olume Flat Delete Asks o Tree ete 5 oaeen EE NanoTrader S fr Fd PERTES NanoTrader Charting amp Trading 10 3 3 Inside Market Indication The SpeedTrader shows a line above the best bid and below the best offer In case tradable prices exist between the best bid and the best ask the so called inside market the line is drawn in orange 2697 0 230 2696 5 296 2696 0 259 lf there is no Inside Market the line is drawn in grey 10 4 Configuring a SpeedTrader The toolbar buttons of a SpeedTraderBar allow to configure its appearance Show Hide the left pane of account information and trade buttons a Show Hide the column displaying the volume histogram Show Hide Bid Ask columns a o Show Hide gaps in the market depth allt Ask for confirmation before issuing a trade or modification Show Hide time information The settings will be saved and resto
56. want the order to be sent immediately checkmark the AutoOrder field Activate the Show Report checkbox to let NanoTrader display a detailed report explaining which sentimentors led to triggering the TacticOrder OCO Entry can be activated just as for normal orders Whenever an OCO Order is triggered filled all other orders for the same symbol having the OCO Order flag set will be automatically cancelled NanoTrader 82 fr Fd PERTES NanoTrader Charting amp Trading 9 2 4 Choosing the Active Sentimentors The TacticOrders support two modes for choosing the sentimentors that are evaluated by the TacticOrder The default mode that takes all filters of the study into account Therefore this mode is called the Filters Mode It will serve well in most scenarios and is activated by default Recall that Filters color the MasterChart s background depending on their current sentiment If for a given period all Filters are bullish then the MasterChart receives a green background If all Filters are bearish it will be colored red If the Filters have different directional interpretations then the MasterChart will not be colored In the Filters mode the TacticOrder will rely only on the Filters of the study and hence only the Filters of the study are displayed in the list of Sentimentors The list cannot be modified in any way x Simulation Volume 1 z X Sentimentors ZI A zI Filter Crossing MA 2 10 Filter Crossing MA
57. will inform you whenver an update of the API is available and required to be installed 24 2 Logging in Make sure to tick the activate CQG checkbox and enter your username and password as provided by your broker for your CQG account b i Consors T rader Tai Pan AT CI WHS COG quoteFiles Mi W activate COG Username 59384223 Password ae System Demo System NanoTrader 165 Now click OK to login From now on whenever you start NanoTrader the login at CQG will be performed automatically 24 3 Handling an already running CQG API process The CQG API creates a so called Windows process in the background on its own whenever a connection to CQG is made Such a process can be shared by multiple applications connecting to CQG at the same time Sometimes though this process is a relict that failed to terminate for whatever reason NanoTrader cannot distinguish if this process is in a valid or invalid state Therefore NanoTrader gives you the following options for handling a situation where a CQG API process is found prior to NanoTrader attempting to create it on its own Administrative Settings and Features W activate COG Username 99384223 Install latest COG AFI Password ea Handling of an already running COG AFI process prior to logirs System Demo 5 stem 2 Keep it running and try to login Terminate automatically Keep it running and try to login h Ask what to do e Terminat
58. 0 f FIPERTEC inancial Performance Technology Nano Trader B Charting amp Trading x eSignal DDE Simulation Quote Files Market Maker wiSo TeleB rse TaiPan MetaStock RealTick b is ConsorsTrader TaiPanRT coc M Activate Quote Files QuotesDir C Programme Fipertec D ynamite Sentimentor Wuotes Browse Humber Format 12345 6700 k Missing Value E DD mmm i Date Separator f Resulting Format D O mmmirr Time Format HH MM 55 Ignore initial f line of each quote file Value Sequence date open high flow close volume none none none Field Separator Abbrechen Hemener Each line of a quotes file consists of a date a close quote and optionally of open close low high quotes as well as the volume and open interest for that date It is assumed that the lines of a quote file are in ascending order with respect to the date As default the expected format is DD MM YY YY Open Close High Low Volume Thus a feasible line of a quote file with respect to this specification could look like this Losos Oe Lo0e 007 D077 bee Co Lay 250000 007 The none entries in the given example specify that the volume value is the final value of each line some chart software exports values that are not used by NanoTrader To ignore such values enter ignore for the respective value in the value sequence e g NanoTrader 191 Aia h
59. 0 4 4394 IE amp a F TOs ee 4375 p 0 4362 0 La 4350 d i i q 4325 m ay ad 4300 T yo 4291 4 03 02 15 50 16 15 16 35 17 00 17 20 17 45 18 10 us 4 O 5 Min Study DJEST50 MAROS 0 1 oO 2253 4 p L 0 250 T l 1 j OT 2240 0 jj 2236 x l ii 2230 q i 4 r T 2220 q a t 2210 2205 4 03 02 15 50 16 15 16 35 17 00 17 20 17 45 18 10 03 02 09 Tue 18 10 data 2236 0 y 2257 6 4364 0 C 4363 0 H 4365 0 L 4361 5 53 Span 0 08 7 Ticks Senti 50 00 You might add as many Study sentimentors as you like 6 29 Saving a Study Use the ll icon to save the study Click the arrow next to the save icon for more saving options F DAX MAROS SIM 5 Min Trad Save Study Save Study As h Save 4s Template Study Save 4s Stub If you choose Save Study As your are prompted for a name of the study That name will then show up in the WorkspaceBar below the symbol 6 30 Save as Template Study Frequently one likes to apply a study created for a security to other securities Therefore a given study can be saved as a so called Template Study These Template Studies are usually stored in a specific directory that is automatically chosen in the File Save dialog To open a symbol with a template study rightclick on the symbol int the WorkspaceBar choose Template Study and select the appropriate template You might also use the Open icon in a chart w
60. 0 MAROS To specify the font click A in the toolbar The settings are saved individually for every account 8 8 Creating an Account Position For creating an account position use the icon or simply drag and drop the security from the WorkspaceBar into the account The PaperTrade account will accept any security Other accounts might accept only securities that are defined for the corresponding broker e g Pats account accepts only securities defined for Pats If this is the case the securities are displayed in the Tradable Securities section below the accounts of a given broker 8 9 Defining the Symbol Details The symbol details such as tick size value per point etc are provided automatically for all symbols traded through Patsystems For other symbols they need to be defined manually To do so rightclick the symbol and choose symbol Details 8 10 Setting Order Defaults Checking the Order Defaults is a most important task after adding a symbol to an account Click the ls icon and the corresponding dialog appears NanoTrader 53 sf FIPERTEC inancial Performance Technology Nano Trader Charting amp Trading xi Bracket Orders Tanget type limit Stop T ype Stop Manual Orders Initial Size AutoOrder Size Size lncrement Warming Size Q no warning Reject Size Q no rejection Price Increment AutoOrder Entr Orders Lirnit T ype limit Order Type Market
61. 018 5 4018 0 4017 5 4017 0 4016 5 4016 0 lf the column is sufficiently large the SoeedTrader displays the complete held price as shown above Otherwise just the last three characters are shown Nano Trader 97 Simulation SpeedTrader 4 EB 2 A oo ee Me Bid Price Ask Mi 4025 5 62 4025 0 48 4024 5 57 4024 0 87 4023 5 61 4023 0 13 4022 5 27 4022 0 98 10 9 2 Holding Working Orders The same technique applies to the Me columns where the working orders are displayed However in this case the prices of the entire column are held This allows for easy drag and drop to non changing price levels Simulation SpeedTrader 4 malm n OA a tt tit Wt Ut dy We Bid Price Ask hile 4023 0 4022 5 4027 0 63 4021 5 25 4021 0 41 4020 5 aja 4020 0 23 4019 4 4019 0 84 4018 5 DY 4016 0 12 Er O o 33 4065 UU 16 4016 0 Za 4015 5 46 4015 0 2T 4014 5 845 4014 0 G4 4013 5 43 4013 0 aT 4012 5 5 4012 0 The held price levels are displayed next to the orders potentially truncated to the final three characters if the column size is too small When dragging an order all price levels show the held prices NanoTrader 98 Aia aretas __ NanoTrader Charting amp Trading Simulation SpeedTrader 4 malen oA os Me Bid Price Ask me 4030 0 4032 0 4029 5 4031 5 4029 0 4031 0 15 4028 5 4030 5 BO 4028 0 4030 0 G5 4027 5 4029 5 47 4027 0 4029 0 41 4026 5
62. 08 02 02 08 02 Ariba T Trend 4 52 Short Profit T arget 3 19 Stop 4 91 F 226 048 11 7 02 06 02 02 06 02 Eastman Kodak Trend 29 15 Long at open next period 113 40 20 11 02 14 02 02 14 02 General Electric Trend 36 00 close long Stop 36 68 Parabolic Stop 46 13 172r 02 08 02 02 08 02 Philip Worms Trend 51 00 Long Stop 49 49 PeriodsHighLow St 98 33 17 18 o2 12 02 02 14 02 TripleHit 16 57 long Profit Target 17 23 Stop 16 40 36 00 39 4 02 14 02 02 14 02 Simulation rt_stand 23 36 Short Stop 26 23 Trailing Stop 16 64 3 4 02 26 134 0226 13 18 2 Opening a LiveTable The available Live Tables are shown in the WorkspaceBar below the entry Scanners LiveTables OTR Pale H E Help Center H 2 Accounts H 2 SynergyTrading E All Hammer 15min E All Heikin Ashi 15min E Forex Bullish Breakout E Lefort 15min H 2 Screeners Scripts coe Timed Exits amp Filters 3 Manual Sentimentors fy Simulation A LiveTable can be opened by doubleclicking the entry in the WorkspaceBar or through the context menu In contrast to the classical tabular price sheets that simply display the actual price of a security each line of a LiveTable may represent a complete study NanoTrader 123 that is evaluated continuously In case the studies rely on tick data that has to be loaded from a certain data provider it may take a while until the data is available The loading times vary with the provider an
63. 11 0 00 0 1913 0 0115 0 21 0103 00 Mon 01 09 02 wed 01 08 02 Tue 09 06 02 Fri 4 08 4 76 33 78 0 1442 32 57 3 99 14 73 51 55 6 14223 3 25 3 63 1 99695 6 50 4 2 6 39 4 55 2 31 1 3 99 0 00 1 3867 0 0562 10 42 ogjogjoz Mon 04 10 03 Thu Data Sentis Eval 6 20 The SpeedTrader Use the HE icon to hide show the SpeedTrader in the MasterChart A detailed description of how to use the SpeedTrader is presented in Section Visual Trading with the SpeedTrader 6 21 Displaying the Market Depth Histogram in the MasterChart To activate the visualization of the market depth as a histogram in the MasterChart click the Show Volume Histogram toolbar button of the SpeedTrader e i 7 W Ge o amp H 5 Minutes 8 2 3 Hla E AAA Ee a a E a Deactivated Exit H Paper MAE Click Target 30 Click Stop 60 4343 5 Moving Average C30 4340 0 00 Average Price The market depth visualized as a histogram in the MasterChart shows short term support resistance levels and can be of great importance for scalpers Nano Trader 39 6 22 Displaying the MarketProfile in the MasterChart The MarketProfile displays the traded volume per price for a given interval Thereby it distinguishes between volume that was traded in bull periods open lt close and bear periods open gt close All volume of a period is distributed evenly over the prices covered by that period The bull
64. 11 0 a TW G Jee A EEN IER EN EEN EA EEEE 180 26 2 Creating an Interactive Brokers ACCOUNL cccccccseeeseeeeeeeeeeeees 182 26 3 Specifying SyYMbOIS cccccceccecseececeeseeseeeeeseeeesseeeeseeeeeeeeeeesaeeeeeas 182 26 4 Transmitting Changes made in TWS to NanoTradet 008 185 26 5 Remarks on using IB data for Charting cccccccseeceseeeeseeeeseeeenees 185 26 6 Assigning historical data from vwd group or eSignal to IB symbols 185 26 7 Excluding a Symbol from Retrieving Historical Data 0 08 187 200 JVA FO OG Seer recs cs E E 188 27 PRECCSSING FICO Ale e 189 27 1 Accessing MetaStock data ccccccccssccccseeeeseeeesseeesseeeesseeeesaeeeeas 189 ZU ACCO SNT OUG FIOS enen NENNEN 190 2721 Filename ola QUOTE File seeren RER 190 27 2 2 Structure of a Quotes File Line ccc cceeeceeceeeeeeeeeeeeeeeees 190 2L PINS ANS Ole A eea E 192 2124 The MME FOMA excceveresexexcnesesecesesnssctsaveueveuereucsexeceycserteescsexeecet 192 Zio WAC NUMO F OMA eeen ine E E 193 20210 NIISSNO VN Sia ets warren saan eurer NEE EEEE EE ANERE ENEE ERITAR RiS 193 27 3 Accessing eSignal Data ceccccceccccseceececeeeeeeeeeeeesseeeesseeeeseeeeeeas 193 NanoTrader 9 fr Fd PERTES NanoTrader Charting amp Trading ara ACeS COG DI ee E E 195 27 5 USING INE DDE WME ACC acces csdaececcrseicadensenednciecsideeesseececedstideceseeadness 197 27 6 Simulation of Realtime Data ccc
65. 2 20 Filter Crossing MA 5 30 Sometimes though some finer granularity for configuration is required This can be achieved in the Selection Based Mode Checkmark the Detailed List checkbox and the sentimentors list shows all sentimentors of the study x Simulation W olume 4 E e es eal Filter Crossing MA 2 10 Filter Crossing MA 2 20 Filter Crossing MA 5 30 Stochastic 12 3 70 30 Moving Average 30 0 active Sentimentors W Detailed List You may now activate the individual sentimentors You might even define individual sentiment thresholds for each sentimentor as explained further below NanoTrader 83 fa FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading 9 2 5 Defining the Signal Criteria The Signal Criteria section lets you define when the TacticOrder is to be converted into a Market order based on a voting principle The two most important choices are made available as individual radio buttons Unanimity All active sentimentors must vote for the intended direction Note that when the Filters mode is active this implies that the background of the MasterChart shows the color of the intended direction Also if the Filters mode is active this option allows to add or remove Filters from the study while the TacticOrder is working In the Filters mode the Unanimity setting will always check all available Filters no matter how many they are Majority This setting
66. 4055 5 4055 0 4054 5 4054 0 4053 5 4053 0 4052 5 4052 0 4051 5 4051 0 4050 5 4049 5 4049 0 4045 5 4045 0 40475 4047 0 4046 5 4046 0 4045 5 4045 0 4044 5 4044 0 Anas Ask Orders shown in the popup list can be treated exactly as orders displayed in the Me column Nano Trader 100 fr Fd PERTES Nano Trader Charting amp Trading 11 Using Multiple Stops and Profit Targets 11 1 Overview Support for Multiple Stops and Profit Targets is a powerful NanoTrader functionality that supports the trader in setting up multiple levels for exiting a position A synonym for this functionality is Fade Out Most often a trader uses Multiple Stops and Profit Targets to lock in an intermediate profit without closing the complete position e g when the intended price level is reached but the trade continues to move in the right direction Once having secured an initial profit that ideally also covers the overall commissions of a trade the remainder of the trade is a kind of free lunch assuming that the stops are adjusted properly NanoTrader provides you the following functionalities e define as many Profit Targets and Stops as desired e assign the volume carried by each target stop individually e rely on the built in targets and stops use manually drawn lines as stops or program your own using NanoTrader Express e NanoTrader takes care of the management of all targets and stops by placing amending or cancel
67. 425 J T ATR Span 20 P g Information 5 f py x Automation state 4415 o Enables the TradeGuard to automize exits or to enable fully automatic entries and exits ia E Requires an accountto be chosen 4406 0 E be 04 02 15 23 25 15 23 44 15 24 03 15 24 14 15 24 31 4 04 02 09 Wed 15 24 data 4446 5 y 4441 5 4446 5 C 4446 5 H 4446 5 L 4446 5 V1 Span 0 00 0 Ticks Besides the fact that the Click Stop and Click Target can be changed manually in the MasterChart they work exactly as normal stops Specifically they can be combined with other stops e g a BreakEven Stop or a Trailing Stop As default setting NanoTrader automatically selects the tightest stop and displays the Stop levels accordingly See Chapter 11 for details about how to use multiple stops and profit targets 8 21 Visual Trading Using Trendlines as Stops To add a manually drawn trendline as a stop just draw it into the MasterChart by first clicking the 4 icon from the chart window and then drawing into the chart After finishing the drawing the Line Properties dialog will pop up automatically Choose Usage as Long Stop and make sure Right extension is activated Line Properties Mame 04 02 15 07 Statala 4420 5029 04 02 15 07 EndVvalue 4448 1274 04 02 15 28 Line color x Line width 2 a Long 5top Jv Scale price axis to include this line Notification on next upward cross Notification on next downwar
68. 44 52 09 46 19 09 46 09 5 26 05 11 Thu 09 46 data 5761 5 y 5615 0 0 5761 5 C 5761 5 H 5761 5 L 5761 5 41 Span 0 00 0 Ticks Mano YirtualBrokerage PaperTrade Ready Clicking on an menu entry allows to reconfigure the TacticOrder on the fly If AutoOrder is activated the TacticOrder is shown as follows NanoTrader test Simulation 300 Sec TradeGuard ojx Ma Fie view Extras Portal Help _ Ax o A moo tf EE gt OpenaChark Save All PageManager Tile TradewWizard PlayBack izard Speed Trader Time Sales Ne ig Simulation 300 Sec TradeGuard x T We Sl o E sod lR BER MEA a 200 i a e E A eE Post d PL 65 0 Deactivated Exit H PaperTrade Click Stop 30 ae 5863 0 Sina ze 5309 0 ABQ SIE d yori er oO 0 FESS ES ARE gausa g i Miga C ch E TacticOrder p Autol 5700 5860 5 a ial Jape ppaads apeupiadeg uous lull 02 05 11 55 aS 17 50 18 10 18 30 18 505 02 05 11 Mon 16 50 data 5744 5 y 5645 0 O 5740 0 C 5744 5 H 5750 5 L 5735 5 496815 Span 0 26 30 Ticks E Nano VirtualBrokerage PaperTrade Ready You might also doubleclick the slidable colored rectangle to open the Modify TacticOrder dialog NanoTrader 87 fr Fd PERTES NanoTrader Charting amp Trading 9 2 10 Canceling a TacticOrder A TacticOrder is cancelled just like a standard order by either rightclicking on its slider or by clicking
69. 5991 H pea ey a E a a ae 470 3 a J Profit Target 5969 Stop 6009 Click Stop 56 4 8 A 03 02 15 43 24 15 43 42 15 43 59 15 44 17 15 44 36 15 44 55 a E 4 OJE Note Nano Trader selects the vertical zoom such that all profit targets and Stops are visualized Within an optimization it might happen that the chosen stop values are so wide which effectively deactivates them that the vertical span to be displayed becomes very large and hence the chart mutates into a horizontal line To avoid this select the accepted parameter ranges for the stops sufficiently tight or deactivate the display of the stops by pressing the ae button from the toolbar 6 25 Visualizing Fills in the MasterChart Use the 7 icon of the toolbar to visualize fills that you received for the displayed symbol NanoTrader 41 fr Fd PERTES NanoTrader Charting amp Trading Simulation TradeGuard Paper W ce er He 100 Ticks TAR RQA BESkK Me 3 ED Pos 0 PiL 0 00 CumPL 19 00 Deactivated p m oh e i A i im 1 i l i 1 al z ie A TA I k 5915 i i x Buys 5914 5 1452 190 6 26 Drag amp Drop Drag amp Drop is supported throughout NanoTrader A security drag operation can be started from e any security of the WorkspaceBar e any entry of a RatingBar LiveTable or Account e the list of a Time amp SalesBar A dragged security can be dropped on e achart window this will result in t
70. 929 0 24 131 C8 6 k Be co 22 E 3928 5 i0 13 1 3929 0 32 13 1E _ Exit Paper 3929 0 21 13 1 Ta 3928 5 6 13 16 3929 0 4 13 16 3928 5 5 13 16 4380 0 3929 0 6 13 16 3929 0 2 13 16 1 1 When changing a symbol in one Bar or chart either by drag amp dropping a symbol into it or by selecting one through manual input all Bars and charts that show the same color will retarget to that new symbol automatically This allows for extremely fast and easy switching between symbols of interest A typical configuration would be to have opened two studies for the same symbol a standalone SpeedTrader and Time amp SalesBar both targeted to the same symbol If all these elements were assigned the same Symbol Link color then by simply dropping a symbol from an account or the WorkspaceBar into one of them would result in changing all linked windows The Symbol Link will be maintained when saving pages NanoTrader 161 fv FIPERTEC Financial Performance Technology 22 Options NanoTrader Charting amp Trading Using Extras Options a number of options can be specified 22 1 Group General E General European dd mm yy US mmddyy Process Prionty Automatically check for updates Mail address for notifications Disable order confirmation Deactivate waming when disabling order con Disable study overwriting confimation Number of unused symbols to cache price da Use Patsystems Reflector technology A
71. AutoOrder Exit H Paper a Click Stop 60 gausa g 5802 5 1 5780 0 potter ar tga l va Liste Tel l 01 03 02 03 12 00 17 00 03 03 14 00 dapedjpaads aded OLAW A v4 hull set BD TwinChar FDAX MAR10 1 Days 300 Linear X 4 gt 0 0 RSS 2 3 ARER j it nid sine y jfi Sell Limit 1 5802 5 Submitted filled 0 j T l 5500 0 i 07 09 09 09 10 09 13 11 09 17 12 09 27 01 10 03 03 10 5400 0 5316 0 06 07 09 Mon 00 00 y 5818 5 5763 5 C 5762 5 H 5766 0 L 5752 0 3013 Span 0 24 28 Ticks Senti 50 00 q El 6 17 4 Projection of drawn lines into the MasterChart Any line drawn into a TwinChart is automatically projected into the MasterChart NanoTrader 33 EUR FX WD 5 Min TradeGuard y 101 x el rl o MA5 gt Minutes 8 QQ06 BSR MEE oof cB 5 Min EUR FXVWD TradeGuard Click Target 30 1 36772 4 F Click Stop 60 E 1 36500 T Ey 1 36000 1 35500 1 35000 1 34595 1 34143 4 1 03 11 10 15 20 19 30 02 03 03 25 OF namna a 5 ALLAAPA te gt X 4 gt 0 0 HORS cS ABER i 1 51445 4 thoy al 1 50000 i 1 47500 3 4 4 45000 arth Jid 14g 1l iN 1 42500 4 40000 1 37500 1 34545 P 16 11 09 02 12 09 211209 07 0110 26 0110 11 0240 02 03 10 a B 02 03 10 Tue 07 20 data 1 35370 y 1 33847 1 35410 C 1 35370 H 1 35420 L 1 35370 0 Span 0 04 49 Ti
72. Building blocks to NanoTrader NanoTrader Express allows to program sentimentors that can be used in exactly the same way as the built in sentimentors i e they can be combined with other sentimentors and of course they can be optimized Thus the NanoTrader framework in conjunction with the Express environment gives you an unparalleled power for specifying optimizing backtesting and applying your trading ideas Note that it is not a prerequisite to have the NanoTrader TradingSystem permission to take advantage of Express You might use Express to compute and plot classical indicators as well as creating graphical annotations to the chart or issuing messages and alarms Access to the programming environment of Express requires a specific permission However NanoTrader allows users without the Express permission to execute and view Express scripts but they cannot change or create scripts on their own In order to enable an Express script or a study containing an Express script to be executed by an ExecuteOnly user that script needs to be opened once with the Express editor by a user having the Express permission When closing saving the editor NanoTrader silently adds a watermark to the script which is required for being executable by ExecuteOnly users We encourage programmers to spread their Express creations among the Nano Trader users 14 Using the PageManager Once a number of studies and Bars have been loaded and the chart w
73. Click Stop HO Multiple Targets Mo Multiple Stops Mo E Initial Target Ticks of Click Target Iniital offset of target price from fill price When the change is completed press the Return key or click with the mouse somewhere outside the entry field To cancel the change press the Escape key on your keyboard 6 5 Adding Sentimentors To add a sentimentor to a study select the I button from the toolbar The following dialog will pop up x Standard stops 4roon Express Bollinger Bands Manual Timed Exits amp Filters Crossing MA Exported MACD RSI Stochastic Meta Sentimentor Click Target Click Stop test Display in MasterGhart Display as subwindow in MasterChart window Display as seperate window Insert as Sentimentor Filter Stop The left part of the dialog shows a structured view of all sentimentors available at your system The right part shows your favorite sentimentors e g those sentimentors that you access most frequently This list can directly be accessed by clicking the small down arrow to the right of the sentimentors tool bar button NanoTrader 23 vFIPERTEC Financial Performance Technology NanoTrader Charting amp Trading DAXMAROS SIM TradeGuard Paper x CCI gausa g MACD RSI Stochastic Click Stop test Crossing MA Minutes Bollinger Bands X Meta Sentimentor Click Target gt o DARRA E EIER m O
74. E Fapertrade Interactive Brokers Test E test EE Tradanie Secures H 2 TradeMaster H 2 LiveTables H 2 Scripts H Timed Exits amp Filters Help FA PageManager q oA Tile gt Trade Wizard Assign historical data h Reload Frice Data Refresh WworkspaceBar H E Manual Sentimentors NanoTrader 187 Aia aretas NanoTrader Charting amp Trading Now select the security that should not receive historical data and click on the Historical Data Symbol cell Assign Historical Data Symbol x Drag amp Drop a symbol with historical data From the WorkspaceBar onto a tradable symbol Historical Data Symbal IB H CECT i Eurex H Globex i Nasdaq H MOLY H NYMEX H PSE A dialog pops up Enter None into the field and press OK Enter Historical Data Symbol x Enter Historical Data Mone Symbol Cancel Assign Historical Data Symbol k g xX Drag amp Drop a symbol with historical data From the WorkspaceBar onto a tradable symbol Tradable Securities F CBOT i Eurex H Globex H Nasdaq H MOLY H NYMEX H PSE Now the SAP charts will not try to load historical data 26 8 Java Problems For some reason it may happen that there are two or more Java consoles running on your PC which will cause connection problems This can usually be NanoTrader 188 fr Fd PERTES NanoTrader Charting amp Trading ot i7 seen in th
75. Expected Trading Range Although it is quite natural to ask Where will be the price in 5 periods that question actually is not that meaningful The price might take a course of extreme volatility to finally arrive at the closing price 5 periods ahead So the more interesting question should be What is the expected highest high and expected lowest low within the forthcoming 5 periods Answers to these questions will have immediate impact for estimating potential profits as well as choosing meaningful stop levels When gathering data from the selected extracts LiveStatistics also collects the highest highs and lowest lows following each extract Highest high after 3 6 and 9 periods r Lowest low after 3 6 and 9 periods When advising LiveStatistics to project the Expected Trading Range a display like the following will be created NanoTrader 139 fi FIPERTEC nan cial Performance Technology NanolTrader BE Charting amp Trading s 5835 0 quantiles of the highest highs geen circle sa average highest high io 5815 0 A 5610 0 blue circle average close ser 5795 0 5792 0 red circle average lowest low quantiles of the i lowest lows 5775 0 5770 0 5 periods TradingRange in 1 75 2 91 ATR Hits 28 2765 0 and Shape accuracy 5 Sentiment 43 5760 5 4 2944 14 25 11 35 11 45 14 55 12059 q The green and red colored areas highlight the respective
76. NanoTra d fv Fil Performance Technology Nano Trader V3 Charting and Trading inanctadt Feryjormance Llecnno Copyright Fipertec SARL All rights reserved No part of this document may be reproduced without the prior written permission of Fipertec SARL The technology of NanoTrader is intellectual property of Fipertec SARL This software and the accompanying files are sold as is and without warranties as to performance or any other warrants whether expressed or implied In particular Fipertec SARL is not liable for any financial disadvantages when following signals generated by NanoTrader Any liability of Fipertec SARL will be limited exclusively to product replacement or refund of purchase price NanoTrader 2 fvFIPERTEC Financial Performance Technology NanoTrader Charting amp Trading Contents 1 OCI CHO Wises csc cots ce gece ge aeee rE EE cece sets ence ttae ueceteesueceteceseeeee 11 NST OM spear cate accesses oat EE E 11 3 What iS NANO Trader 0 cccccccccccceeccsececeeeeeeeeseeeseeeeeeeseeeseueteueeseeeseeeseeess 12 Ar QO MMIAG SIAM CO execeacecacesacacaaceaceeesateciesasetacenceesacencececucaceseauacccsecesecaceaeaeceneacane 14 5 NanoTrader s Main WindOW c ccccccecceeccecseeeeeeeeseeseeceeseeseeseeseeseeseesaes 14 e SAGA TE VV IG OW aaa EA 18 oy TRE TOODA gt eee nee ene een eee eee oer ner er eee ee ee ee ee eee 18 6 2 Loading more Historical Data ccccccccseceseee
77. NanoTrader Charting amp Trading 8 10 2 Orders Created from the SpeedTrader ChartTrader The section for SpeedTrader Orders allows to configure the exact order types used for Limit and Stop orders Depending on the exchange and connected broker there might be variants of these basic order types available e g Stop Limit orders or Market lf Touched that you might want to apply 8 10 3 Bracket Orders As the name suggests bracket orders are a pair of orders both used for exiting a position One bracket order the Limit order is used to define a profit target that should be reached with the trade The other order the Stop order is used to limit the loss or to secure a profit Thus this pair of orders can be seen as brackets for the actual position Bracket orders are automatically sent to the exchange NanoTrader allows to select different order types for the Limit order and the Stop order when selecting type Market by Study the order is actually not send to the exchange but held on the PC Once the stop limit price is reached NanoTrader sends out a Market order to close the trade All other available order types are determined with respect to the given security and order types Supported by the exchange Any change in the position size stop price or profit target is automatically reflected in the bracket orders through NanoTrader by sending appropriate modify requests to the exchange Thus NanoTrader uses the so called OCO one ca
78. Profit Targets and Stops as follows NanoTrader 103 RS O x TradeGuard AutoOrder Exit b Hlzs45 an 4 4 D E at 5840 ME a e es mE 553 iie _ E 5638 em if a VI oh a 5836 aA E S aa a a E o ES Soag I m I K ERIT allg 5831 5 2 ee 5630 W a ae baa i Sell Stop 2 5827 5 Submitted Filled 0 Trailing Stop o F 18 15 40 18 15 45 18 15 50 leee q Be Each stop and target has a box displaying its price level and in parenthesis the assigned open volume i e the volume that is not yet filled In case of a ClickStop or ClickTarget the box shows a corresponding triangle that can be dragged to modify the price level The tool tip shown when pointing to a box gives a precise information about the underlying stop or target In case multiple stops or targets have the same price and thus are displayed above each other the tool tip will show all of them e g 2 I2 JIE 5795 aE 4 a ied iT ie a a am Z 5765 s780 1224100 1215 eaa h d Sell Stop 1 5776 0 Submitted filled 0 Click Stop Sell Stop 2 5775 5 Submitted Filled 0 Trailing Stop 11 5 Monitoring of the Current Risk and Intended Profit The MasterChart constantly displays the risk and intended profit that is implied by the current stop and target levels To compute this NanoTrader assumes the NanoTrader 104 stops a
79. Trader test Simulation TradeGuard PaperTrade ioj x File View Extras Portal Help _ Ax ooo ad Fi amp mi EE lt OpenacChark Save All PageManager Tile TradeWizard PlayBackWizard Speed Trader Time Sales NewsB i Simulation TradeGuard PaperTrade x ka Beg m o Sms o eR P BERNE e oa a 100 EI EE Pos PUL 0 00 CumP Deactivated Exit H Papertrade Milt JB gases yor 4 gt 0 S 8 3 AHE gausa g fa TacticOrder l looi 26 05 09 43 46 09 45 13 09 47 03 09 45 31 09 50 21 dadeg uoqgnwes ill Jape pads 26 05 11 Thu 09 50 data 5757 5 y 5774 6 0 5757 5 C 5757 5 H 5757 5 L 5757 5 60 Span 0 00 O Ticks Nano VirtualBrokerage PaperTrade Ready NanoTrader 86 Aia aretas NanoTrader Charting amp Trading lt can be slided up or down so it can be dragged to a convenient location Note though that a TacticOrder has no associated price so dragging it only repositions it on the screen Click the TacticOrder label to open the Tactics menu k NanoTrader test Simulation TradeGuard PaperTrade 0 x E Fie view Extras Portal Help _ x a ooo J lar Gail ima r EFA Ika EE lt OpenacChark Save All PageManager Tile TradeWizard PlayBackWizard Speed Trader Time Sales NewsB Simulation TradeGuard PaperTrade x T Sey l o o E a 6c fF al R o l G A MAKE Ee a g Je gases yoni Jape pads apea adeg uous lull 26 05 09 44 35 09 43 02 09
80. We Stop T ype Stop Time in force Day r Speed raderChartT rader Orders Limit T ype Lirit x Stop T ype Stop a Always apply real order fill prices in study iv LiveE valuation TradeM aster Leg Opening Orders Linnit T ype Limit Stop T ype step o Cancel The DesignerBar displays in the Trading section an extract from the Order Defaults settings i e the Initial Size and Target Type Stop Type DesignerBar Pol x Ley Ag e BY E El Trading Account Paper Order Yolume Automation state Deactivated Target Ordertype Limit Stop Ordertype Stop These settings are most important so they are displayed in the DesignerBar for a quick reference 8 10 1 Manually Created Orders The Initial Size is the default order size In AutoOrder mode this is the size used to create a new position In Confirm mode or for manually created orders this size may be changed The increment of the change when using the up down arrow keys in the order dialog is defined by the field Size Increment Analogically the Price Increment defines the amount of change when using the up down arrow keys for a limit or stop price lf an order is placed with a volume defined in Warning Size or exceeding It you need to confirm the order lf an order volume equals or exceeds the Reject Size the order cannot be placed These behaviors can be deactivated by assigning 0 as size NanoTrader 54 fr Fd PERTES
81. X DECO Buy Se Ext oO o oo application was not running The following dialog shows up which allows to specify the fill Ts 6x Volume 2 Price 2800 Time 15 39 43 EF nea Overnight positions will create an internal artificial fill when NanoTrader is started for the first time on a new day and therefore establish a new trade If that position is closed during the day a trade will be reported The fill display in the chart shows day start positions as follows Dhin FEAS DECOS Eurex T Deactivated Exit Paper Click Target 30 Click Stop 60 5500 5 4 Mog 0S if wy 1 5580 0 Day Start TH Gh oe 5568 D565 5563 5 al 22 09 21 56 28 09 03 03 03 06 03 09 03 12 a NanoTrader 12 fr Fd PERTES NanoTrader Charting amp Trading 8 23 4 Fills from Interactive Brokers Interactive Brokers adapts the execution price of an order with the paid commissions Therefore the calculated p I for a trade will deviate slightly from the real p l Moreover Interactive Brokers sometimes fails in reporting all partial fills for a given order NanoTrader internally recreates missing partial fills but sometimes the execution price cannot be reconstructed This results again in the p l deviating slightly from the real p I However the DayTrade Statistics still gives a valuable overview of the occurred trades and their statistics 9 Visual Trading Tactics and TacticOrders As opposed to creating a ful
82. X MAROS TG with Bollinger Deacth Deactivate TradeGuard 4utoOrder TradeGuard Canfirm Suborder Confirm 4 BPow EUR 1 100 000 128 PIL 0 00 Symbol Action Size Filled Price Price Type e When selecting TradeGuard AutoOrder or AutoOrder from the menu the cell is displayed in light red NanoTrader 64 fv FI PERTEC NanoTrader Charting amp Trading Pats Testserver FIPERTECI ae ose he a BIB yr Sexi a A Name Study State DAX MAROS TG with Bollinger TradeGuard AutoOrder a e When selecting the TradeGuard Confirm or Confirm state the cell is displayed in yellow Pats Testserver2 FIPERTECI og i 3S se 2 aE Seales x A Name Study State DAX MAROS TG with Bollinger TradeGuard Confirm 9 In this state signals resulting from the study lead to popping up the Create Order dialog where you have to confirm the order manually Clicking the Buy Sell button would then create and route the order to the broker Clicking the Cancel button would reject the order and would change the state of the study to disabled You can also change the state of a study directly in the MasterChart Fg DAX MAROS SIM TG with Bollinger FIPERTECI E S H B 5 Trees B QQ0B BERNE AE a ammu SS Min DAS MAROG SIM TG Click Target 30 Click Stop 60 Tee Pos PL 6 00 CuomPil T5 Trade Guard AutoOrder Exit FIPFRTFC4 radeG
83. acktesting Using Multiple Stops and Profit Targets 107 12 Disclaimer Concerning Automatic Order Creation cccccseeeeeeeeees 108 13 Express Adding Building blocks to NanoTradetr s es 108 14 Using the PAGCIVIANAG CF ices ditece ven ceicneceedsiessisecdaendelcndensdewsdecedsendeendexedieadaxes 108 15 Using the HotKey Managet cccccccsececseeeeeeeeceeeeseeeeseeeeseeesaeeeeaeeeeas 109 NanoTrader 6 fvVFIPERTEC Financial Performance Technology NanoTrader Charting amp Trading ta ONONO N e E E a cotene Geacesscecoeaee 109 15 1 2 Assigning a Hot Key to a study sseeesneensnensnennsrnsennrnerrrernne gt 110 15 1 3 Trading with Hot KeyS cccccccceeeceeeeseeeceeeseeeeeeeeseeeseueeaeeenaees 111 15 1 4 Deactivation of the HotKeyS ccccccseceseeceeeeeeeesseeseeeeeeeenees 112 16 BO ODO ee E E E E E E 112 16 1 Time based StopS cece ceccccceececeeeeeceeeeeeeeeeeseeeeeseeeeesaaeeeseaeeesaeeeeas 113 t2 Piep E OD a E ene ene ene ee 114 16 3 Click Stop 7 Clik Target sigicccexedevssoresaxsmavadenegacedowasecncacenecadevesavedensexss 115 14 MANEO Trang Op EO Peere aE 115 TO FTOI EO e os aiouenucusetsueyanmeds 116 16 6 Time StOP ec ceecccceececceeeecceeeesseeeeseeeeesseeesseeeessaeeessaseesaeeeeseeeeeeas 116 16 7 Parabolic STOD eesterese ces eeeemestssmseneaexnn seuss iaai aa aa iaaa kaaa 116 100 CNCA Oee E E 117 16 9 KaseDev Stop cceeccccecccceeeeeseeeeseeeeesseeeese
84. ader Euro US Dollar Spot Plain 2567048 oj x Gi File View Extras Portal Help X i A AA K E T 4 gt OpenacChart Save All PageManager Tile TradeWizard PlayBackWizard SpeedTrader Time amp Sales NewsBar 4b 2 one or two contingent orders that are activated once the parent order is filled To place a P amp C order open the CreateOrder dialog by clicking on Buy or Sell on either the AccountBar or the MasterChart Configure the Parent order in the upper part of the dialog just as any normal order Then click on Add Contingent Orders to enlarge the dialog Nano Trader 176 fr Fd PERTES NanoTrader Charting amp Trading Create Order 7567043 EUR USD Euro U5 Dollar Spot Lotsize 100 000 a 1 243 Volume 1 4 5J 6 Type Lirit 7 8 9 Prise 26809 2 20 su Price 2 0 00000 Good tices Ask 1 26898 Last l Bid Abort Contingent Orders Save as standard Ticks M Limit z 1 27250 44 Pa Stop z 1 26652 157 i Contingent orders work as OCO C OCO Enty Configure the contingent orders either in the dialog or by sliding their respective order sliders in the MasterChart Tick the Contingent orders work as OCO field if you want an automatic cancellation of an order as soon as the other order is filled This is usually the case when you work with Limit Stop order pairs for bracketing a position lf you want to place only one contingent order un
85. al Ticks z O0 Millseconds between Ticks mir 50 mar 200 Volume mir fioo mar 10000 o Volatility in Percent mitt fo mar f Abbrechen Ubemehmen 28 Backup Depending on your personal trading strategy you should backup periodically the optimized analyses stored in the DysDir When using the SystemTester the system tests stored in the SystestsDir The same holds for scripts and Manual Sentimentors As the mentioned data items are simply small files in the file system the backup can be performed most easily using the Windows Explorer e g use drag amp drop to save the required directories DysDir ScriptsDir Manual Sentimentors Dir on a floppy disc NanoTrader 198 fr Fd PERTES NanoTrader Charting amp Trading 29 Cleaning Up When running scripts or creating reports NanoTrader writes logfiles into the ReportsDir As NanoTrader cannot decide which reports are of importance to you they will not be deleted automatically Hence once in a while you should visit the ReportsDir with Windows Explorer and delete the superfluous files 30 Entering the License Key After purchasing NanoTrader you will receive a user name and key To activate your license choose Extras About Designer Sentimentor from the main menu Click the Enter new license key button and the following dialog will pop up Register Enter the registration name and key below exactly as given to wou Name Kep Cancel Visit website
86. alTick Depot H IB E Simulat Meu Patsyskems H Fides Meu FxFirst iy Metast H E Quote F Refresh WorkspaceBar The following dialog will appear Intercative Broker Depot Settings X Depot Name Interactive Brokers Currency JUSD Fort 7496 See TW S Menu Configure API Socket Port IP Address localhost Use localhost for same machine Abbrechen The Account Name is the symbolic name of the account to be created This name will be displayed in the WorkspaceBar The selected Currency is used for displaying the cash for the account in the account dialog You may change that setting from the account s context menu using Account Settings Port 7496 is the default communication port of the TWS If you want to use a different port make sure to use the same number in TWS and the NanoTrader account If the TWS is running on the same PC as NanoTrader specify localhost as IP address In case the TWS is running on a different PC in your network provide the IP address of that PC 26 3 Specifying Symbols The symbols you want to create orders for need to be defined Select Extras DataSources from the main menu of NanoTrader and choose the page IB NanoTrader 182 M Dynamite Sentimentor DAXDCOS FOAXDCOS EUX 6T My Guard Future Trading e men CHRE H Depots H Live Tables H Scripts H E Manual Sentimentors ao Go en Data Sources b Microsoft lt Yahoo E NOLX H
87. also drag amp drop a complete folder NanoTrader 124 fo FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading To add all available studies for a security to a LiveTable simply drag amp drop the security LiveTable while pressing the Shift key Vorinoaceligr Gg Help emiir ig Accounts pE Papartade Si Paggi VHSM E WHEPAPER WHSPAPER z Oy Tradable Securities ay CME _ceT CME i Sy AACA apse ai CMX SiL SEPT Live Table Symbol Last a st Last Time Time Total Val Yesterday Change Yesterday Changes CMX SIL SEP14 CMX SIL SEP14 C na CMX SIL OCT14 CMX SIL OCT14 na CMX SIL NOW14 CMX SIL NOV14 na CMX SIL DEC14 CMX SIL DECI4 C 19 000 nla CMX SIL JAN15 CMX SIL JANIS C nia CMX SIL MARIS CMX SIL MARIS nia CMX SIL MAY15 CMX SIL MAY15 nla CMX SIL JULIS CMX SIL JULIS C na CMX SIL SEP15 CMX SIL SEP15 C nla CMX SIL DEC15 CMX SIL DEC15 C na CMX SIL JANIE CMX SIL JANIE C na CMX SIL MARI6 CMX SIL MARIE na CMX SIL MAY16 CMX SIL MAY146 na CMX SIL JULI6 CMX SIL JULI6 C na CMX SIL DECI6 CMX SIL DECI6 C nia CMX SIL JULIT CMX SIL JULI C na CMX SIL DECI CMX SIL DEC C nla CMX SIL JULI CMX SIL JULI6 C nia CMX SIL DEC18 CMX SIL DEC18 C nla CMX SIL JULI9 CMX SIL JULI9 C na 4 il x 18 5 Attaching a study to a LiveTable s symbol
88. ame popular as it visually points out existing trends while keeping the time scale To activate the Heikin Ashi display style click the H icon Be aware that although the displayed data looks like standard candles it is a transformation of the original price data and hence the data in general will not represent tradable prices Indicators are computed on the original non transformed price data i e they do not change if the display style is switched to Heikin Ashi There is also a Heikin Ashi sentimentor emitting sentiments By using the sentimentor a classical charting mode showing tradable prices can be combined with the Heikin Ashi chart 6 15 Zooming For zooming you might use the toolbar buttons amp amp tE Alternatively to zoom inside a window press the left mouse button and drag the mouse This will create a rubberband that marks the region to be zoomed to When releasing the mouse button the zoom will be executed Using a right click on the chart background you can go back to the previous Zoom range To fix the lower upper price to be displayed slide the small triangle in the price scale To go back to auto zoom mode right click on the triangle or doubleclick into the an empty area of the chart Jie 0 03 10 03 Use the mouse wheel to tighten widen the price scale Drag the chart with the right mouse button to freely position the chart inside the window Drag the price scale with the right mouse button to move
89. and does not require any training as Known from neural networks Display of the Selection Criteria To make the selection criteria resulting from the above settings as transparent as possible the LiveStatistics window shows the created criterions explicitly Main Livestatistics Euro Fe DECI 5 Minutes 200 Linear Laz ij 29 11 15 25 15 40 aia 16 10 16 25 a Another example i J LiveStatistics Euro FH DECA1 5 Minutes 200 Linear Dyn H E 1 3376 ai h i 1 3360 3 __ 4 4940 C cb i ii M 3335 i T CI aeii e i 1 3320 a ditz 1 3300 16 00 16 20 5 periods TradingRkange in 1 44 17 76 4 TR Sentiment 45 1 3292 ai 29 11 15 25 15 40 laa 16 10 15 25 a This representation allows to see immediately how a change in say the Similarity Delta translates to the internally used intervals NanoTrader 147 19 3 5 Projection parameters El Livedtatistics Euro FX DEC11 5 Minutes 200 Linear Price Data 5 Minutes 200 Linear Selection Dynamic Day Range La E Projection 3 3 Expected Trading R Foresight Span 3 Projections J Projected Value Expected Trading Range Projection Unit Percent Distr Coverage 60 Foresight Span The number of bars to look ahead after a selected extract to gather the price data Projections The number of projections to calculate Each projection adds another Foresight Span periods for gathering the data Note that the Foresight Span
90. anoTrader 50 We OF Sp acepar Mew Interactive cb ten erie Aani Account New RealTick Account Refresh vWiorkspaceBar 8 4 Loading an Account All accounts available at a given broker are displayed below the broker s name By doubleclicking on an account in the WorkspaceBar the account is loaded WorkspaceBar H Help Center A Accounts mE ES Papenrade In the process of loading the account automatically synchronizes with the actual account positions as provided by the broker Positions with a size of 0 are displayed in case they have been in the account when the account was closed the last time This allows to directly access frequently traded securities 8 5 Closing an Account By clicking the Close button an account is closed al Last Lncllertp rey 0 1042 00 000 JES25 F mis m IETA E ann MA ar Submitted orders are not cancelled when closing an account 8 6 Structure of the AccountBar Pats Testserver2 FIPERTECI x at Oo S a Slr eee xla aeltt Name Position Bu Sell Exit Last EL Cum P L Traded Study State PUE Buy SeN Exit 4432 0 25 00 0 00 BETELI TradeGuard not loaded DJEST50 MAROS 0 Buy Sell Exit 2272 0 00 0 00 nia n a Drag amp Drop a study fro gt BPow EIR 1 100 000 000 PIL 25 00 Cum FIL 0 00 Prices Trades Symbol Action size Filled Frice Price Type State Initiator Id Cancel DAX MAROS SIM Bip 1 0 4426 0 Limit Submitted Manual 5562702 Cancel
91. ans for placing orders and allows access to a user defined price scale 25 3 3 No AutoAsk AutoBid Option for Placing Orders Using an AutoAsk or AutoBid order entered through the SpeedTrader is ideally for entering a position in an exchange environment at the best possible price as that order is automatically adapted until it is filled In an OTC environment this option does not make sense as the order would never get filled However for an existing limit buy order the Tactic AutoAsk is available and for a limit sell order the Tactic AutoBid Activating this tactic places the order at the currently best possible price where it is most often directly filled If the price changes against you while the order is on its way to the OTC server it is again adapted until it is finally filled 25 4 Advanced Order Types The WHS CFD Forex trading provides several advanced order types which are managed by the OTC server itself Some of them provide a similar logic as NanoTrader s TradeGuard does but as they are managed by the OTC server that logic also applies when NanoTrader is not running 25 4 1 TrailingStop Order A TrailingStop order works like a normal Stop order which is automatically adjusted by the OTC server to not exceed a maximum distance from the current price Once placed the order is fully managed and adapted by the OTC server even if NanoTrader is not running TrailingStop orders are specifically meaningful for longer term positions t
92. ant value of each sentimentor at the given point in time e g the RSI has a value of 53 12 6 19 3 The Eval Page The Eval Page displays the current evaluation of the trading approach The shown information varies with the different approaches NanoTrader 38 sf FIPERTEC Financial Performance Technology InfoBar Cisco Systems Item total net profit total of trades winning trades losing trades percent profitable profit Factor avg Wwinfayvg loss Avg trade vin amp loss percent in the market RegCoetF 100 StdDey gross profit gross loss largest winning trade in percent avg winning trade avg bars in winners largest losing trade avg losing trade avg bars in losers max consecutive winners max consecutive losers Std Dev all trades Std Dev winning trades Std Dev losing trades max shares contracts max drawdow Commission paid Expectancy Expectancy Score Happiness Factor evaluation start evaluation stop US CSCO Trend 1 O Optimization Lo 402 a1 19 lz 61 29 2 03 1 26 Zosis 35 10 0 031 145 68 71 66 23 08 31 18 66758 Hie 13 72 5 97194 4 565 4 4 5 36 5 49 4 06 1 19 54 0 00 0 2643 0 0175 2 67 NanoTrader Charting amp Trading ntral Per 523 10 6 4 60 00 1 30 0 07 0 52 20 92 0 0445 22 70 17 46 12 75 243 02 3 rozal 4 50 6 01 4 565 70 5 25 2 1 5 70 4 64 2 91 1 12
93. ara han __NanoTrader Charting amp Trading Data Sources Quote Files Market Maker WiSo TeleBarse Tai Pan MetaStock Tai Pan AT DDE WinBis Simulation WM Activate Quote Files QuotesDir C Programme Fipertec D ynamite Sentimento Quotes Browse Date Format Humber Format DD MM A r Date Separator f Resulting Format ODM MAY rirr Time Format HH MM 55 Ignore initial jo line z of each quote file Value Sequence date ignore open close high flow none none none Field Separator 12345 6708 Missing Value E Abbrechen libermetmen sometimes quote files may contain some introductory lines without price information To skip a number of introductory lines define the number of lines to be skipped lgnore initial 2 linell of each quote file 27 2 3 The Date Format Using Date Format the ordering of day month and year in a date can be specified The Separator defines how the elements of a date are separated Suppose the Date Format were MM DD YY YY and the Date Separator were then 5 18 00 would comply to this specification In case YYMMDD or YYYYMMDD is chosen as the Date Format then Date Separator will ignored Thus a valid date sequence for YYYYMMDD would be 200003184 27 2 4 The Time Format For reading in intraday data the time format needs to be specified e g NanoTrader 192 Data Sources
94. argeting the study to the dropped security e a Time amp SalesBar SpeedTraderBar or LiveTable the Bar will then display the information for the dropped security e an Account this will add the security to the account with a position size of 0 When dropping a symbol into a chart that displays a study of name say Trend NanoTrader checks if there exists already a study Trend for the new symbol If so this it asks if you want to replace the existing study with that one that received the dropped symbol 6 27 Copying a Chart as a Bitmap to the Clipboard Rightclick on the legend of the MasterChart or a sentimentor and choose Copy active Window to Clipboard to copy the window as bitmap into the clipboard From there the bitmap can be inserted and processed by a variety of programs such as Word Excel Outlook etc 6 28 Displaying multiple Symbols in the Chart Window Quite often one wants to display a selection of symbols within one chart window This can be achieved by usage of the Study sentimentor That NanoTrader 42 Siaa aretas NanoTrader Charting amp Trading sentimentor is usually used for intermarket analysis by allowing to use the outcome of one study as a sentimentor Details on this topic can be found in the Cascading Studies section of the NanoTrader TradingSystems documentation However this sentimentor also allows to just display the price chart To do so add the Study sentime
95. ated from the normal distribution generated by the selected extracts The quantiles can be used to define confidence intervals used for further statistical analysis Required bias for Signal This parameter is only valid when using the selection style Expected Trading Range It defines the required bias of the expected trading range into one direction such that a trading signal is displayed If it is defined as say 10 then the sentiment as explained in detail above must be at least 60 50 10 to create a long signal It must be at most 40 50 10 to create a short signal 19 3 7 More on the Visualization Spacing of the Projections When drawing the calculated projections LiveStatistics tries as good as possible to use a horizontal spacing matching that of the current zoom i e if the Foresight Span is set to 3 then the first projection has a horizontal distance to the master extract of three periods as is used in the current zoom Only if the available space for charting the future is too small then the horizontal widths are decreased Overlaying the Real Prices and the Projections lf the master extract is tacked or defined by a drawing tool then the incoming data will slowly approach and then exceed the projected data In this case LiveStatistics places the projections right into the real price data NanoTrader 154 fr Fd PERTES NanoTrader Charting amp Trading 1 3425 j zzzszeze gt 1 3400 OM otia
96. aufmann s AMA 5 Kaufmann s AMA 5 El Tactics E Limit above Vv AutoAsk lv Ask Vv Ask 1 V 1 Tick E Limit below V 1 Tick Vv Bid 1 V Bid V AutoBid E Stop above ly BrkEven Vv 2nd best bid ask Vv 1 Tick E Stop below V 1 Tick V Trail V Parabolic Stop 10 0 02 0 2 V Linear Stop 0 5 0 5 10 V PeriodsHigh 10 0 1 10 0 1 Backtesting a Jape jpaads apea aded uoReINWIS dll a i X 4 gt 0 0 RSS AHER a un d _ jn in in un m H T J O J Be fats D 3 am E 5670 Per HiLo 5660 CO eee 5054 0 a 15 12 18 35 46 18 36 16 18 36 46 16 37 14 16 37 42 15 12 08 Mon 18 37 data 5707 0 y 5672 3 5707 0 C 5707 0 H 5707 0 L 5707 0 37 Span 0 00 0 Ticks This tactic will automatically trail with the price offset that was present at the moment of its activation in the given example this was 45 ticks The Tactic displays this Note the little upward pointing arrow at the ClickStop fz PEE ES Pos 1 PL 200 00 TradeSuard AutoOrde Exit E SK 87 50 Target i Risk 87 50 Target 500 00 6809 0 i The little arrow visualizes the fact that a Tactic is active even when the Tactic buttons are not displayed Some Tactics like 1 Tick have a one time effect i e once the tactic is activated by clicking on it the corresponding action is performed for exactly one time Other tactics like trail hav
97. butes evenly all ticks showing the same timestamp over the second they have occurred Also note that the recording does not contain orderbook data as this data is not provided by the realtime data vendors In addition NanoTrader queries and saves the tick data for up to the three preceding calendar days In case your current study uses less data then that amount of data is queried When starting the Playback this data is immediately visible and thus gives a context for indicators and your discretionary methods When the recording is finished a dialog pops up x The data has been saved with the title A was MAROS 03 02 09 09h45 12h05 Please see the PlayBack Folder in the WworkspaceBar The Recording now shows up in the PlayBack folder of the WorkspaceBar A NanoTrader Eurex Fie view Extras Portal Help i ff gt Openachart Save All PageManager Tile WorkspaceBar q H 3 Help Center Accounts LiveTables Timed Exits amp Filters j Manual Sentimentors Simulation PlayBack z i DAX MAROS 03 02 09 09h45 12h05 L Plain LA TradeGuard 10min LA TradeGuard Compound Symbols 4 4 Dde NanoTrader 120 Note that NanoTrader automatically assigns the order defaults of the original security to the recording 17 2 Create a PlayBack for the Last Trading Session To create a PlayBack based on the last trading session of a Tradable Security or any symbol available through
98. ccccceeeeeseeeeeeeeeeeeeeeeeeeeesaeeeenas 198 28 BACK e une anes es eueuue ctu gatersa enue ane ese 198 29 SUMING UP eee E EEE 199 30 Entering the License KeyY cccccsecesseceesecensecenseeeeeeeseseeseeesneeesnaeeens 199 31 FEED TOR a tc2eeaacoaeceanconeetaaconeates anncseaceocecegncneeseeecaauetandaacaten deze 199 NanoTrader 10 fr Fd PERTES NanoTrader Charting amp Trading 1 Introduction Welcome to the world of NanoTrader This document guides you through the installation process and explains how to work with NanoTrader It focuses on the functionality of NanoTrader concerning Charting and Trading The additional documentation is structured as follows e NanoTrader TradingSystems concentrates specifically on the creation of trading systems optimization robustness and Walkforward simulation You will also find the description of the built in indicators in that document e NanoTrader Express describes the programming language Express and the development environment All documents are available through NanoTrader s Help menu Depending on your license some functionality might be disabled and thus your windows might slightly differ from the screenshots presented in the documentation For upgrading of your license please contact your broker or Fipertec 2 Installation For installing NanoTrader doubleclick the file NanoTrader install all exe that can be downloaded from www fipertec com and follow the inst
99. ce decrease per period for short positions Offset the offset is subtracted from the entry price for long positions added to the entry price for short positions 16 9 KaseDev Stop Computation 1 Computation of the True Range Computation of the Moving Average of True Range ATR Computation of the standard deviation of the True Ranges SDEV Computation of the Dev Stop Reversal Value DDEV DDEV ATR f SDEV Dev Stop Long Trade High DDEV Dev Stop Short Trade Low DDEV Trade High denotes the highest high during the trade Trade Low the lowest low D NPN Note that because of the incorporation of the standard deviations of the true ranges the KaseDev Stop may rise and fall In other words the KaseDev Stop enables a trade to breath with the volatility NanoTrader 117 fr Fd PERTES NanoTrader Charting amp Trading Parameter span ATR number of periods used to compute the ATR Span StdDev number of periods used to compute the standard deviation of the True Ranges stdDevs corresponds the factor f from the formula given above 16 10 PeriodsHighLow Stop Computation The stop for a long position is defined by the n periods low delta For a short position the stop is the n periods high delta The applied unit is specified in the evaluator percental multiple of ATR absolute The stop is implemented in a way such that it cannot be widened within a trade i e It has an implicit trailing
100. cesessdewaseveauseeeseneeeuacesee eeageeeee wees 94 t061 DERMO RO CYS ea E E E 94 10 7 Delning Order TY DCS vecicrcsecccecdsescsecesendsicndsxsdewsdeeersendsiendeeedsendseudaendeeade 95 10 8 Trading with the ChartTrader cccccccseccecseeeeseeeeeseeeeeseeeeseeeeeaees 95 10 9 Using the Reflector mode ccccccccseccceeeceeeeceeeesaeeeseeesaeeesaeeesaeeeeas 96 1091 RONG PICOS ceciren EIren EEE EEEE EE EE ERTER Eii 96 10 9 2 Holding Working Orders ccccccccsececeececeeeeceeeeeeesesaeeesaeeeseaees 98 10 9 3 Inside Market cccccccccseecceeecceeecceeecceeecceeesceeesegeeseeeeseeesoaees 99 10 9 4 Orders of the Inside Market cccccsceseeeeceeeeceeeeeeeeeseeeeeees 100 11 Using Multiple Stops and Profit Targets cccccsccceseeeseeeeseeeeeeeeeens 101 TA OVON ee ere ei eee ee ee ee eee ene 101 11 2 Activating Multiple Stops and Profit Targets ccccceeeeeeeeeeeeees 101 11 3 Assigning Volume to the Targets and Stops ccseeeesseeeeeeeeeeees 102 11 4 Display of the Profit Targets and Stops in the MasterChart 103 11 5 Monitoring of the Current Risk and Intended Profit e 104 11 6 Automatic Adaptation of Bracket Orders ccccccccceeeeeeeeeeeeeeeeees 105 11 7 Using Multiple Stops and Profit Targets in AutoOrder Mode 106 11 8 Automatic Handling of Overfills ee cccccccseeeceeeeseeeeseeeeseeeeseeees 107 11 9 B
101. cks In the example above two lines based on daily data shown in a TwinChart were projected into the MasterChart When pointing with the mouse to a line in the MasterChart that stems from a TwinChart the popup displays the prefix Twin The downward arrow drawn above the red line signifies that an alarm is emitted when the price crosses below the line Nano Trader uses the line values as projected into the MasterChart for checking if a crossing occurs Nano I rader projects trendlines trendchannels and Fibonacci tools into the MasterChart 6 17 5 Projection Styles for drawn lines Assume you have a MasterChart showing 5 Minute data and a TwinChart showing daily data In the TwinChart a trend line is drawn That trendline actually has one price value per day how is that line to be displayed in the MasterChart NanoTrader supports two ways to project a line drawn in the TwinChart into the MasterChart They are called Linear and Time based NanoTrader 34 fr Fd PERTES NanoTrader Charting amp Trading 2 EUR FX WD 5 Min TradeGuard W Ga Bal AS Minutes 8 Ro kH SE DesignerBar 5 Min EUR FXb Trad Click Target C30 Click Stop 603 q Trading Brackets Tactics E Indicators GE TwinChatEUR Fxy 1 Days 300 Li Aggregation value 1 Agggregation unit Days a e et Days to load 300 Projection Stile Linear Tradingsystem Settings Eels
102. cording with the click of a button e Convert the last trading session of a tradable security into a Recording This allows to train on that data without having seen the chart before e Use Live Recording for capturing the trades and the orderbook The Playback allows you to receive the data in realtime or in any acceleration you choose It also allows to Pause or move forward stepwise for a most detailed examination of the market NanoTrader 119 fv Fd PERTES NanoTrader Charting amp Trading 17 1 Converting a Zoom in a MasterChart into a Recording To do so simply load the data for the desired symbol and zoom into the time region that you want to have replayed Then rightclick on the legend of the MasterChart and choose Convert zoom to Recording DAX MAROS SIM 5Min TradeGuard loj xi WB ce B SS gt Minutes Al RI nAaR AE m a m n 6 Min DAX MAROG 4310 wees See L Deactivated Exit i lt 2 zal Click Target 30 Start Recording ene n Eat jo J ki Bal Click Stop 60 Convert Zoom to PlayBack 4329 D o Copy window to Clipboard 4320 7 E Embed Chart in Main Window leg ij 4300 tlogh i 4280 gt ORES E 4270 At this point Nano T rader queries tick data for the selected zoom and converts it into a Recording Note that most data feeds only provide a precision of seconds for the timestamps of ticks Therefore Nano Trader automatically distri
103. ctivate parallel drawings Activate parallel calculating E Visualization Draw setup signals Show signal details Visualize filter regions Show trendsignal target zones Invert Fibonacci scaling Use custom T amp 5 background colors Show aggregated volume in Speed Trader Auto zoom at new period Show percentage of completion for the the c Percentage of the chart for the future Days back to load completed orders Keep selected drawing tool activated E Directories User data Studies Template Studies Nano Trader European dd mm yy high Yes No No No Fi No Yes Yes Yes Yes Yes Yes Yes No No No No No C Users agt Documents WHS Future St C Users peee Documents WHS FutureSt C Users vag t Documents WHS FutureSt 162 Options tt RK Date Format Process Priority European dd mm yy high Ignore price data before Visualization 171 80 M draw setup signals Securities Show one security only M show signal details J Automatic Update Check I visualize filter regions M show trendsignal target zones 7 auto zoom at new period 2 default plotted line width 25 Z of the charts for the future Caching Cache unused price data for 7 symbols per data source Release cached data now Speed rader fv SpeedTrader for PaperTrading uses Patsystems Reflector technology Directory Settings MainDr C Programme Fipertec NanoTrader Browse DysDir C
104. cucescssonsusdeeaencdeaseunestucesvavescusessedes 126 18 8 Changing the Ordering of the COIUMNS cccseceeeseeeeeeeeeeeeeeeees 127 t99 Savna EIST AIS seene S 127 18 10 Displaying the Charts of a LiveTable study ccceceeeeeeeeeees 127 NanoTrader T fr Fd PERTES NanoTrader Charting amp Trading Nano Trader TOAD SOFC ane AUTO OMIA Gl eera RE E 128 18 12 Contouring COIUMNS cece cceccccceeeeeeeeeeeeeeeeseeeeesaeeeesaaeeesaeeeeas 129 19 LIVE STAN SCS oreiescrsseuceantncssnactanndnoadanndeantonmdanedanedecadenedisandsnndencianeteendenedenee 131 19 1 What is LiveStatistics cc cccccccseeeeeeeeeeseeeeeseeeeesaeeeeseeeeeseeeeeeas 131 19 2 The Basics Ol LIVESIAUSIUCS wticcnisvieccasacevacasanesaresavaredssarevavereessarewadenss 132 19 3 Configuring the LiveStatistics Sentimentor ccceeeeceeeeeeeeeeeeees 142 19 3 1 Increasing the Space for Showing the LiveStatistics graphics 142 19 3 2 Adding the LiveStatistics Sentimentor to a Study 00 142 1953 FIGS Data Dal IN CONS ceirnin 143 19 3 4 Selection ParaMeters cccccscccssseecsseeeceeeeecseeeeceueeesseeeessaeees 144 19 3 5 Projection PAraMeters cccceccceeeeceeeeceeeeseeeeseeeseeeseeeeseeeenees 148 19 3 6 Visualization ParaMetelS ccccecccseccsececeeeceeeeseeeseeeeeeeeneeenaes 149 19 3 7 More on the ViSualiZation cccccccsecceeeseeeceeeseeeeeeseeeseesaeens 154 19 3 8 The LiveStatis
105. d cross card Doo O O Select _ Play Pla Define Settings az Standard cet _ a NanoTrader now treats the line as a stop In the example given below the trendline is tighter than the other stops hence it defines the current stop level NanoTrader 67 fr Fd PERTES NanoTrader Charting amp Trading Tbe Pos PL 100 00 Ci TradeSuard Auto Order Exit H FIPERTEC1 aa Click Target 20 Risk 112 50 Target 750 00 C ET DAX MAROD Click Stop t30 4459 5 4 i 4455 IT 4453 in i 0 al T a a r Pail 4450 m lt a I lhe 4448 4445 0 lj j TI aj Boqo2 15 28 13 15 29 te 15 30 20 15 31 04 15 31 51 I Before entering a trade make sure stop trendlines that might have been drawn for a previous trade are still appropriate for the new trade or delete them before entering the new trade otherwise the trade might be directly closed after it has been filled 8 22 The Completed Orders page The Completed Orders pane of the AccountBar allows to group the content hierarchically and to apply multiple sorting criteria e Drag a column heading to the Group pane If the group pane is hidden click the Eicon e Click on column headers to sort by that column If multiple columns are to be sorted then the leftmost column has highest precedence you may arrange the columns by dragging them to the left or the right You might sort by Contract followed by Time to have a chronological overview of you
106. d of characteristic chart movement Wouldn t it be great to see if there have been similar situations in the past and then to check how the price developments went on afterwards Imagine you had a tool that would do that tedious work for you It would take a portion of the chart and then scan the past for situations that are in some sense similar That tool would also analyze the price movements that occurred afterwards And what s best it would project the outcome of this analysis into your chart hence giving you a precise picture of what happened retrospectively with your just discovered characteristic chart movement Instantly you would get answers to questions like e How often did that scenario occur e Where did the prices go after say 3 6 and 9 periods And where are these prices in relation to the current last traded price e ls there a bias in a certain direction or is it just random e How much movement did occur in the past to get a feeling for a potential achievable profit and a reasonable stop This imaginary tool is available as NanoTrader s module LiveStatistics Amongst others it will answer questions like those from above visually and explicitly As an example the following screenshot displays the so called expected trading range computed from the chart movement inside the dashed box NanoTrader 131 fr Fd PERTES NanoTrader Charting amp Trading n LiveStatistics DAs DECI 5 Minutes 200 Linear Last Period
107. d s close minus current period s low 6 19 2 The Sentis Page A major characteristic of NanoTrader is the fact that the reason why a signal has been generated can be verified by the user This results from the fact that a signal is generated exclusively because of the sentiment values generated by the applied sentimentors In order to make the signal generation as transparent as possible the Sentis Page displays the respective sentiment values of the sentimentors applied in the current study for the date the mouse is indicating NanoTrader 3 fr Fd PERTES NanoTrader Charting amp Trading InfoBar Cisco Systems US CSCO Trend 2 x Sentimentor Seni Weighted Filter CCI 100 00 Meta Sentimentor 83 35 Maspan 1 Kaufmann s AMA 100 00 33 33 12 80 RSI 50 00 16 67 Sala MACO 100 00 33 33 1 20 Data Sentis Eval The Meta Sentimentor is built by computing the weighted sum of the sentimentors Therefore the column Weighted shows the weighted contribution of each sentimentor to the Meta Sentimentor for the date the mouse is indicating This gives an immediate understanding of the generated signals In case the Meta Sentimentor is computed without applying a moving average the sum of the Weighted column is exactly the Meta Sentiment value at the given date In the example given above MAspan 1 denotes the span of the Moving Average is 1 i e no moving average is computed The last column Value displays the most import
108. d the technology used to receive the data Once the data is received for a security NanoTrader uses a caching mechanism so there is usually no need to reload the same data twice within the same session 18 3 Creating a new LiveTable By rightclicking on the LiveTables entry in the WorkspaceBar and selecting New from the context menu an empty LiveTable can be created H E Help Center H 2 Accounts H E SynergyTrading aa Scanners LiveTahlac E Al Ham El E All Heik Bonds iffy Forex B cau Fides ae Futures_mini fal Timed Exit H E Manual Se Ese Simulation ew Options Indices Each LiveTable contains a definition of the columns to be displayed A selection of columns can be saved as a scheme A new LiveTable can be created with such a scheme by selecting the appropriate entry from the context menu e g New Stocks_mini Live Table Drag and drop studies from the WorkspaceBar into this window ee a ae ee er 18 4 Adding Symbols to a LiveTable To add a symbol to a LiveTable simply drag amp drop it from the WorkspaceBar into the LiveTable RRRRRRRRRERRRRERRRRRERRERRREES f Patna H Live Table rt sparen wesseaces Symbol Lest miaf Ask Last Tine Total vol Yesterday Chenge Yesterday Chenge S Ta Securtbes Eg AEX oa CHE CBT ey CLE og AUD E EE ALIDHANI ig AUN JPY og 2p anD ge CAN cea CMM COP ay OMX SL at CHM SH SEP ta ei CuK Sh OCT You may
109. dding a TwinChart cc ecccccccceececeeeeceeeeseeeeseeeeseeeesaeeesaeeesees 32 6 17 2 Visualization of the MasterChart ZOOM ccccceseeeeseeeeeeeeeeees 32 6 17 3 Ordering functionality ce cccccceeeeceeeeceeeeseeeeseeeeseeeeseeeeseeeesees 33 6 17 4 Projection of drawn lines into the MasterChart cceee 33 6 17 5 Projection Styles for drawn JIN S cccccccseeceeeeeeeceeeeeeaeeeesaeeees 34 6 18 Time amp Sales Bal cccccccccceececeeeeseeeeceeeeceuceceueessueeseueessusesaueesaees 36 O29 SC MAIO AM aa 37 NanoTrader 3 fr Fd PERTES NanoTrader Charting amp Trading CIT WNC Wala AG C e E 37 6 192 The Sentis PAGS eicscicsiccncrcsvedesesce rinses ndusteavedesedcecdesessexdesecesedeeedss 37 6 19 3 The Eval Page ccccccccsecssesseesesseeseesscesessecseassoesenseeseeseoeeenaes 38 6 20 The Spe ed Trade r ccccccsscccesccceececsececueeceuseceueeceusessusessueessueensuees 39 6 21 Displaying the Market Depth Histogram in the MasterChart 39 6 22 Displaying the MarketProfile in the MasterChart cccceceseeeeees 40 2 IS ON ce cacercerse ceca soso E 41 6 24 Visualizing Stops and Profit Targets in the MasterChart 41 6 25 Visualizing Fills in the MasterChatrt cccccseeeceseeeeeeeeeeeeeeeesaeeeeeas 41 op DOS a B co oe nT Ter errr Te errr rrr Ten TTT Ter Terre 42 6 27 Copying a Chart as a Bitmap to the Clipboard ccc
110. ders work as OCO 178 ASTEA PERTES NanoTrader Charting amp Trading Usually you place an OCO Server order to protect a position that was already entered 25 4 4 Limit Stop OCO Server Orders used in TradeGuards lt is possible to use Limit Stop OCO Server orders as the order type used by the TradeGuard to place orders Order Defaults Euro U5 Dollar Spot 4 x Bracket Orders Target Type JLimit 0 00 Server Stop T ype Stop OC0 Server Manual Orders Initial Size AutoOrder Size Size Increment Warning Size O no warning Reject Size O no rejection Frice Increment 0 00001 Autolrder Entw Orders Order Type Market Time in force Day Speed rader ChartT rader Orders Limit T ype Lirrit ba Stop Type Always apply real onder fill prices i study E PLivek valuation TradeMaster Leg Opening Orders Limit T ype Lirit Stop T ype step o Cancel In order to use these order types you need at least one price stop and one target in your study e g a ClickStop and a ClickTarget as these are required to define the prices for the bracket orders Conceptually there is no difference to using a normal Limit and Stop order pair However managing the OCO feature is done by the OTC server not by NanoTrader Thus the advantage is that in case of an internet connection l
111. des 0 00 Std Dev losing trades 45 07 mas shares contracts 1 mas drawdown 262 50 Fynechancir 1 FRAN Note also that you can simultaneously open as many DayTrade Statistics dialogs as you want for a most convenient evaluation of the trades 8 23 2 Definition of a Trade A trade is defined to start when the position of a symbol deviates from 0 due to a fill A trade is completed whenever the position size of the traded symbol reaches or crosses zero Examples buy 1 sell 1 gt 1 Trade buy 3 sell 2 sell 1 gt 1 Trade buy 3 sell 6 buy 3 gt 2 Trades buy 3 sell1 buy 1 sell 1 buy 1 sell 3 gt 1 Trade The profit loss computation of a trade takes volume oscillations within that trade into account NanoTrader 11 AT kara hana NanoTrader Charting amp Trading 8 23 3 Manually adding fills If NanoTrader is not notified of a fill e g because it is not running or because of a connection loss the fill sequence will be incomplete and hence the derived trades will be incorrect Therefore NanoTrader allows to add manually fills for a symbol To do so highlight the symbol you want to add a fill for and then choose Add a fill Papertrade Paper x ARE EE E SARE Ea a e EE Mame Symbol Buy Sell Exit Pos Traded azi k Pa 4m Fu FESX DECOY DE Buy Sel ext te Add a fill FDAX DECOY FDAX DECOS Buy Se Exit 0 0 0 Manually add a fill that occurred while the Euro FX DECOS Euro F
112. ding the LiveStatistics Sentimentor to a Study The usage of LiveStatistics requires a specific permission to be provided by the company that licensed NanoTrader to you If that permission is available then the LiveStatistics sentimentor shows up in the Add Sentimentor dialog in the Standard section NanoTrader 142 sf FIPERTEC inancial Performance Technology Nano Trader Charting amp Trading xi Channel Breakout Favorites Kk a Crossing MA Study gt Directional Ind D1 Crossing MA D5 LiveStatistics H Exp Moving Average MACE H Dyn Momentum Idx Moving Average Heikin Ashi Meta Sentimentor High Low Channel gt OrderBook ie kaufmann s AMA PapressikaT PeriodsHighLow Stop Linear Regression Directional Ind D1 g Live statistics Expressi Cmo Bollinger Bands Click Target MACD Histagram Click Stop z Meta Sentimentor roon Display in Masterahart f Display as subwindow in MasterChart window Insert as Sentimentor Filter Stop Tactic Cancel The parameters of the LiveStatistics sentimentor are grouped into four categories which will be discussed in the following sections 19 3 3 Price Data parameters The LiveStatistics sentimentor should be provided a lot of data so it has a good repository to search for extracts As a typical study should not load too much data as that is usually not very sensible the data loaded for the LiveStatistics is decoupled from the MasterCha
113. e MasterChart By clicking the TwinChart icon iii a new sub window is created showing the TwinChart You can configure it in the DesignerBar or directly in the chart just as any indicator 6 17 2 Visualization of the MasterChart zoom The time range currently displayed in the MasterChart is highlighted in the TwinCharts This allows to easily navigate in the price data 2 EUR FX WD 5 Min TradeGuard Oj x 4 Click Target 30 F Click Stag 60 1 36835 4 g a 1 36000 ma D 1 35000 1 34595 4 6 02 17 00 01 03 08 05 15 55 02 03 10 20 t eS 1 36925 1 36000 1 34345 4 19 02 23 02 25 02 26 02 02 0311 00 q 1 51445 4 SUUUU X 4 gt 0 TANNA ES FBS 1 45000 1 40000 1 34645 1 32515 lt 06 05 09 25 06 09 14 08 09 02 10 09 20 11 09 11 01 10 02 03 10 data 0 00000 y 1 37436 1 34440 C 1 34595 H 1 34620 L 1 34405 0 Span 0 16 214 Ticks Senti 50 00 NanoTrader 32 Aia aretas NanoTrader Charting amp Trading 6 17 3 Ordering functionality A TwinChart provides the same order functionality as the MasterChart Orders can be placed through the ChartTrader Working orders are displayed in the TwinCharts and can be modified there as well as in the MasterChart FDAX MAR10 60 Min TradeGuard j Oj x W Ge Bal amp 60 Minutes 7 QQ0 BSE S ee o 0 Fy 60 Min FDAX MARIO XEurex TradeGuard Pos 0 P TradeGuard
114. e Windows task bar Pa BS G v7 20 Each cup represents one Java console Closing of the Java consoles can be achieved by terminating all iexplorer exe processes through the Windows task manager 27 Accessing Price Data NanoTrader allows to access a number of price data bases directly Moreover it can read the price data from structured text files called quote files that can be created by most of the popular chart software by using their respective data export functionality In this document we will not describe the direct access of the German chart software such as Market Maker or Tai Pan Please refer to the German User s Manual The data source containing price data are configured with the Data Source dialog that can be started via the menu Extras Data Sources 27 1 Accessing MetaStock data To activate the MetaStock data access please checkmark the Activate MetaStock checkbox Now select the MetaStock directories to be shown in the NanoTrader WorkspaceBar by clicking the button Add Directoy Usually you will select a directory that contains MetaStock data but it is also possible to select a normal windows directory that contains MetaStock data in its subdirectories With you can remove a directory from the list With entered manually a directory can be Data Sources Quote File Settings MetaStock Settings Market Maker Settings Tai Pan IW Activate MetaStock Data Add Directory Me
115. e a continuous action The price is recalculated every time the orderbook changes a new tick arrives or when a new bar of the NanoTrader T fr Fd PERTES NanoTrader Charting amp Trading m is completed Note the different colors used to display one time and continuously working tactics if 9 1 3 Available Tactics Stop Orders Name Explanation One time action BrkEven Moves the stop to the break even Yes price This price is defined by the average entry price plus one tick for long positions or minus one tick for short positions AvgPrice Moves the stop to the average entry price 1 Tick Increases the Stop level by one tick 1 Tick Decreases the Stop level by one tick Bid 1 Places the Stop at the second Ask 1 best Bid or Ask Trail Automatically trails the order with No constant the offset that was present atthe adjustment Trail activation Note the Trail distance is calculated on the basis of the order book not based on the last price Example Long position protected by a Sell Stop order Last price 101 Best Bid 100 Current Stop price 90 Ticksize 1 lf Trail would be activated then the trail distance would be 10 ticks Whenever the Best Bid increases the stop would trail 10 ticks below This reduces the risk that a stop order modification is rejected by the exchange after a spike because of the Stop price being beyond the current order book NanoTrader ee
116. e automatically In case NanoTrader is the only application that connects to CQG this option is safe It will terminate the CQG API process and start it freshly e Keep it running and try to login Use this option if also other applications require a login to CQG e Ask what to do This lets you decide at the given login whether you want to terminate the process or continue to login In case an API process Is alreday running but in an invalid state and then a login is attempted then this login will fail If this happens you could just go to the CQG page and click Terminate CQG API process now W activate COG Username 59384223 Password System Demo System Administrative Settings and Features Install latest COG 4F Handling of an already running COG API process prior to login Terminate automatically Terminate CUG AFPI process now k Then click OK and a new login at CQG is attempted NanoTrader 166 24 4 Handling SpeedTrader DOM Depth of Market subscriptions CQG limits the amount of DOM subscriptions you can have The exact number depends on your license but will typically be 3 or 10 Please enter the number corresponding to your licence in the following field Administrative Settings and Features Install latest COG 4PI Handling of an already running COG AFPI process prior to login Keep It running and try to login Temnate EAG API process now Available onder bo
117. e master extract itself is not shown The various blue line segments indicate where the closing price of the periods ended after 3 6 and 9 periods LiveStatistics provides a parameter named Foresight Span to define how many periods the first foresight should be in the above case 3 periods Another parameter Projections defines how often that foresight span is to be applied into the future Here the projections parameter is also set to 3 hence the closing prices of 3 6 and 9 periods after the extract are measured If Foresight Span was set to 2 and Projections to 5 then the closing prices of 2 4 6 8 and 10 periods after the extract would be measured Close after 9 perio The so called process of projection now takes that data from the past and attaches it to the master extract as shown in the following graphic NanoTrader 135 fr Fd PERTES NanoTrader Charting amp Trading oe Price development Price develompment after the extract projected to Master Extract Similar Extract There are various ways how the prices can be projected the most simple being a one to one projection i e if the price after the Foresight Span in the extract went down for say 20 ticks then the projected price for the master extract would be the close of the master extract minus 20 ticks Typically though the selected extracts might date back quite a while and the symbol might have traded at very different prices at that time A
118. ecceeeeeeeeeeeees 42 6 28 Displaying multiple Symbols in the Chart Window cc csceeeees 42 629 SAVING a SUG eee EEEE EEEE 44 6 30 Save as Template Study cccccccccccssececsseeeseeeesseeeesseeeeseeeeseeeeeeas 44 Gio SAVS aS OUD onae 44 F Diawng Into a NUN er vss sa peseence vera us tageseande pareve eeuseeeesaneeeuaceyemesuaeeeaeeie wees 45 Pol GENea NOOS recess E E E EE 45 7 2 Usage Modes of a Trendline and Horizontal Line cceeeeeeeees 47 7 3 Defining an Alarm ccoscravacntacecanecateceandasmseandaaucnaatsamincndecsienatinseuncedacedienedita 48 7 4 Drawing Fibonacci Levels into a Chart ccccccccssseeeseeeeeeeeeesaeeeeees 49 9 Trading WIA Nano TSN sesca E vaseudenuiasaduausioneteawaenestease 49 8 1 Introduction ajc ssiemcntwancnwsencatenniencobiansumatnsesanniiameuastewsensobesiencobisnsamsencesensinss 49 o2 Tanwar rad erae EEEN 50 8 3 Creating AN ACCOUNT cccccccesccceececeeeceeeeceuseceueeceuseseuseseueessueensaes 50 oa MO AGING AM AGC OU eceeccsaeecectpenagcscaceaencanacaceedaanesmetsannaacteunesacntonasenanene 51 So QOS anM 6 000 cee nen A 51 8 6 Structure of the ACCOUNtBAr cccccccccccsseceeeeeeeeeeeeeseeeeeseeeeesaeeeeeas 51 8 7 Configuring the Account appearance ccccseeeeeseeeeeeeeeeeeeeeesaeeeeees 53 8 8 GrealinG n ACCOUNT POSMON s sess ninenin EnA AREE EAE 53 8 9 Defining the Symbol Details ccccecccseececseeeeeeeeeeseeeeeseeeeesaeee
119. ecording open the context menu again and choose Stop Recording NanoTrader 121 AF financial Pecjormance mermowsy Naan Trader Charting amp Trading x f The data has been sawed aes title DAS MAROS 03 02 09 16h20 16h20 OB Please see the PlayBack Folder in the WorkspaceBar To indicate that the recording includes the order book data the title of the recording carries the extension OB 17 4 Playback of Recordings A recording equals in all aspects a standard security except that its available data is predefined So you can assign studies to it and of course trade it in the PaperTrading You can also load multiple studies simultaneously they are all fed with the same data By loading a study for the PlayBack the saved historical data is immediately loaded and the PlayBack starts To control the PlayBack a panel is used FDOAXSPOT EUX 25 06 07 11h1i5 2ih im 5m 10m 60m Acceleration feo ist 1s 5m 1s 30m Apply is 1m 1s 10m 1s 60m 25 06 07 Mon 11 44 Click Pause to let the playback pause Click once again to let it continue The 1m 60m allow to step forward the specified number of minutes This works in both Pause and Play mode The Acceleration allows to speed up the replay Use one of the predefined settings e g 1 second realtime plays 10 minute recorded data 1s 10m or choose your own specification When the complete recording ha
120. ed symbol e Incase the Sentiment Enter Signal is set to Limit price next bar NanoTrader will use the order type as defined in the Limit Type of the OrderDefaults of the traded symbol If that type is set to a limit order LiveEvaluation mode is automatically activated If the Limit Type is set to Market by Study NanoTrader will use a Market order to open the position In this case LiveEvaluation mode can be activated by checking the field Always apply real order fill prices in study e Incase the Sentiment Enter Signal is set to Confirmation price next bar NanoTrader will use the order type as defined in the Stop Type If that type is set to a stop order LiveEvaluation mode is automatically activated If the type is set to Market by Study Nano Trader will use a Market order In this case LiveEvaluation mode can be activated by checking the field Always apply real order fill prices in study 8 10 5 3 More on Limit Stop Orders Per default the limit stop price is set to the closing price of the period that created the order for Limit orders or the High Low of the that period for Stop Orders see the detailed discussion in the Manual NanoTrader TradingSystems Section Execution of Signals It can be overridden using the Express functions SetLongTrigger and SetShortTrigger A limit stop order is valid only for one period If it is not filled within that time it is cancelled automatically A submitted limit stop order
121. eeas 53 8 10 Setting Order DETAUNS sieisenco aai 53 8 10 1 Manually Created Orders ccccccccccseceseeeeseeeeseeeeseeeeseeeeseeeesees 54 8 10 2 Orders Created from the SpeedTrader ChartTrader 55 0 103 Bracket OVC CUS tasciccrcsitnciais vndnwecics nsncesiciv adnstexvedesesice edeseats pdeeesessderedss 55 8 10 4 Important Notes ON RISKS cccccccceeeceeeeeeeeseeeeeeeeneeeseueeaeeenaees 55 NanoTrader 4 fvFIPERTEC Financial Performance Technology NanoTrader Charting amp Trading S100 PAUTOOhEr Enty OGG lS taesscsesdecscsastcesseacteacecesdceccsesececenesdeasexacdacs 56 8 11 Manually Ordering aici ts sere catnceieter cance endanadeeedncrcakedsareshadeensecedaneeeedacedes 58 8 12 Visual Trading Limit Stop Price Sliders cccccseeeeeseeeeeeeeeeseeeeeees 60 8 13 OCO Entry 9 lt 6a ene ere er nee eee ee eee 61 S14 7210 812 00 lees 14 6 eae eee ee eee 62 8 15 Modifying an Order cc ceccceccccesceceeeeceeeseeeeceeeeseeeeseueeseeeesaueeseeeesaeees 63 8 16 Assigning a Study to an Account POSItION ccccceeeeeeeeeeseeeeseeees 63 8 17 States of an Assigned StUAY ccccccccceceseeceeeeeseeeeeseeeeeseeeeseeeeeeas 63 91o EMEEN y E e 66 GI NOC AUO a laced dia denessaaeuensenions 66 8 20 Visual Trading Click Stop and Click Target cccccsseeseeeeseeeeeeeees 66 8 21 Visual Trading Using TrendlineS as Stops ccccccceecceeeeeeeeeeeeeee
122. eeeeeneeeseeeeeeeeneeeseeeeees 19 6 3 Specifying the Charting Aggregation cccccssscessseeeeseeeeseeeeeseeeeeees 20 6 4 The DesignerBar An OVEIVICW ccccccesceceeeesseseeseeseesseeeesseeeenes 21 6 4 1 Folding the DesignerBar in and out ccceeeeeseeeeeeeeeeeeeeeeeeees 22 O42 DESCON PICS eaen 22 6 4 3 Changing the SCWIACS vxcivessviveseccvsseyccasevevesavexeyexevereuesevexeuesaserereed 23 Co PACGTIIIG S MM MO eia E EARE EEE E 23 66 Deleting A SENtIMENTOS sssriirercrironiienneyarii errn EENEN EAEE 25 6 7 Visualization Of a Sentimentor c cc cccccceccceececeeeeeeeeeseeeeseeeeseneesauees 25 6 8 Aggregation of a Sentimentor Multiple Time Frame Analysis 26 6 9 Visual Feedback on Parameter Changes cccccccsseeeseeeeeeeeeeeeees 27 6 10 Sentimentor s Legend Context MeNu cccccceecseeeseeeeeeeeeeeeeseees 27 611 Reairanging SUDWINGOWS eae cacectcnconectaccoscatcecacentaecaaceteaceccateaconectaceoseate 27 6 12 Some Charting Functionality at a GIANCE cece ceeeeceeeeeeeeeeeeees 29 6 13 Line Chart Candle Sticks Bar Chatt c cc ccccceeeeececeeceeeeeeeeeeeees 30 oral PERTAMINA eee eee eee een en ne eee een eee eee 30 6 15 ZOOMING acre en suenceancacxeeanseceestencneccncacnducnanenauch sqexsaungusxesaneccnmeaneeceenaniacns 30 6 16 Standalone VIEWS ccccccceccccescecesceceececeueeceuceceueeceueeseueesueessueessaees 31 GM NAG INS e EE EE 31 6 17 1 A
123. eeeeseeeesaaeeesaeeeeseeeeeeas 117 16 10 PengodsHIONLOW SIOD creirie 118 16 11 BreakEven Stop BreakEven Stop EOP cccccseeeeeseeeeeeeeeeees 118 tO l2 Endine O ee E E E E 119 16 13 Trendehannel StODercrrnrieiar erkin rr naiean E EN IAA EEEE EATER Eaa 119 17 OneClick Recording and Playback ccccccceeeseeeeeeeeeeeeeeeeeeeaeeeeeeees 119 17 1 Converting a Zoom in a MasterChart into a Recording 1 0008 120 17 2 Create a PlayBack for the Last Trading Session 0 ceeeeeee 121 17 3 Using Live Recording cccceeccceeeeceeeeceeeeceececeeeeseeeeseeeeseueeseueesaaees 121 17 4 Playback of Recordings ccccceececeeecceeeeceeeeseeeeceeeeseeeeseueeseneesaaees 122 17 5 A Note on Paper Trading with PlayBacks ccccccsseesseeeseeeneeeeees 123 18 LIVE T ADIOS 20 cece ccecccseeccceeecseeeceeecsaeecsueecsaeecsaeecsaeessueessueessueesseeessaeesas 123 TS WVU ISA LIVE TDO aenea 123 18 2 Opening a Live Table cc ceccccseeeeceeeeeseeeeeseeeeeseeeeeseeeeeseeeeeas 123 18 3 Creating 2NCW EIVE QDS sccscctescedssemscsticcessedanepsaeteeepesdmerssedemesers 124 18 4 Adding Symbols to a Live Table cc ccccccccccseeeceeeeseeeeseeeeeeeeeseeees 124 18 5 Attaching a study to a LiveTable s symbol ce ccecceceeceeeeeeeeees 125 18 6 Removing a study from a Live Table ccccccccceeeeseeeeeeeeeseeeesaeees 126 16 7 SDECIFVING NOUMNGATIONS ctccsscceccccnsses
124. elopment is However by adding some more elements as shown in the next graphic the gathered data becomes much more expressive H ini Livestatistics DA DECI 5 Minutes 600 Linear Last P ale 5816 0 5810 0 5800 0 5790 0 5700 0 5771 5 5760 0 5750 0 of 40 0 5730 0 T af 20 0 5710 0 pagi TR 5690 0 5680 0 5670 0 4 periods TradingRange in 1 10 1 53 ATR Hits 26 histhlax 3 5660 0 and Shape accuracy 3 above 4h 4 below 42 9 5653 5 29411 0855 10 10 10 25 10 40 11 009 q Here we have three projections The yellow bars indicate a vertically displayed histogram per projection showing the proportional number of how often NanoTrader 137 Ae Ne Se NanoTrader Charting amp Trading foresight prices from the selected extracts were projected on the given price level The big blue dots to the right of the Master Extract indicate the average price level of each projection Here we see that the average projected prices are biased downwards Moreover we see three bold blue lines originating from the master extract s close price The middle blue line is partly overlaid with a yellow line highlighting the master extract s close price By default the lower blue line is drawn such that 20 percent of the projected prices are located below that line Similarly the upper blue line is drawn such that 20 percent of the projected values are located above that line The middle line is the 50 percent
125. en V 2nd best bid ask Z 1 Tick f l e EZEIN 5656 ANSE 5654 5652 oj 5650 el aN 5648 5646 5642 X 4 gt 0 OWE E Stop below Iv 1 Tick V Trail V Parabolic Stop 10 0 02 0 2 E vV Linear Stop 0 5 0 5 10 fH vV PeriodsHigh 10 0 1 10 0 1 Backtesting 15 12 08 Mon 18 50 data 5652 0 y 5635 1 5652 0 C 5652 0 H 5652 0 L 5652 0 45 Span 0 00 0 Ticks 5 412 18 48 59 18 49 27 18 49 55 18 50 23 18 50 51 NanoTrader 14 By clicking onto the price box associated with a slider the available Tactics are displayed 210 x ESA O Ons Ss QQu GB BERNE Ze o0n 2 2 CUETETuaaeu Pos 0 P L 0 00 TradeGuard AutoOrder Exit H Click Target 30 1 G N Click Stop 30 1 5658 Kaufmann s AMA Kaufmann s AMA 5 E Tactics E Limit above i i 5656 EE 5654 5652 5 5650 V AutoAsk V Ask V Ask 1 V 1 Tick Limit below V 1 Tick V Bid 1 V Bid V AutoBid E Stop above V BrkEven V 2nd best bid ask V 1 Tick A Stop below V 1 Tick Vv Trail V Parabolic Stop 10 0 02 0 2 V Linear Stop 0 5 0 5 10 V PeriodsHigh 10 0 1 10 0 1 Backtesting C EEC 5648 5646 5644 Ask 1 ER 5637 5 1 5636 5642 had O T x 5 12 18 49 02 18 49 30 18 49 58 18 50 26 18 50 54 15 12 08 Mon 18 50 data 5653 0 y 5636 2 5653 0 C 5653 0 H 5653 0 L 5653 0 84 Span 0 00 0 Ticks Each tactic is represented by
126. en Time in Force you may need to enter a date x SAP ETR SAP AG ST O N Cancel 1 S 3 47 57 6 Volume 00 A fn 8 3 10 Type LroitPrice AusPrice 127 350 Last 8 12 Visual Trading Limit Stop Price Sliders lf there is a study assigned to an account position and the study is loaded then NanoTrader displays a price slider in the MasterChart in case a limit or stop order is to be created Nano Trader 60 fa FIPERTEC inancial Performance Technology NanolTrader Charting amp Trading NanoTrader DAX MAR09 SIM 5Min TradeGuard 5 x Gi File View Extras Portal Help 8X o ci A E co Openachart Save All PageManager Tile TradeWizard SpeedTrader Time amp Sales About i DAXMAROS SIM 5Min TradeGuard x v J PeF 0 Ei xg Ae ot ae DAX MARO9 SIM Deactivated _Exit FIPERTEC1 2A Click Target it DAX MARDI E zd i 4442 5 4 i g l Click Stop 60 1 2 3 1 E slg foyr aane E z eE doa ay Y 4418 5 e Volume pe be i i 4400 i t wil q En ar 5 X Day 4350 Cid Price 2 i 0 0 4325 Ask 4419 0 i po 4300 E Fl T Bid 441 8 0 M OCO Entry 4250 mE 4225 x 4202 5 4 2 02 10 50 Buy Abort 16 25 19 15 04 02 12 30 E b 04 02 09 Wed 12 30 data 4418 5 y 4359 0 O 4421 5 C 4418 5 H 4423 0 L 4417 0 251 Span 0 14 12 Ticks Pats Testserver2 FIPERTEC1 q x UEFE TEETE Name Position Bu Sell Exit Last P L Cu
127. er Charting amp Trading x Quote Files Market Makenwiio T eleBorse Tai Pan MetaStock RealT ick b is Consors Trader Tai Pan AT COG eSignal DDE Simulation IY Activate eSignal 1 3 Add Security 3 z Delete Security Edit Security Add Folder Delete Folder E dit Folder 4 Abbrechen emenn 1 Activate the NanoTrader access to eSignal 2 NanoTrader lets you organize the securities you want to access into folders A Sample folder is part of the distribution New securities are added to the highlighted folder a Click the Add Security Button to define a new security The following dialog will pop up x Symbol Name optional WEN optional Cancel e Enter the Symbol of the security to be made available in NanoTrader The symbology is exactly as in eSignal e Name is the symbolic name of the security displayed in the WorkspaceBar of NanoTrader If it is left empty NanoTrader will use the symbol instead e WKN is optional and used by NanoTrader for providing so called External Sentiments coming from Sharper de or MoneyBee NanoTrader 194 Aia aretas NanoTrader Charting amp Trading Edit Security Symbol E Cs sET Name optional E amler Chrysler WEM optional 71 oggi Cancel 3 Press the OK button Quit the Data Sources dialog by clicking OK The WorkspaceBar of NanoTrader is updated automatically and shows the new settin
128. es a well defined price movement formed by these periods In LiveStatistics though we usually do not know in advance if a certain extract turns out to be particularly meaningful The analysis starts with defining the so called master extract One way to do so is by highlighting a portion of the chart manually as described below Another way would be to define it dynamically like e g the last 5 periods of my chart is the master extract or the periods since start of the trading session until now is the master extract The dynamic master extract definitions have the advantage to constantly initiate the LiveStatistics analysis whenever a new period is created without the need for manual intervention The master extract is visualized with a dashed box having a tack above it The tack allows to fix the master extract in case it is defined dynamically If it was untacked it would move automatically whenever a new period is created By tacking it the master extract becomes fixed and you might easily observe how the real prices develop compared to the master extract s projected prices Manually Moving the Master Extract Sometimes you might want to move the master extract to a different location e g two periods backwards This can be achieved by using the navigation buttons which are displayed as soon as the tack is fixed oars jal Ihr Similarity and Extract Selection With the master extract as a template LiveStatistics now searches the l
129. es effective press the Escape key on your keyboard 6 10 Sentimentor s Legend Context Menu Right clicking on the sentimentor s legend will pop up an associated context menu Aggregation of MACD MACE Visualization Settings t Display MAGE in Masterahart Remove MACD Copy window to Clipboard 6 11 Rearranging Subwindows To move an indicator window to another position drag the name of the indicator as displayed in the chart s legend and drop it to the new position e g NanoTrader o fv FI PERTEC NanoTrader Charting amp Trading BMW 1T MACD W ol o ho Tage BV MACE 1 T Sea tous 29 06 08 02 10 08 06 11 06 10 1 E m a 1 T a a T ss useli Ma 1 23 1 T 29 05 08 02 10 08 06 11 08 10 1 A eta Sgntimentor eee 1 1 1 1 T ot Maw Kot ag p o ad Note that as the parameters could also be changed by clicking on them you cannot drag the legend when pointing to a parameter so always drag the name of the indicator An indicator displayed in the MasterChart can be dragged out of the MasterChart BMW 1 T MACD This is similar to using the context menu entry Display as Subwindow of the MasterChart but in addition it also defines the location of the newly created subwindow An indicator that could be displayed in the MasterChart can be dragged into it This is equivalent to using the context menu entry Display in MasterChart
130. figured configured activated are shown in the external trigger column of the AccountBar NanoTrader 158 fv FI PERTEC NanoTrader Charting amp Trading By clicking on OK you create or modify the external trigger using the defined parameters A single mouse click on Delete will remove the external trigger 20 3 Configuration defaults and monitored directory Using Extras Options the defaults shown on the form to create a new external trigger and the monitored directory for the text files can be configured Show aggregated volume in Speed Trader Auto zoom at new period Default plotted line width Percentage of the chart for the future Keep selected drawing tool activated No E Directories User data C Users eroost Documents WHS Future St Studies C User ernost Documents WHS FutureSt Template Studies C Users eroost Documents WHS FutureSt This is the meaning of the parameters e Monitored directory Directory the NanoTrader is checking for new text files The default directory is External Trigger inside the directory containing the data of the platform e g C Users windows username My Documents NanoTrader External Trigger e Default instrument identifier Text used as Instrument identifier on the form to create a new external trigger e Default required keyword Text used as Required keyword on the form to create a new external trigger e Default buy identifie
131. for visualization purposes only and does not influence the signal generation in any way e Long Stop The line is used as a price based stop that is triggered when the price NanoTrader 47 el NN PRALES NanoTrader Charting amp Trading crosses the line from above this usage is especially interesting in conjunction with the TradeGuard functionality e Short Stop Analogical to the Long Stop A position is closed when the line is crossed from below e Sentimentor Stop The line is created as a Sentimentor Stop with The interpretation of a trendline for generating the corresponding sentiment uses so called Ssupport resistance zones where the line has a high significance The visualization of this zones can be toggled with the Visualize support resistance zones option A specific TrendlineSentimentor explains the Trendline Sentimentor in detail See the manual NanoTrader TradingSystems e Sentimentor Analogical to Sentimentor Stop The trendline is created as a sentimentor and influences the overall sentiment e Filter The trendline is used as a normal Sentimentor applied as a filter 7 3 Defining an Alarm lf a line is attached to a realtime study Nano Trader can emit an alarm anda corresponding dialog when the line is crossed Line Properties x Name 03 02 15 00 Start alue 4288 2427 E 03 02 15 50 es EndWalue 4340 9038 0 03 02 17 05 Right extension w Remove Line Line color a Line widt
132. fresh incoming live data into 5 Seconds bars DAX MAR09 SIM S5 Sec TradeGuard i lol x W Ge e R II Seconds v 3 Saeg ir JE aaea ee oO 0 6 A 3 mS Sec DAX MAROS SIM TradeGuard eli sag 4 3 a pl HP ett ni EJ Jy 4600 3 a 1 4550 Mh onun lt i n l M 4450 z i a Do oe E x 05 02 06 02 09 02 10 02 11 02 12 02 16 00 16 01 4349 5 4 06 02 09 Fri 15 00 data 4637 0 y 4332 1 4588 5 C 4637 0 H 4642 5 L 4567 0 25387 Span 1 65 151 Ticks In this display you can easily detect longer term support resistance levels from the past yet you still get the new live data in a fine aggregation 6 4 The DesignerBar An Overview The DesignerBar holds the main information and settings that make up a study It is designed so that you can immediately view all the relevant settings prior to activate the study for trading in TradeGuard or AutoOrder The DesignerBar and its various elements will be discussed in detail in dedicated sections Here we will restrict to some notes NanoTrader 21 6 4 1 Folding the DesignerBar in and out Once the setup is complete you will most often fold in the DesignerBar for saving screen space To do so just click the pin of the DesignerBar DesignerBar and it will be folded in and represented by a tab DAX MAROS SIM TradeGuar CERE 6 hin DAX MARO Click Target 30 Click Stop 60 Moving Average C3C Jequaubisa
133. g br Move the mouse over the tab and the DesignerBar will fold out Click the pin again to fix it 6 4 2 Description Area The Description Area displays a description for the highlighted element This is helpful in the beginning to get familiar with Nano Trader You can hide the Description Area by clicking its toolbar icon DesignerBar ming pax marco fe Click Target 30 a Ki Click Stop 60 EAr Moving Average 30 Trading Account Paper Ea Description Area Order Volume 1 Show description area of the DesignerBar Automation state TradeGuard AutoOrder Target Ordertype Market by Study 4 Stop Ordertype Market by Study le i at E Brackets Click Target 30 Hee Click Stop 60 Multiple Targets No Multiple Stops No Unit for Brackets e Ticks Trading All settings required for placing trades through the 03 02 08 30 08 55 Chart SpeedTrader TradeGuard or automized studies 6 Min MACD 12 26 NanoTrader 22 6 4 3 Changing the Settings To change a setting of the DesignerBar just click the element Depending on the type of the element you can either change it in place or a special dialog will open DesignerBar x Pas gt P Ag ee EE E Trading al Account ae Order Volume Automation state TradeGuard Aut Target Ordertype hlarket by Study Stop Ordertype Stop El Brackets El Click Target 30 Initial Target Ticks EE Hh
134. gRange in 1 53 1 68 ATR Hits 26 and Shape accuracy 5 Hint This option can be used with all selection styles Note though that in this view the first plotted price of each extract is the close of the first period not its open whereas for the NetChange the open of the first period is taken into account So you might come across an extract in this view that seems to show a downward movement while the NetChange requires a positive value that is perfectly Ok Show in MasterChart If this option is turned on the LiveStatistics draws its projections directly into the MasterChart It doesn t matter if the MasterChart has a different aggregation LiveStatistics finds automatically the most accurate locations for the display of the projections Activating the option is particularly helpful if the LiveStatistics are used to find good stop and profit target levels NanoTrader 150 fv FI PERTEC NanoTrader Charting amp Trading E E DAA E Pos 1 PL 0 00 CumP L 1 TradeGuard Autoorcter Exit H PaperTrade E Click Stop 5 Risk 262 50 Target 550 00 EUR Click Target 30 5821 0 i 5510 5791 D 5791 D a Gi of 60 S750 5740 Hits 10 Sentiment 31 5730 ol 4 He 2911 1535 16 05 16 30 17 00 1730 18 00 0 iz All orders are also shown directly in the LiveStatistics sub window and can be amended right there Show Projected Curves Turn this option on to view all the projected price developments of t
135. gs i 59 Seripis YJ Live Tables BS Pal Sent eet ore E Sy Samples r l dette a Daini Cheyer Eaj Da0 E a flow Jones Incuntrial G Fleur a Met 2 Masdaq 10 27 4 Accessing CQG Data To activate the CQG access choose Extras Data Sources from the main menu select the CQG page and proceed as follows Data Sources S x Quote Files Market MakenWiioT eleBorse Tai Pan MetaStock RealTick b i Consors T rader Tai Pan AT COG DDE Simulation W Activate COG 1 BS amples 13 po cp aa ET i Daimle Chrysler ecurity 7 iD Delete Security H Dow Jones Index Euro U5D Edit Security Microsoft i Nemas 50 Add Folder Delete Folder E dit Folder A Abbrechen libernetmen 195 Nano Trader A tinanciat Pertormance Termes Nano Trader Charting amp Trading 1 Activate the NanoTrader access to CQG 2 NanoTrader lets you organize the securities you want to access into folders A Samples folder is part of the distribution New securities are added to the highlighted folder b Click the Add Security Button to define a new security The following dialog will pop up DDE Add Security a x Hame Service Topic ltem Delay E minutes Symbol or WEN optional moa e Name is the symbolic name used for this security inside NanoTrader e Service Topic Item are the values used by the Windows DDE protocol to communicate with CQG Fill
136. h 2 Usage as Drawing only fw Scale price axis to include this line Notification on next upward cross J Notification on next downward cross Sound C Progranme Fipertec N ano Trade Fla Define Settings as Standard OF Cancel Apply Note the arrow indicating that an alarm is set NanoTrader 48 fr Fd PERTES NanoTrader Charting amp Trading AXMAROS SIM 5Min TradeGuard Minutes 3 QRQume BER Mai 10 x TEDEN STP 5 Ss a ST RCE Po Deactivated Exit Paper aa Ki DE Click Stop 60 4394 4 3 4360 g 4340 Hy N 4320 z 4300 1 ity oo i pih 4280 p 4266 5 E t302 1400 14 55 15 50 16 45 17 40 A 03 02 09 Tue 17 40 data 4375 5 y 4332 2 0 4376 5 C 4375 5 H 4376 5 L 4375 5 6 Span 0 02 2 Ticks 7 4 Drawing Fibonacci Levels into a Chart The drawing of Fibonacci levels into a chart is analogous to drawing a line By clicking the button the Fibonacci draw mode is entered Now the Fibonacci construction line can be drawn into the MasterChart or into the chart window of a sentimentor When drawing the construction line the shift key can be pressed in order to automatically snap to the nearest high or low of the bar the mouse is pointing to lf pressing the Ctrl key while drawing the weight of the automatically generated Fibonacci sentimentor is automatically fixed to zero i e the Fibonacci line wi
137. har T 3930 3920 o D I a a m Al m 16 42 6 16 Standalone Views To explore specific ranges of the MasterChart or a sentimentor a standalone view can be created A standalone view can be zoomed and scrolled independently of all other windows This condition is indicated in the title bar of a standalone view by displaying Standalone View To create a standalone view mark the range with the rubberband while pressing the Shift key When releasing the mouse button a new standalone view will be created displaying the selected range 6 17 TwinCharts A TwinChart allows to display the price data in an aggregation different from that chosen for the MasterChart e g chose a 3 Minute aggregation in the MasterChart and add a TwinChart with 60 Minute aggregation and another TwinChart with daily data This allows to easily view short term price NanoTrader 31 movements in relation to long term movements TwinCharts are also extremely helpful in detecting long term trends and support resistance levels and to take them into account in the short term trading 6 17 1 Adding a TwinChart As TwinCharts are considered so helpful there is a dedicated icon for adding a TwinChart to the study 1 Min EUR FXMWVD Trade Guard Click Target 30 gs 8 Add TwinChart TwinChart allows to display the price data in an aggregation independently From the MasterChart Drawn lines are projected into th
138. hat are not monitored by you ona continuous basis Once placed a TrailingStop order cannot be modified manually Instead cancel it and place a new one A TrailingStop shows its trailing offset in ticks next to its current price in the WorkingOrders page In the chart the order is shown with a small arrow to indicate that the order is trailing NanoTrader 175 Euro US Dollar Spot Plain 2567048 x ih la E Mtes BI QRQoB BSE MG FIel G Of a w E OS SES tS et EE Pos 1 PL 7 Deactivated Exit H 2567048 3 R z 1 27378 A H l 404 Dfa ll gt 1 27229 1 27238 T i 14 4 f o 27000 a fe S fl 2 1 26500 p T i iog w A ET 1 26000 D 4 g 1 25500 gt i 2 wee 1 25217 4 5 13 07 10 00 17 00 14 07 07 00 12 00 12 40 E D E m 14 07 10 Wed 12 35 data 1 27244 y 1 24943 O 1 27213 C 1 27244 H 1 27244 L 1 27192 0 Span 0 04 51 Ticks WHS 2567046 q x Y ft tt iw Symbol EUR USD sel 1 0 1 26894 Price Type Initiator 260 TrailingStop Submitted Manual 249725864 E Positions Eh working Orders E Completed Orders MNano YirtualBrokerage PaperTrade Ready 25 4 2 Parent amp Contingent Orders A Parent amp Contingent order consists of two parts 1 a parent order e g a limit order for opening a position fo FIPERTEC Financial Performance Technology NanoTlrader a Charting amp Trading NanoTr
139. hat could be used in a LiveTable Note Many fields specifically fundamental data are only supported by the a version of NanoTrader that receives data from vwd group To add a filed to the Selected fields click on it in the left list and press the gt button Nano Trader 129 f FIPERTEC inancial Performance Technology NanoTrader Charting amp Trading Column Editor q X Available Fields Last Last Confirm study value Last Date Last Settlement Date Last Time Last Vol Lowy Lowehe LowSeDate Maturity Selected x Symbol Last Bid Ask Last Time Total Val Change Change The displayed column heading can be changed by editing the label x Available Fields Last Last Confirm study value Last Date Last Settlement Date Selected Symbol Last Bid Ask Last Time Total vol Change Use the up down arrows to change the order of the columns Column Editor x Available Fields Last Last Confirm study value Last Date Last Settlement Date LowS2Date Maturity Nano Trader Selected Last Time Total val Change Change 130 A Le Se NanoTrader Charting amp Trading A selection of columns may be saved by clicking on Save As or loaded by clicking Load 19 LiveStatistics 19 1 What is LiveStatistics Imagine you are observing a chart The candles are developing on the screen in front of you and suddenly you feel like detecting some kin
140. he extracts the Spaghetti view Show Histograms Turn this option on to view the histograms of the projected prices NanoTrader 151 dij k Har B 5843 5 a 5020 0 in freSiatistics PAX DECI 5 Minutes 600 Linear Dynamic Day F 5803 5 5760 0 3760 0 of 40 0 Hits 175 histhlax 6 17 35 15 00 6 periods TradingRange in 2 09 2 82 4TR above gi 9 below 47 ot 571 3 z 4 29 11 15 05 15 40 16 15 16 50 17 25 18 05 Note the text display at the lower right Hits denotes the number of selected extracts HistMax denotes the maximum number of occurrences of the same price in the first projection Here we have a value of 6 so the largest bar of the first projection represents 6 occurrences The text below indicates what percentage of the first foresight prices are above or below the master extract s close price Foresight prices being equal to the master extract s close price are not counted hence the sum of the above and below percentages sometimes is less then 100 Stepped HH amp LL When extracting the highest highs and lowest lows there is no information gathered about when that highest high or lowest low occurred within the foresight span It might have been right at the first bar somewhere in the middle or even at the final bar Therefore the display of the quantiles is by default done in steps Although the stepped display is more accurate an alternative display i
141. header the LiveTable will be sorted with respect to that column Clicking again on the same column header the sorting will be reversed An upward downward arrow displayed in the header shows the current direction DAX 30 LiveTable _Symbol Last Bid Ask Last Time Total vol Yesterda vest 2 E LIN ETR l 14 13 14 933711 1019442 SAP ETR i i 14 15 54 496087 CON ETR 14 15 26 385555 MEO ETR 14 15 44 441356 BAY ETR l 14 15 41 1146178 DTE ETR i 14 15 00 10347835 ADSETR 114450 114350 114 440 14 15 00 260011 ECA ETR 6210062140 14 16 12 1118867 VOWETR 34640 34630 34640 14 14 32 1588247 SCHETR 50500 50490 50500 14 15 00 382477 DB1ETR 39670 39590 39680 14 15 02 128270 RWEETR 40150 40150 40180 14 15 32 571212 HEN3 ETR 59100 59100 59130 14 15 48 60462 MANETR 27 850 27850 27 870 14 15 23 309632 CBKETR 15100 15 080 15 100 14 16 03 1371421 DAX ET1 3920 44 14 16 00 0 BMW ETR 33 830 33 800 33830 14 15 01 887870 From the context menu of a LiveTable you might activate the Automatically Resort option DAX 30 Live Table LIM ETR 47700 SAPE TONE Automatically resort k MEG E Time and Sales When activated NanoTrader will automatically resort the LiveTable every five seconds This is indicated by displaying a red arrow in the column header instead of a white arrow NanoTrader 128 fv FIPERTEC Financial Performance Technology DAX 30 LiveTable last Bid A
142. here are good chances that those reasons will also apply a bit later NanoTrader 40 fr Fd PERTES NanoTrader Charting amp Trading As the MarketProfile is calculated from the final period backwards it is only displayed if the final period is part of the current zoom 6 23 Status bar The status bar shown at the bottom of the chart window is used to display information corresponding to the period the mouse is pointing to Reading from left to right the data are 03 02 09 Tue 10 45 data 4294 5 y 4267 8 O 4266 00 4294 5 H 4297 0 L 4283 5 Vi701 Span 0 32 27 Ticks Date day of week time value of the indicator price at this date value of the indicator price corresponding to the vertical position of the mouse pointer Open Close High Low Volume of the MasterChart price span in percent and ticks 6 24 Visualizing Stops and Profit Targets in the MasterChart Use the toolbar button i to turn on or off the visualization of the stop levels and profit targets E 10 x zoe m a fr a C Simu r W ela Mn E dk a ARR Aa GRA 1 imulation TradeGuard Pos 1 P L 13 00 CumP L 0 00 TradeGuard AutoOrder Exit Hl Paper Click Target 30 Risk 10 50 Target 24 50 Click Stop 60 6071 lt 4 6060 JeQuaubisag 6040 6020 pusngepess uopanwis 1 0L 48g94u m 0 quasi Tear Danti X 4 gt 0 0 FE RSS ELEERI Td oF 7RGT T es Oy 5994 o 0g b 49H A
143. icks 10 volume Ratio El Click Stop 15 1 a Initial Risk Ticks 15 can volume Ratio T Al Click Stop 10 2 Initial Risk Ticks 10 Pat Volume Ratio Multiple Targets binltinle Stans Ya Now assume we had a position of 3 lots to be protected With the above setting the order corresponding to the first Click Target would receive two lots whereas the second Click Target would receive 1 This reflects their ratio of 2 1 lf we had a position of 6 lots then the Click Targets would receive 4 and 2 lots respectively again maintaining their ratio of 2 1 In case we had a position of just 1 lot to be protected then the first ClickTarget would be assigned that lot and the second ClickTarget would not get active In general NanoTrader starts assigning volume for the Targets starting with the first target assigning it the volume as defined in its Volume Ratio parameter lf there is volume left then Nano Trader proceeds with the second Target If there is still volume left after working through all Targets it starts again with the first Target Hence according to that rule if we had 7 lots to be protected the first Target would receive 5 lots the second 2 lots Note that even in multiple stop target mode the Tactics are available for each ClickStop and ClickTarget 11 4 Display of the Profit Targets and Stops in the MasterChart When activating the TradeGuard mode and placing a trade the MasterChart will display the
144. ifferently in TradeGuard mode and in AutoOrder mode In case NanoTrader detects an overfill when in AutoOrder mode then NanoTrader shows a warning and immediately sends a market order to reestablish the intended position size In case an overfill is detected when in TradeGuard mode NanoTrader also displays a corresponding message However due to the nature of the TradeGuard allowing you to place many opening orders as stops or limits there is no well defined intended position size Therefore NanoTrader will not take specific actions other than protecting the new position size with adapted brackets 11 9 Backtesting Using Multiple Stops and Profit Targets Currently backtesting does not support Multiple Stops and Profit Targets Therefore it always applies the tightest mode no matter what the setting in the Evaluator is NanoTrader 107 fr Fd PERTES NanoTrader Charting amp Trading 12 Disclaimer Concerning Automatic Order Creation Automatic order creation requires a complex infrastructure where all components have to work accurately e g PC stability internet broker trading platform data provider study configuration Therefore Fipertec rejects any liability for damage resulting from using NanoTrader in the trading process In particular when using the automatic order creation provided by NanoTrader the trader is advised to continually observe the trading activities initiated by Nano Trader 13 Express Adding
145. ilters as Manual Sentimentors Simulation i alb Pea tee dt ee Copy Symbol ID to Clipboard Create PlayBack for latest trading session h X Delete Refresh WorkspaceBar 6 The Chart Window A typical chart window looks like this eR Q 0 BSP fil E min DAX MARDI Siki Trad Click Taigak 205 Click Step ooh Moving Aweesge 300 Poseid PLi ROO CuniPL 562 50 Da activabed Erit E Paper M E xE e An E Trading Account Paper Order Yoluma 1 Aulonration stale Deacivalnd Targat Ordetype flared by Shuty Stop Crdertype Markel by Study Brackels amp Click Target 30 B Click Stop g Multiple Targets No igle Stops Mo Urik for Gran a Tick ATR Span Information o Ailtters E waco 12 25 9 E bwlcatars B hoving Average 30 E Tacthes B Liimi adheres e AutoAsk 7 Ask Ask i Z 1 Tick B Liimi leli Trading All setings required for placing trades through the Chan SpeedTrader TradeGuard or automized siudies o xiao e TRARRE AEA 1015 10 50 6 1 The Toolbars The toolbars of the chart window gives fast access to the most frequently used functionality NanoTrader 18 fr Fd PERTES NanoTrader Charting amp Trading E gl PS Sines lR Ro Ala E A e E o0 a a Move the mouse over an icon and an explanation will pop up DAXMAROS SIM TradeGuard Paper x Brai hd 45 4 Minutes ee ae r di Click
146. iment reaches at least 60 It will indicate a Short signal if its sentiment drops to 40 or below 9 2 7 Order Confirmation and Report If the AutoOrder checkbox is not checkmarked you need to manually confirm the creation of the Market order once the TacticOrder has triggered NanoTrader 85 Activate the checkbox Show Report if you want to see the sentiments of the involved sentimentors that led to triggering the Market order If this is activated a report like this will be shown TacticOrder Execution Report Filter Crossing MA 2 10 Long Sentiment 65 Threhsold 65 Filter Crossing MA 2 20 Long Sentiment 100 Threhsold 65 Filter Crossing MA 5 30 Short Sentiment 35 Threhsold 35 Aule 2 gt Buy 9 2 8 Placing a TacticOrder To make a TacticOrder active press OK to abort the order creation press Abort Note that depending on the chosen aggregation e g Ticks or if a period is just about to be completed when placing the TacticOrder the TacticOrder might quite immediately get converted into a Market order Note also that the TacticOrder is monitored by NanoTrader directly on your PC not at the exchange or on some server Therefore closing NanoTrader will always cancel all working TacticOrders You can create any number of TacticOrders for a given study 9 2 9 Modifying a TacticOrder Once placed the TacticOrder is displayed in the MasterChart similar to standard orders gt Nano
147. imilarity Check Width trading range Shape Drawing Tool Master Extract The LiveStatistics sentimentor searches for the first drawing tool in its window All periods lying between the start and end point of this tool define the master extract Typically a rectangle will be used to mark the master extract but any drawing tool will do It doesn t matter where the drawing tool is located on the vertical axis In case there is no drawing tool yet in the window a default master extract is used similarity Check Width trading range net change Shape drawing tool defines the master extract 1 5425 1 3400 1 3375 1 3350 got 1 3323 1 3300 projection automatically 1 3275 overlays the price data 1 3250 The style Drawing Tool is specifically interesting if you detect some potentially characteristic price movement anywhere in the chart and want to analyze it in detail To do so just highlight it with a drawing tool and check how often it occurred and how the price movement following it is structured NanoTrader 145 fr Fd PERTES NanoTrader Charting amp Trading Selection Style Overview Criteria range ete Last Periods Trading Range Dynamic Day Range Last Periods i End of Master Extract Defines the end of the mater extract for the dynamic selection styles The default setting is Last completed Period The second option is Final period If the latter is chosen then the
148. in backtesting mode the position is closed at the end of the period in which the Flat interval began 16 2 Price based Stops The stop price for the next period of a trade is calculated based on the current period and the past In case this price level is not triggered in the next period a new stop is calculated based on that now completed period Hence for each period there are two associated stop levels the first is valid for the period itself and the second being calculated for the next period This is taken into account by the visualization 9 00 3 00 5 00 1 00 i AS Stop for this period t slop for the next period For the first period of a trade the following special case applies If in the Evaluator the entry policy is set to Open next period or Confirmation price next period in combination with the stop execution policy Immediately then for testing if the stop triggers in that initial period the close price is taken Nano Trader 114 fv Fl PERTEC NanoTrader Charting amp Trading Specify in the DesignerBar the unit applied by price based stops to calculate the stop prices e g 10 Ticks offset or 10 ATRs offset ina Multiple Targets Yes Multiple Stops Yes Unit for Brackets etc Ticks ATR Span Information Filters eeens Eai EAEEREN SEE SEE See SEE ee Be PEPE E Indicators Paper FSO TEE EPEAT TEL STREETER ROR OE ROTOR All price based stops are tightened by the amou
149. indow When you first open a template study for a symbol the template is copied You might then change the settings add indicators etc and save the study The next time you open that study the modified study for that symbol will be used 6 31 Save as Stub Saving a study as a Stub is similar to saving it as a template study However it will show up below every symbol in the WorkspaceBar This gives you fast access to your favorite templates without going through the context menu The NanoTrader 44 OS NM geet LRG NanoTrader Charting amp Trading TradeGuard study that is available for every symbol also is based on a stub You might overwrite it with your own preferred settings As long as a Stub template study has not been opened for a particular symbol the corresponding icon in the WorkspaceBar will be displayed in yellow 4 otherwise in white A 7 Drawing Into a Chart 7 1 General Notes To start drawing into a chart click on one of the drawing tool buttons to activate the drawing mode Moreover make sure the logarithmic scaling is disabled otherwise the drawing is disabled The drawing can now be attached to a MasterChart or to the chart of a sentimentor Se Min t DAXDCOS FDAXDCO3 EUX Watch 3606 3599 5 3590 3580 3570 3560 3550 3540 3530 3520 amn 3507 gt l 1047 10 20 12 40 16 20 10 21 11 05 4 In case a line is drawn into the MasterChart you may press the Shift key while
150. indows are arranged the complete layout can be saved as a page Definition of pages allow to switch between arrangements with one click NanoTrader 108 NanoTrader Eurex DAX MAR09 SIM 5 Min TradeGuard Sk Eile view Extras Portal Help o g mo JE OpenaChart Save All PageManager Tile TradewWizard TI Dax MAROS SIM 5 Save Page Eurex gt E ce Bel Save Page 4s 7 B Min DAX ee Pis z g Eliae Target Define Start Page T a D bs Delete Page cp Eurex 1 Last Exit i Simulation StartPage Spreads Ei test When selecting Define Start Page the following dialog shows up allowing you to define what page to show when NanoTrader is started Page Manager x On Program start load automatically the Following page Empty Fage Empty Page Reconstruct state From lask exit Bund Forex Last Exit Minis The File menu of the main window also gives access to the Pages functionality 15 Using the HotKey Manager 15 1 1 Overview Open the HotKey Manager through the main menu Extras HotKey NanoTrader 109 Are HotKey Manager Action key to press e g Shit F El Pages om CFD EurosSpreader Last Exit news Simulation StartPaqge test Fa test Fz testGFT STRG UMSCHALT 1 EHNERTASTATUR E Studies to be loaded or activated Simulation MACO ALT 2 simulation Pivot STRG R E Miscellaneous Next Chartto top 1 ZEHNERTASTATUR Pre
151. ing the corresponding orders as needed e Let your study amend the price levels of the targets and stops automatically or use Click Stops to adjust them directly in the chart e NanoTrader displays all information of the Profit Targets and Stops directly in the MasterChart and indicates the trajectory of the tightest target stop in each period e switch to tightest price mode for using just one stop or target reflecting the tightest stop or target price e NanoTrader takes care of overfills 11 2 Activating Multiple Stops and Profit Targets In order to work with multiple stops and targets just add the appropriate building blocks to your study NanoTrader 101 fr Fd PERTES NanoTrader Charting amp Trading Simulation TradeGuard Paper W ce a H 10 OS Ticks o RQ DesignerBar fh aren TEA Ee Click T A Trading Click S1 Click S1 Account Paper Order Volume Automation state Deactiv Target Ordertype Warket b Stop Ordertype Brackets Click Target Click Target Click Stop Stop Click Stop Multiple Targets 0 0 0 8 ERS EA EIERN Multiple Stops l leit for Oraelente ote Tir lam In the example above we work with two Profit Targets Click Target and two Stops Click Stop Each pair will start with an initial offset from the fill price of 10 and 15 ticks respectively If the Multiple Targets Stops option is set to No then NanoTrader uses
152. ion key to press e g Shit F2 Pages EO Studies to be loaded or activated Simulation MACO ALT 2 imulation Pive Fila Fi Wis cellaneous SpeedTrader Cancel Defaults Now assign a hot key to the study and press OK 15 1 3 Trading with Hot Keys To apply HotKeys to a SpeedTrader make sure that the intended Speed Trader is activated or the study containing the SpeedTrader Otherwise Windows will not send the keyboard input to that SoeedTrader but potentially to another one An activated SpeedTrader shows a blue title bar like this NanoTrader 111 f FIPERTEC inancial Performance Technology DAX INOS SpeedTrader NanoTrader Charting amp Trading Me Bid Price 4485 0 4484 5 4484 0 4483 5 4483 0 4482 5 4482 0 4481 5 4481 0 4480 5 4480 0 4479 5 14 4478 5 53 4478 0 40 4477 5 81 4477 0 74 4476 5 78 4476 0 56 4475 5 81 4475 0 44 4474 5 113 4474 0 gt SEMEN A IMBERA me mal Price ask mel Ask Me To activate a SpeedTrader click on its title bar An activated MasterChart also shows a blue title bar W Ge Bal He 100 amp Ticks 100 T Simulation TradeGuard Bands Express 10 Jequaubisaq gt 2 FARE X 4 00 FESS 04 36 06 53 Simulation 100 T TradeGuard 0 Rn 8 BER AKKE 2415 lt a 09 13 16 08 15 1 4 Deactivation of the HotKeys 5894 5890
153. ional data providers such as vwd group or eSignal The live data of IB represents just a snapshot of data that is infrequently updated It is also impossible to get the precise volume for incoming ticks IB simply does not provide this information and hence NanoTrader omits the volume completely for IB live ticks It would be of no worth anyway due to the snapshot nature of the send ticks IB also provides historical data given you have permission to receive this data Some data comes for free such as Globex data some needs to be licensed such as Xetra Again the quality of the data is far from being good Retrieving data is extremely slow the returned data might vary and for stocks it often contains spikes Depending on your trading style and demands the provided data can suffice However if precision of the data is important to you you should license a professional data fee e g eSignal See below for information on how to combine a data feed with TWS Please do not send any support requests to Fipertec regarding the quality of the IB data feed 26 6 Assigning historical data from vwd group or eSignal to IB symbols NanoTrader allows to assign a data source for loading historical data on a per symbol basis As the symbology varies amongst data providers and trading platforms NanoTrader requires a manual association between the symbols To assign a historical data for IB symbols rightclick on the Tradable Securities entry in
154. l B Pats WHS ARTS Simulation WHS QuoteFiles Market Maker wiSo TeleB rse TaiPan MetaStock DDE FIDES bis ConsorsTrader MW activate WHS CFO Forew Username Jidachim Password et System Demo System gt System Currency Eun x Handling for Stop Limit prices that are outside the accepted range Stop price handling convert to Market order Limit price handling automatic price correction M Show a message whenever a price order type was automatcially adapted Send Pricelevel4larns to SM5 Telephane fasi 751234567 email trader google com Set Abbrechen bernetmen NanoTrader 172 fr Fd PERTES NanoTrader Charting amp Trading 25 2 1 General settings The checkbox activate WHS CFD Forex defines whether NanoTrader connects automatically at login to the CFD Forex trading with the provided login data You can deactivate that setting only if in the current session there is no open chart or account from the CFD Forex trading The System Currency allows to choose the currency used to display various values like BuyingPower Margin P L in the AccountBar NanoTrader allows to notify you by SMS and or email when a price of a CFD Forex symbol breaks through a user defined price level Provide your contact details in the respective fields Send PicdevelAlamns ba SM5 Telephore 149175121567 emai lrader googie com 25 2 2 Automatic Price Order type
155. l fledged trading system consisting of entry and exit rules that perform good over a longer period of time the core idea of the Tactics is to allow the trader to do an ad hoc decision of either how to manage an existing position or when to submit a new order by taking advantage of the decision support features of NanoTrader NanoTrader supports the following variants of Tactics e A simple Tactic can be activated for an order that is already submitted to an exchange Such a Tactic automatically adapts the Limit or Stop price of that order e A TacticOrder is a special order type managed by NanoTrader It monitors a selection of the sentimentors of an underlying study and creates a Market order as soon as the sentimentors meet the signal condition as defined in the TacticOrder The main principle is similar to a voting where the majority determines the action given the majority is strong enough Here the voters are the selected sentimentors 9 1 Tactics 9 1 1 Tactics How they work Each working order is visualized in the chart by a slider NanoTrader 13 M Simulation Plain PaperTrade MSA Or4t Stk aR R BBE Fei o0n 2 q TAFRAHN Pos 0 PL 0 00 TradeGuard AutoOrder Exit H Click Target 30 1 G 4 Click Stop 30 1 Kaufmann s AMA Kaufmann s AMA 5 E Tactics E Limit above V AutoAsk V Ask V Ask 1 V 1 Tick a Limit below V 1 Tick Iv Bid 1 V Bid 5644 V AutoBid E Stop above lv BrkEven B
156. ld to specify the desired option Depending on the underlying the strike price contains 3 to 5 digits See below for various examples You might also directly enter the id into the Resulting Symbol field given you have the id at hand Click OK when ready NanoTrader will check if the symbol is actually a tradable symbol If the check fails the dialog remains open for correction Note Unfortunately CQG will accept a symbol even if the strike price does not lead to a tradable symbol NanoTrader 169 PYRENEES _NanoTrader Charting amp Trading The new option will be shown in the Options folder Sy Help Center 23 Accounts 4 Papertrade FH COG SiMfipertect 16804750 E3 Tradable Securities H 2 CFE H 2 CME Bonds H 2 CME Commodities H 2 CME FX H 2 CME Indices 2 Eurex Sy BOBL 2 BUND Sa FDAX a FDAX MAR 14 afi FDAX JUN 14 ff FDAX SEP 14 H E FDAX DEC 14 f t FDAX MAR 15 i Options a i C FOAX JUN 14 9500 H 2 FDAX SP1 H E FDAX SP2 The option can now be used just like any other symbol To trade it drag amp drop it into a CQG account 24 5 3 Removing an Option To remove an option from the WorkspaceBar rightclick on it and select Delete FDAX H I FDAXMAR 14 it FDAX JUN 14 ltt FDAX SEP 14 E F FDAX DEC 14 it FDAX MAR 15 i Options a i FDAX JUN 14 9500 Sy FDAX SP1 Open Gy FDAX SP2 Symbol Details H FESX Template Studies Sy FESX
157. lds ccccccccecseeeeeeeeeeeeeeeesaeeees 85 9 2 7 Order Confirmation And ReEPort ccccccccseseecseeeeeeeeeeeeeeeeseeeees 85 928 Pldcinga TACiCOme rs eresien ennenen EEE EEEE EEA SE EESE EENE 86 9 2 9 Modifying a TactiCOrder ccccccccsecceceeeeceeeeeceeeeesseeeeeaeeeesaeeees 86 9 2 10 Canceling a TactiCOrder sered 88 9 2 11 Completed TacticOrderS ccccccccccccsseeeceeeeeeeeeeeseeeeeeaeeeesaeees 88 NanoTrader 5 fv FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading 9 2 12 Adding or Removing Sentimentors while TacticOrders are active 88 92 13 TacticOrder EV al AW OW aiczecscascdsceecetaceesacicenesaetsacacecteqnesacceauesnctsane 88 10 Visual Trading with the Speed Trader ccccccccseeeeeeeeeeeeeeeeseeeeesaeees 89 10 1 Patsystems Reflector technology ccccsccecseeeeeeeeeeeeeeeeeeeeeeeaeeeeas 89 t02 Openinga COCCI IACCN parra 89 10 3 Information shown by the SpeedTrader cccseccccseeeeeeeeeeeeeeeeeees 90 10 3 1 OrderPad serrsearenenaeonaaenieasesncsenceanoneacnessnseakenenae lt taneneoaisessanenaccnenenereiee 90 10 32 Price Tablo ceresti 90 10 3 3 Inside Market INGICATION sssrinin enna 92 10 4 Configuring a SPCCATradel ccecccceccecseeceeeeeeeeeeeeseeeeeseeeeseeeesaees 92 10 5 Trading with the Speed Trader ccccccsecceceeeeeceeeeeceeeeeseeeeeseeeesaees 92 10 6 Using THOU CY S aveseveserssezacesnceveceesca
158. let NanoTrader aggregate this into 3 Minute blocks see below 6 3 Specifying the Charting Aggregation NanoTrader allows the aggregation of price data into periods in a completely free manner days weeks months minutes ticks min volume min trading range and Renko ADAX MARO9 SIM 15Min TradeGuard Jequaubiza dg bz i E EER The aggregation mode defines how ticks or daily data are summarized to make up a period Very often a time based aggregation e g 3 Minutes 60 Minutes or daily is used The advantage of a time based aggregation is that the psychological important factor time is reflected directly on the X axis The disadvantage though is that periods with little movement or volume are visualized in the same way as periods with significant action and this leads to noise in the indicators Therefore NanoTrader allows to aggregate the data also on non time based criteria in order to get equally significant periods instead of equally long periods Each aggregation mode is completed by a number n e g 10 ticks make up one period The following aggregation modes are supported e Day Week Month n days weeks month make up a period e Minutes n minutes make up a period The time scale is divided into slots of n minutes starting at midnight All ticks falling into the same slot make up a period e Volume A period is closed when the traded volume reaches or exceeds n e S
159. liers in the other direction that occurred in the past So the LiveStatistics always have to be interpreted with probabilities in mind never with certainty 20 External triggers 20 1 What is an external trigger With external triggers you can use a text file containing keywords to trigger the generation of one or multiple orders in NanoTrader So you have the flexibility to use the ordering mechanism of the platform with third party or self developed software NanoTrader 156 10 20 3 0 40 1 Order file 4 Instrument FDAX 5 Side Long Volume 3 Therefore the text file needs to be placed in the directory monitored by NanoTrader Then all configured external triggers are checked for a match with the file s text In case there is a match an order on the instrument the external trigger is assigned to will be generated CZN Suy Sell Exit EUR USD Buy Sell Exit F40 cfd Buy Se Exit 118 85 7923 0 7923 0 7924 0 n a Drag amp Dropa Menuet Activated 0 00 0 00 SIGS STOR a na Drag amp Dropa Euro US Dol aay D 0 00010 Not configured 0 00 0 00 3848 3 3843 8 3849 3 n a Drag amp Dropa France 40 c France 40 1 0 Not configured BPow EUR 456 402 88 PA 3 00 Equity 456 521 72 Margin 118 85 384132 03 Trades Relogin a Positions 54 Working Orders Completed Orders This feature is available as NanoTrader s module External Trigger 20 2 Configuration of an external trigger The configu
160. line The statistical terms used are the 20 and 80 quantiles The 50 quantile is also called the median Hence the colored blue area captures 60 of all projected prices As can be seen that area is quite narrow and does not indicate a strong price movement in either direction although the average is biased slightly downwards Here is another example where the Spaghettis are omitted for clarity 6116 5 i 6100 0 2 Min LiveStatistics DAX DE 6050 0 6000 0 5950 0 5900 0 5950 0 5795 0 tt oD 5700 0 5850 0 S600 0 10 periods TradingRange in 3 09 3 41 4 amp TR Hits 375 histMax 10 and C O in 1 7 1 73 4TR aboved4 4 below 52 9 l 5545 0 aeie Wes 10 40 10 55 11 10 11 25 A In the lower right region above the price axis you will find information about the number of selected extracts Hits 378 and the maximum width of the first histogram histMax 10 This value means that the largest bar of the left most histogram represents 10 occurrences of extracts having the same first projected foresight price The text below above 44 below 52 9 indicates what percentage of the first foresight prices are above or below the master extract s close price Foresight prices being equal to the master extract s close price are not counted NanoTrader 138 fv Fl PERTEC NanoTrader Charting amp Trading hence the sum of the above and below percentages sometimes is less than 100 The
161. ll not influence the signals of the study When pointing to a Fibonacci level a popup window displays associated information When clicking on a Fibonacci level the Properties dialog is started that works exactly as described for trendlines That dialog also allows to define the Fibonacci levels or any other levels to be used for the drawing 8 Trading with NanoTrader 8 1 Introduction NanoTrader allows to directly connect with your broker thus enabling an unparalleled functionality to support the trader s trading activities and to implement new trading strategies e Classical order creation through easy to use dialogs and the SpeedTrader e Visual trading from the chart place and modify orders directly in the chart modify orders by dragging price sliders NanoTrader 49 fr Fd PERTES NanoTrader Charting amp Trading e TradeGuard As soon as your entry order is filled the TradeGuard manages the exit of the position according to the criteria you defined e g stops profit targets patterns indicators etc e Bracket Orders The TradeGuard can automatically maintain pairs of closing orders for taking profit when a profit target is reached and for reducing losses or securing profits These orders can be held directly at the exchange for minimizing risks at infrastructure breakdowns e Fade Out You can place as many Bracket Orders as you like to achieve a so called Fade Out out of a position e g three profit targets and two
162. load Open Orders on Connection Fire openOrder on status change ZG JECBOT JUNO Futures ZG JUN 07 W Include FX positions when sending portfolio AAPL SMART ARCA Stock NMS W Send status updates for EFP and Volatility orders with Continuous Update flag Es NE AAEN tnt Fadssunan PR AT To enable an automatic transmission of changes you made manually in the TWS to NanoTrader the option Fire OpenOrder on status change needs to be set If that option is not available in your current version of the TWS then you do not need to set it Note that although you can change limits and stop prices for bracket orders the new price levels are not transmitted into the NanoTrader studies being responsible for managing the bracket orders In general it s best to use just NanoTrader as the primary order management platform Whenever NanoTrader connects to the TWS the TWS will show the following dialog that needs to be confirmed NanoTrader 181 Trader Workstation xX Accept incoming connection attempt 26 2 Creating an Interactive Brokers Account To create an Interactive Brokers account select the corresponding entry from the context menu of the Accounts in the WorkspaceBar M Dynamite Sentimentor DAXDCO3 FDAXDCO3 E File Portal wiew Window Tools Scripts Extras al empen OSAS ANM E WorkspaceBar H E Live Tat Mew PaperTrade Depot H E Scripts Mew Interactive Brokers Depot h od Mania Mew Re
163. log is automatically adapted 9 2 13 TacticOrder Evaluation Just as with any normal study the evaluation of the sentimentors being referenced by a TacticOrder is conducted only at the end of each period Note that when you place a TacticOrder in the midst of a 60 minute period and then change the aggregation to say 1 minute then the TacticOrder could be immediately triggered as now there is a completed period between the order creation time and the current time NanoTrader 88 10 Visual Trading with the SpeedTrader 10 1 Patsystems Reflector technology Please note NanoTrader s SpeedTrader fully supports the Reflector technology of Patsystems For legal reasons a SpeedTrader that is set up to trade through Patsystems is always set to the Reflector mode A SpeedTrader that is set up to trade through the PaperTrade can optionally also use the Reflector mode To achieve this select Extras Options from the main menu UU x Date Format Process Priority European dd mm yy ven high Ignore price data before Visualization 1 1 80 J draw setup signals Securities Show one security only W show signal details W Automatic Update Check W visualize filter regions J show trendsignal target zones i 5o 2 of the charts for the future Caching Cache unused price data for i 0 symbols per data source Release cached data now Speed rader W SpeedTrader for PaperTrading uses Patsystems
164. lume is set accordingly Moreover it shows buttons for deleting a subset or all working orders and to exit the complete position 10 3 2 Price Table The Volume column shows a histogram of the currently active best bids and asks The Me columns show the trader s buy or sell orders An order is displayed in the form order size current partial fill e g 5 2 In case price gaps are hidden the Me columns will not be displayed The price column shows color coded trading prices e A price with an available Ask is shown in red e A price with an available Bid is shown green e The last traded price shows a blue background e The average price for creating the current position show a green rectangle Clicking on an any column heading will center the shown prices around the best bid best ask spread In case an order is outside the displayed price range the header of the Me columns show respective red arrows NanoTrader 90 DAX INOS SpeedTrader S A PaperTrade ime sid Free AsH Me 44870 44865 Last 4486 0 4485 0 Position Size 4464 5 4484 0 104 _ 6 4483 5 46 l 4483 0 7T He 4482 5 Bg 4167 50 4482 0 171 4481 5 70 Average Price 4481 0 54 4480 5 15 4491 75 4480 0 38 nl rll Order aes E T 1 34 4478 5 44 4478 0 135 AATTS _ Fa 111 4477 0 _ Reverse _ 129 4476 0 114 44755 Delete Asks 139 4475 0 Delete All 40 4474 5 4474 0 Delete Bids 4473 5 4473 0 E 44725 xl To scroll
165. m P L Traded Study State Bid Ask Bid Vol DAX MAR09 E Buy Sell Exit 4418 5 0 00 12 50 TradeGuard Deactivated 4418 0 4419 0 D DJEST50 MARO9 0 Buy Sell Exit 2260 0 00 0 00 n a n a Drag amp Drop a study fro 2259 2260 539 gt BPow EUR 1 100 000 000 P L 0 00 Cum PiL 12 50 QPrices Trades Symbol Action Size Filled Price Price2 Type State Initiator Id Cancel DAXMAROS SIM Buy 1 0 4418 5 Limit PendingConfirm Manual Cancel Eh Working Orders Completed Orders The slider position can be dragged with mouse and the limit price is automatically adapted in the Create Order dialog The horizontal line attached to the slider allows to place the limit easily to support resistance levels The color of the limit slider is green for Buy limits and red for Sell limits 8 13 OCO Entry Orders NanoTrader allows to declare an order as an OCO Enitry order by checking the checkbox in the Create Order dialog OCO means One Cancels Other x FDAX MAROS XEurex FiA MAROS Volume 15 10 20 50 Type Limit ETETE Price 6622 0 a by Price 2 0 0 Ask 6618 5 Last 6617 5 aco en Bw Abor 1 i i E NanoTrader 61 The typical usage would be to use two Stop orders and mark them as OCO This allows to enter a market on a breakout or to trade news where you expect a huge movement without being able to predict the direction In such a scenario two S
166. me use the Flat sentimentor x E Standard Favorites aA t 4 BI stops Aroon H Express Bollinger Bands H Manual CCI l Timed Exits amp Filters Crossing MA gra MACD RSI Stochastic Meta Sentimentor l Click Target Evening Close Click Stop H PD AS Intermarket test FOax_Extremeday Blocker PridayClose FUTURES Intraday BUND Display in Masterthart Display as subwindow in MasterChart window Insert as Sentimentar Filter k Stop Tachic Cancel You can define the time interval where a position will be closed The intervals will be highlighted in the MasterChart NanoTrader 113 vFIPERTEC Financial Performance Technology Ea FA 10 a El Trading Account Order Volume Automation state Target Ordertype Stop Orderthpe Brackets Click Target Click Stop Multiple Targets Multiple Stops Unit for Brackets e ATR Span Information oO xli o 0 TMERR E EIER Tactics El Tradingsystem Settings Trading Approach P oom 1 01 02 09 Sun 07 11 data 5669 y 5647 Tickis Choose 1 Deactivated mia Choose an ac mia Choose an ac 15 2 10 2 Yes Yes Ticks 20 Future Trading 38 2208 RE ME e namn in T Simulation Trade Suard NanoTrader Charting amp Trading Click Target 15 2 Click Stop 10 2 02 02 11 59 03 02 11 58 04 02 15 05 O 5674C 5669H 5674 5869 v 446 Span 0 09 5 Ticks Note that
167. mp Trading e Click into the Sell cell in the account or the El icon of the chart window to sell or short sell shares contracts Create Order xX DAX Mar04 EUREX DAs Marl ae Volume UE aera LmtPrice 4055 0 Dy z AusPrice 0 0 E Ask 4060 5 Bid 4055 0 o Sel Cancel e Click into the Last cell to get an order entry form containing buy and sell button Create Order X DAX Mar04 EUREX DA Marg Miz Volume I EIKIN LmtPrice 4055 0 4 Dy gt AusPrice CO Ask 4060 5 Bid 4055 0 ey Se cance e Click into the Exit cell in the account or the chart to create an order that closes the current position The Last price shown at the bottom of the dialog is updated with every tick By clicking on it the LimitPrice and the AuxPrice are set to this price The fields LmtPrice and AuxPrice become available if they are required by the selected order type NanoTrader 59 ft FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading xi xi FDAXJNO4 EUX FDAXJNO4 EUX Daas INO DAs INO Cancel Ills Cancel 1 2 3 4 5 6 4j 5 6 Yolume 1 gt eile Volume 1 4 7 8 9 10 20 50 10 20 50 T r Type Stoo Limit vee iu ool 200 500 A ma LratPrice 3869 5 Pa x LmtFrice 3869 5 ef Pa x AuxP rice Last 3869 5 a 0 0 7 F AusPrice 38 0 5 l Last 3869 5 Depending on the chos
168. mulation Plain PaperTrade B Sla D Stes BI QQuUA BSH HS AE m a ra DesignerBar q 3 x CASEILMENCURMEI Pos 1 P L 137 50 TradeGuard AutoOrder Exit Click Target 30 1 Risk 750 00 Target 750 00 Click Stop 30 1 n Kaufmann s AMA 5 Kaufmann s AMA 5 Hl Tactics E Limit above V AutoAsk V Ask Vv Ask 1 V 1 Tick E Limit below Pen ae n ECF oa p uB ki ae ie 5720 WEA V Bid i ty ho 5713 0 V AutoBid E Stop above V BrkEven V 2nd best bid ask Vv 1 Tick A Stop below V 1 Tick V Trail V Parabolic Stop 10 0 02 0 2 V Linear Stop 0 5 0 5 10 7 PeriodsHigh 10 0 1 10 0 1 TS g LE EE m E 18 35 50 18 36 18 18 36 48 18 37 16 Backtesting Japes paads apea iadegd uoyenwis ilil xli o o DARRA EARR Eaj Peio SS 15 12 08 Mon 18 37 data 5709 0 y 5664 8 O 5709 0 C 5709 0 H 5709 0 L 5709 0 29 Span 0 00 0 Ticks Note that the Tactics are different for the ClickTarget and ClickStop e g the ClickStop has a Trail tactic that would not be meaningful for the ClickTarget To activate the Trail tactic just click on it NanoTrader 76 Aia artas NanoTrader Charting amp Trading 15 x Ms S Ot Ss AI AQ HBR ME Fei oon a DesignerBar q EE Pos 1 P L 37 50 TradeGuard AutoOrder Exit Click Target 30 1 Risk 537 50 Target 750 00 Click Stop 30 1 K
169. ncels other technique for the bracket orders 8 10 4 Important Notes on Risks e The bracket order mechanism is an important tool to secure your position to unexpected infrastructure breakdowns If your PC has a problem for whatever reason you will be sure that your position is protected by an offsetting order that lies directly at the exchange However The OCO mechanism is implemented by your PC not by the exchange This means that submitting bracket orders for both the Stop and the Limit part may result in executing both orders in case NanoTrader is for any reason not capable of canceling the other order once the first order is filled So you might end up with a reversed position This could also be true if the distance between the Stop price and the Limit price is very small and the market is very volatile Therefore to achieve maximum security you should only activate the Stop order and set the Limit order to type Market by Study e Besides technical problems that might occur like an infrastructure breakdown there is additional risk due to the asynchronous effects of creating modifying or canceling orders manually or through a study in conjunction with the time required to report a change in an order state from the exchange back to your PC Whenever a Cancel request is send your order might receive a fill or a partial fill while the cancel request is on the way to the exchange Thus submitting orders in a high NanoTrader 55 ne Ne
170. nd targets were filled at exactly the price levels they currently show and subtracts it from the entry price of the current position The entry price is displayed in the price axis Ea Simulation TradeGuardMulti MasterChart i A 07 05 10 24 54 102503 10 2512 10 25 41 1025 30 1025 39 10 25 48 hi Note that when manually adjusting a Click Stop the Risk Target numbers are immediately adapted This allows to find the price levels corresponding to your risk management most conveniently 11 6 Automatic Adaptation of Bracket Orders The multiple stops and targets work as bracket orders i e whenever one order receives a fill the opposing orders need to be adapted to reflect the changed position size to be protected In the following example the ClickStop was triggered TradeGuard AutoDrder hel of 60 1 Bites naif ad _ N 5745 HiT 18 2535 18 25 55 W Ki NanoTrader 105 fr Fd PERTES NanoTrader Charting amp Trading As a result the remaining volume to be protected is 2 From our example setting above this means all the volume goes to the first Click Target hence the second ClickTarget is deactivated In case the bracket order setting was such that there was a real order placed at the exchange for this ClickTarget then that order would have been cancelled Note also the change of the indications for the tightest stop and target In the following example first a ClickStop was filled and finally the Trailing S
171. nt of the slippage as defined in the Evaluator 16 3 Click Stop Click Target Computation These stops start with the defined offset from the fill price and can be changed manually by dragging them directly in the chart Note that the Click Stop and Click Target are ignored in a study unless the study runs in TradeGuard or LiveEvaluation mode i e they have no effect for backtesting This is indicated in the DesignerDialog by displaying these stops with a grey background Parameter Initial Risk initial offset from fill price 0 deactivated 16 4 Trailing Stop Trailing Stop EoP Computation lf the current value of a position drops for more than this amount from the maximal value of the position attained so far then the position is closed The rule for determining if the stop has been reached is defined by the signal execution policy of the Evaluator lf this parameter is set to zero then no Trailing Stop will be applied The lower and upper bound of this parameter should be adjusted with respect to your personal risk management You may also wish to fix this parameter at a certain value NanoTrader provides two versions of the Trailing Stop e Trailing Stop This implementation is targeted to day traders using the TradeGuard functionality or LiveEvaluation of NanoTrader The stop computation is performed with each incoming tick from the moment of the opening of a position This permits to open a position in the middle
172. ntor Add Sentimentor x Pivot Points Favorites X 4 Point amp Figure 4roon ReentryFiter Bollinger Bands Renko RSI Crossing MA RSI smoothed MACD Slow Stochastic RSI Stochastic gt gt Stochastic SuperTrend Meta Sentimentor Click Target Click Stop Support Resistance test volume l Williams VAD Williams R Stops Display in MasterChart Display as subwindow in MasterChart window Insert as Sentimento Filter Stop Tactic Cancel The Select Symbol dialog will show up automatically Select the symbol you want to add Select Symbol x J XEurex BOBL SP H E BOBL 3 BUND SP 3 BUND 3 CONFBOND 3 CONFBONDSP 3 DAX OPT 4 DAX SP E DAX 3 DBK OPT 44 DBOERSE 3 DJESBANK Pe Rl AE EE LE I DJESBANKSP Sy DJESINSU I DJESINSUSP I DJESTS5O SP I DJEST5O Lee be be DJESTSO JUNOS DJEST50 SEPOS DJESTECH DJESTECHSP DJESTELE DJESTELESP DJEUR ST 0 H LE Cancel The price data will be of the symbol will be displayed NanoTrader 43 fr Fd PERTES NanoTrader Charting amp Trading ADAX MAR09 SIM 5Min TradeGuard A E xl iW gl A 5 Snes RR AREAN AE m a maa zA SNEEN Pos 0 PL 0 00 CumPAL Deactivated Exit Paper 2 Click Target 30 me T Click Stop 6
173. ntry signals NanoTrader 63 Ae Le Se NanoTrader Charting amp Trading Trading signals can be converted into trading actions either with or without confirmation Hence we end up with four different states an activated study can have These states are named as follows e TradeGuard AutoOrder The study generates only exit signals These are converted into orders without asking for confirmation e TradeGuard Confirm The study generates only exit signals The trader is asked for confirmation prior to sending orders to the exchange e AutoOrder The study generates entry and exit signals These are converted into orders without asking e Confirm The study generates entry and exit signals The trader is asked for confirmation prior to sending orders to the exchange The Study State cell displays the name of the assigned study and its current State by using a color scheme and a textual description e Incase an assigned study is not loaded the cell is drawn in grey To load the study click the icon e The Study State cell is drawn blue in case the study is loaded but deactivated i e all signals of the study are ignored Pats Testseryer2 FIPERTECI a st 3e oF B Br see x Name Study State DAX MAROS TG with Bollinger Deactivated e Click the Study State cell to choose a specific state Pats Testserver FIPERTECI car ott BASF Blot See x lA ml fee Name Study State Positior DA
174. o the nearest multiple of a tick The stop price created through a trendline is used identical to those of all other stops 16 13 Trendchannel Stop A trendchannel drawn into a MasterChart as a stop provides a price rounded to the multiple of a tick When used as a Long Stop the lower line of the channel is used for the price computation because most often there should be an upward trend when trading long When used as a Short Stop the upper line is used 17 OneClick Recording and Playback The most effective way for a trader to train a new trading technique or a new market is by way of having live data of this market in conjunction with a Paper Trading feature However it can get extremely time consuming to really get confident with the various characteristics of a market simply because they will probably enfold over multiple trading days if not weeks Also in a training environment such as seminars it is extremely helpful to have real data at hand representing special market conditions such as mini crashes reactions to announcements of economic data etc The OneClick Recording and Playback feature of NanoTrader addresses these needs It allows to easily convert price data into a Recording that can be used as a Playback thereby giving the trader the live experience of receiving the data At a glance OneClick Recording and Playback provides the following functionalities e Convert a zoom in a MasterChart into a Re
175. oaded price data for similar extracts This process can be envisioned as considering every possible extract of the loaded price data by moving a small window over NanoTrader 133 fv Fl PERTEC NanoTrader Charting amp Trading the price data and testing if the extract below that window is similar to the masiter extract Similarity can be defined in various ways To see the options first let s have a look at certain characteristics associated with any extract that could be used for similarity checks q ul Highest High 7 i se 3 3 3 Trading Range Lowest Low Time start Time end UH Width Shape e Open the first traded price of the extract e Close the last traded price of the extract e Highest High the highest price traded within the extract e Lowest Low the lowest price traded within the extract e Trading Range the difference between the Highest High and the Lowest Low e Net change close open e Time start end the time when that extract occurred i e the date portion is ignored e Width the number of periods within the extract e Shape the look of the closing prices of the extracts periods LiveStatistics is preconfigured to use certain combinations of the above mentioned characteristics to check for similarity e g the Dynamic Day Range considers an extract similar to the master extract if it starts and ends at the master extract s times and has nearly the same trading
176. oan Linear projection style The linear projection style is based on the fact that the trendline has a certain gradient e g 20 DAX points per day This gradient is used to determine the price values of the line as projected into the MasterChart In a 5 minute aggregation we have 168 periods per day and hence a 0 119 DAX point increase per 5 minute bar This projection style works very precisely whenever the MasterChart has a fixed number of bars per time period However in aggregations such as Ticks Volume Span or Renko the number of bars per time period varies and so the gradient for these aggregations has to be estimated Hence be aware that in such a setup the projected line is corrected whenever a new period of the TwinChart starts Time based projection style The time based projection style uses the line value at the beginning of each TwinChart period for all the periods corresponding to it in the MasterChart This results in a stepped line Nano Trader 35 Afia aretas __NanoTrader Charting amp Trading EUR FX WD 5 Min TradeGuard loj x W ol 5 E mtes al Qa Ala GRAE a a Es a a 6 Min EUR FXWWD TradeGuard Click Target 30 Click Stop 60 4 1 36772 4 1 36500 sBQuaubisag 1 36000 1 35500 1 35000 1 34595 1 341 43 4 4 02 25 02 26 02 01 03 02 03 10 20 q TwinChart EUR FXVWD 1 Days 300 1 D 1 51445 ey 1 50000 hotel i
177. ok subscriptions typically 3 or 10 3 NanoTrader handles this rare resource as good as possible i e if no DOM subscription is available the SoeedTrader just shows the best bid and best ask As soon as a subscription is released e g by closing a study the free subscription is transferred to a waiting SpeedTrader You can force a SpeedTrader to receive DOM data by pressing the Force subscription toolbar button iolx GS Mts o 43 RQ BSR amp Ie o o e FDA JUN 12 FUS ODN 2 Trac H FEA JUN 12 SpeedTrader 1 x zen w aeeoa ts 6860 CHTIT m Force Subscription B560 Assign a data subscription to this symbol and release the oldest subscribed 6840 symbol Be20 B00 L ih al _ ll The data volume generated by the orderbook updates can be significantly Choose a lower update frequency in case a high data volume creates problems in your environment Administrative Settings and Features Install latest CUG AFPI Handling of an already running COG 4PI process prior to login Keep IK running and try to login Terminate CAG AF process now Available order book subscriptions typically 3 or 10 3 Refresh cycle for Speed raderorder book mas NanoTrader 167 f FIPERTEC inancial Performance Technology NanoTrader Charting amp Trading 24 5 Trading Options on Futures with CQG 24 5 1 Getting Started In order to be able to trade Options on Future
178. ol exactly as shown in the TWS including spaces and sometimes multiple spaces Actually although not documented officially the symbol for a future seems to consist of four characters followed by a space followed by the expiry This leads to three spaces for e g the Corn future at CBOT ZC DEC 07 However if the expiry uses the single character month notation there is no space between the future and the expiry e g the S amp P Mini contract at Globex reads ESZ7 for December 2007 NanoTrader 184 fr Fd PERTES NanoTrader Charting amp Trading 26 4 Transmitting Changes made in TWS to NanoTrader NanoTrader synchronizes the account with the TWS when the account is loaded Unless you specify the Fire OpenOrder on status change option in the TWS as described above the account will monitor changes only if they are resulting from orders from within NanoTrader In case you order directly inside the TWS use Update Account from the context menu of the Account dialog x aoe Tema esol Sal romal Lal Fa Soe eset T 0 n a AE n a n a pple IB Be Sel j 0 n a 899 00 n a na Miri Dec 02 IB Apple AAPL E Mini Dec 02 ESZ2 j 26 5 Remarks on using IB data for Charting Notifications Depot Settings PZL P L Number Size Price Type State id Cancel The data feed of IB cannot be compared to a professional data feed as provided by other trading platforms such as Patsystems or profess
179. ompleted period or at the final period depending on the setting of the End of Master Extract parameter discussed below It has a width as defined in the parameter Width of Master Extract Similarity Check Width trading range net change e Dynamic Day Range Master Extract The master extract ends at the last completed period or at the final period depending on the setting of the End of Master Extract parameter It has a width as defined in the parameter Width of Master Extract If that parameter is set to 1 then this has the special meaning of start the master extract with the first period of the current day similarity Check Time start time end trading range This style is very similar to the Last Periods Trading Range However it uses additionally the time component in the similarity check and hence will in general lead to fewer hits The time though is an interesting characteristic of the master extract e g if the master extract is located at a characteristic time interval like at the opening of the US or European markets NanoTrader 144 sft FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading Last Periods Shape Master Extract The master extract ends at the last completed period or at the final period depending on the setting of the End of Master Extract parameter It has a width as defined in the parameter Width of Master Extract s
180. oss the OCO part is still working and you do not run the risk of getting filled in both orders Note that when the TradeGuard Is deactivated or NanoTrader is closed all orders placed by the TradeGuard are cancelled no matter what their order type Is The TradeGuard does not support multiple stops or targets when using Limit Stop OCO Server orders 25 4 5 TradeGuard in Conjunction with P amp C orders Although a very special case it is possible to open a position by placing a P amp C order while having a TradeGuard activated As by nature a P amp C order is similar to a TradeGuard NanoTrader will display a respective warning However if the TradeGuard includes sentimentor stops or time based stops and no price stops then this combination actually makes perfectly sense NanoTrader 179 25 5 Working with Price Alarms NanoTrader allows to define a horizontal line in the MasterChart to emit a price alarm as an SMS or email xj ft Name Alarm StatValue 1 26912 1407 03 00 End Value 14 07 11 10 4 ive radewizard PlayBackwizard Right extension JV Remove Line EE im SpeedTrader Time amp Sales NewsBar About c ig 3 Line color Line width 2 a elg Ra Al ae AAE i a a E a a 2 n Pos 0 P L 0 00 EUR TradeGuard AutoOrder Exit H 2567048 a Usage as Drawing only fa 1 27411 S Live Ticks are buffered mg V Scale price axis to include this line 1 27350
181. ost often though you will only have a single account with your broker Your broker will give you access to symbols that you can trade with him These symbols are shown in the Tradable Securities section Each symbol may have any number of studies assigned to it A study defines the way the chart is displayed e g candle sticks the aggregation e g 10 minutes the indicators stops and more The available studies for a symbol are displayed directly below the symbol WorkspaceBar g H 4 Help Center 4 43 Accounts E Papertrade Paper E Pats Testserver2 FIPERTEC1 1 FIPERTEC 1 FIPERTEC3 1 FIPERTEC4 1 FIPERTECS 1 JOACHIM 1 Tradable Securities Sy CME eCBOT Liffe NYBOT SIM 4 4 XEurex BOBL SP BOBL H I BUND SP BUND SeMEGUND MAROG LA TradeGuard 10min bA TradeGuard LA Plain If BUND JUNDE v To load a study for a symbol just doubleclick it An icon preceding the study name being displayed in yellow amp j indicates that the study still refers to a template Typically once loaded the settings for a study are adjusted and saved for that particular instrument In this case the icon is displayed in white A LiveTables are tabular displays of symbols and associated data They complement the data displayed in an account bar A LiveTable also provides an automatic sorting capability so you can easily create top flop lists Scripts are used to apply and optimize a trading
182. out Simulation TradeGuard PaperTrade Ca Fa 3 S seod B QQUA BER MEME 005 4a a 23 SUE Geet ere Pos 0 P L 0 00 CumP L 0 00 Click Stop 30 Create TacticOrder Deactivated Opens the Create TacticOrder dialog m oe eel ee ee When clicking the Create Tactic Order icon the Create TacticOrder Dialog is opened 9 2 2 The Create TacticOrder Dialog Depending on the underlying study the Create TacticOrder dialog looks as follows NanoTrader 81 fv Fd PERTES NanoTrader Charting amp Trading x Simulation Volume 1 b Sentinentors h Filter Crossing MA 2 10 hf Filter Crossing MA 2 20 hf Filter Crossing Ma 5 30 S active Sentimentars Detailed List Signal Criteria Unanimity i Detailed Signal Neutral O Majority at least 2 i AutoOrder Show Report DCO Entry 9 2 3 General Settings The Volume is the volume to be traded The list of sentimentors and the Signal Criteria section define when a TacticOrder is to be executed as described below The lower part allows to choose your intended trading direction e Activate Buy if you want to trade the next Long signal e Activate Sell if you want to trade the next Short signal e Activate Buy or Sell if you want to trade the next signal By default once a TacticOrder is triggered the actual placement of an order at the exchange has to be confirmed If you
183. pan abs Span New ticks or daily bars are added to the current period until the span i e the difference between high and low of the period reaches or exceeds n This aggregation mode implies a filter mechanism with some similarity to Point amp Figure or Renko aggregations but they maintain the familiar bar or candle charting styles e Renko The ancient Japanese Renko aggregation converts the price data to NanoTrader 20 fv Fd PERTES NanoTrader Charting amp Trading exclude noise automatically To achieve this it packs the prices into so called bricks New bricks are created only if the brick size as defined by the numeric value nas an absolute value is reached The color of gap bricks can be defined through the ColorManager All sentimentors are applied on the data resulting from the aggregation For realtime securities each new trading day starts a new period Obviously NanoTrader cannot present a consistent chart if you say loaded 60 Minute data from the server and then ask NanoTrader to use a 1 Minute aggregation for charting In such a case NanoTrader would signal the mismatch visually DAX MAROS SIM 1Min TradeGuard gt W Ge Bae h Minutes e a a wv There is however an interesting usage for this modality By loading say 10 days with 60 Minutes data and then using a fine aggregation of say 5 Seconds NanoTrader will present the dense historical data and will pack
184. pen Add Sentimentor Dialog When a sentimentor is selected NanoTrader enables or disables the modes how the sentimentor can be added to the study e g a normal sentimentor can added as a sentimentor a filter or as a stop Add Sentimentor f El Standard ADX 4roon ATR Bollinger Bands Candle Stick CBOT MarketProfile CCI Channel Breakout Crossing MA Directional Ind DI DSS Exp Moving 4verage Dyn Momentum Idx High Low Channel gt gl Display in MasterChart Display as subwindow in MasterChart window Display as seperate window Sentimentor Filter Insert as Stop x Favorites X 4 4roon Bollinger Bands Stochastic Meta Sentimentor Click Target Click Stop test Tactic Cancel whereas a price based stop for usage in trading systems can only be added as a Stop or a Tactic Add Sentimentor Standard Stops BreakEven Stop BreakEven Stop EoP KaseDey Stop Linear Stop PeriodsHighLow Stop Time Stop Profit Target Trailing Stop Trailing Stop EoP Click Stop Click Target Express Display in MasterChart Display as subwindow in MasterChart window Stop Tactic Display as seperate window Insert as Sentimentor Filter x Favorites X 4 A4roon Bollinger Bands Crossing MA MACD RSI Stochastic Meta Sentimentor Click Target Click Stop test Cancel Depending on their Y a
185. quantiles for the highest highs and lowest lows Moreover the display aims to visualize and to quantify a bias of the projections towards the highs or lows Let s have a closer look at the second projection green circle average highest high N E A green circle to master 37 extracts close 37 yellow line a ua master extract s close Expected Trading Range total height 100 F red circle average lowest low strong bias towards lowest low 63 strong sell indication visualized by sell signal The expected trading range is naturally defined by the range created by the average of the highest highs and the average of the lowest lows To quantify how much that trading range is biased into one direction LiveStatistics measures the amount of the expected trading range lying above the master extract s closing price The most extreme case would be that the NanoTrader 140 complete expected trading range i e 100 of that range is located above the master extract s closing price This would lead to a quantification value of 100 lf it was located completely below the master extract s close the value would be 0 This quantification in the range from 0 to 100 is inline with NanoTrader s general usage of sentiments as 100 indicates the most bullish sentiment and 0 the most bearish sentiment In the above case only 37 of the expected trading range are above the master extract s close price equaling a
186. r Text used as Buy identifier on the form to create a new external trigger e Default sell identifier Text used as Sell identifier on the form to create a new external trigger e Default hardcode volume Defines if the checkbox Hardcode volume on the form to create a new external trigger is enabled or not e Default volume bracket open First text used as Volume brackets on the form to create a new external trigger e Default volume bracket close Second text used as Volume brackets on the form to create a new external trigger NanoTrader 159 By defining these options Show aggregated volume in Speed Trader No Auto zoom at new period No Defaut plotted line width 1 Percentage of the chart for the future 25 Keep selected drawing tool activated No E Directories User data C Users eroost Documents WHS FutureSt Studies C Users eroost Documents WHS FutureSt Template Studies C Users eroost Documents WHS Future St E Extemal Trigger Monitored directory C Users eroost Documents WHS FutureSt Default instrument identifier Instrument Default required keyword Order file Default buy identifier Side Long Defaut sell identifier Side Long Default hardcode volume No Default volume bracket open Default volume bracket close Default hardcode volume Defauk hardcode volume setting used when creating a new extemal trigger x C the form to create a new e
187. r active Parameter e MetaSentime Exhaustive search For active Sentimentor AqQgregation Sensitivity of the Sentinentor Sensitivity of the Parameter wr CL T Fat e 30 Long Edit interpretation v Go Short Reset Active Sentimentor 04 02 09 Wed 14 18 data Fix active Sentinentor NanoTrader 25 fr Fd PERTES Nano Trader Charting amp Trading You may change the display style of a sentimentor by selecting Visualization x Line Color m Line width 1 Line Style K O oma When choosing 0 as the Line Width the corresponding line will not be displayed Otherwise the Line Width is only taken into account when the Line Style is set to solid Sentimentors that use the price scale as Y axis can be overlayed in the MasterChart by selecting Display Sentimentor in MasterChart Each sentimentor with a graphical representation can be displayed as a sub window of the MasterChart by selecting Display sentimentor as a sub window of the MasterChart 6 8 Aggregation of a Sentimentor Multiple Time Frame Analysis When choosing Aggregation from the context menu of a sentimentor a specific aggregation for this sentimentor can be defined EN Stop Ordertype wa Choose an ac Pole Brackets Filters 402 4743 Indicators 4 Con E aa o O El ss 3 Visualization eal Display the sentimentor in MasterChart am Factor 1 T Tactics Sensitivity of the Sentinentor
188. r activities per contract e doubleclick on an order to see its details NanoTrader 68 fv FIPERTEC Financial Performance Technology Pats Testserver2 FIPERTEC1 Name Study State DAX MAR09 BPow EUR 1 100 000 128 Orderd Excha 5562788 SIM DAX MAROS Cancelled 5562789 SIM DAX MAROS Cancelled 5562790 SIM DAX MARDI Filled 5562791 SIM DAX MAROS Filled 5563332 SIM DAX MAROS Cancelled 5563333 SIM DAX MAROS Filled 5563334 SIM DAX MAROS Filled 5563335 SIM DAX MARDI Filled 5563336 SIM DAX MARDI Filled 5563337 SIM DAX MAROS Cancelled 5563338 SIM DAX MAROS Filled 5563339 SIM DAX MARDI Filled 5563340 SIM DAX MAROS Cancelled 5563341 SIM DAX MAROS Filled PIL Contract Euro FX 5564203 SIM Euo F MARDI Filled 5564206 SIM Euo FS MAR09 Filled Contract MINI NSDQ 5564205 SIM MINI N MAROS Filled 5564204 SIM MINI N MAROS Filled 4 Eh working Orders E Completed Orders 8 23 DayTrading Statistics TG with Bollinger not loaded Cee ae na Drag amp Drop a study from the Worksp MINI NSDO MA n a Drag amp Drop a study from the Worksp 0 00 ee seg eer Trae tt Rat 4 e Rrl eee xlarw tts O met et et ft ft Cc St et OOOO co l t wo 2s 1 Buy 1 Sell By Sell Exit 0 Cum PIL Action Avg Price sb NanoTrader Charting amp Trading Position Bu 0 Buy Fse Exit Buy Sell Exit 12 43
189. ration is done via the AccountBar You have to select the instrument the external trigger should be created for and click right with the mouse After that do a single mouse click on External Trigger Studies of this Security gt Template Studies b TradeGuard activation deactivation Hide Display Charts Designer Dialog SpeedTrader Hide Display Fills Notifications Symbol Details Order Defaults Money Management Remove Symbol Update Account EMERGENCY Exit Positions amp Cancel Open Orders EMERGENCY Cancel Open Orders Select Font WHS 3 Trading Report eee History of an Order Symbo V Dockable to other windows EUR USD Buy Sell Exit 0 0 00000 0 00 0 00 F40 cfd Buy Sell Exit 0 0 0 0 00 0 00 Then the external trigger configuration form is opened NanoTrader 157 External Trigger Configuration External Trigger Symbol DE30 efd Instrument identifier Instrument FDA Required kepword Order fle Buy identifier Side Long Sell identifier Side Shot Order T ppe Market Hardcode volume Hardcoded volume i Volurne brackets Volume VOL Limit total volume Max total volume i Activated w Cancel Delete E This is the meaning of the parameters Instrument identifier Text that must be present in the text file to trigger the generation of an order Required keyword Text that must be present in the text file to trigger
190. red whenever a Speed Trader is opened The confirmation setting however is always enabled when starting a Speed Trader to avoid unintended order creation by accidentally clicking into the Speed Trader 10 5 Trading with the SpeedTrader The following picture gives an overview of how to create or manipulate orders with the SpeedTrader NanoTrader 92 DAX INS POAXINOSEUX I Min F Trade Slang BEGESRSaranr EA JOS FDAXIHDS EUX TredeGisi PF Rei Gls a A EE Position Size 3 44540 j Er 75 00 E imit aiaj eegee ie 4449 50 Order alume Fiat agal i Jay 05 a Cy Sen MitualBrokerage PaperTrade 201006 Mon bO 28 data 4450 0 y 4452 0 E 455 S00 H HS Le d Intended Action Create Limit Buy Order Left click into a Bid cell below the last price or left click into a Bid cell showing the volume histogram Create Market Buy Order Left click into any Bid cell above the last price In Reflector mode always a Limit order is created Create Limit Sell Order Left click into an Ask cell above the last price or left click into an Ask cell showing the volume histogram Create Market Sell Order Left click into any Ask cell below the last price In Reflector mode always a Limit order is created Cancel Order Right click on the order in the Me column Modify Order The following methods are available e Left click on the order in the
191. rresponding dates By using the arrow keys these values can be changed The dates displayed are always the beginning of a bar When changing a date the gradient of the line is maintained When activating the Right extension option the line is automatically extended into the future NanoTrader 46 fr Fd PERTES NanoTrader Charting amp Trading xj Name 16 07 02 StatWalue 139655 16 0702 4 EndWalue 11 4810 17 09 02 Right extension Remove Line Line color Line width 1 Usage as een W Scale price axis to include this line W Visualize support resistance zones Define Settings as Standard o too _ 10720 liza 16 40 10 21 10 05 11 10 E E The original end point of the trendline is depicted by a small vertical line To remove the line click on the Remove Line button To ensure that a line is always visible activate the Scale price axis to include this line option By clicking the Define Settings as Standard button the current settings are saved as standard and are automatically set when drawing a new line When drawing a trendline the shift key may be pressed in order to automatically snap to the nearest high or low of the bar the mouse is pointing to 7 2 Usage Modes of a Trendline and Horizontal Line A line drawn into the MasterChart can be used in different modes and depending on the mode influence the sentiments and signal generation e Drawing only The line is used
192. rt Internally that mechanism relies on the same technology as used for the TwinChart and shares the same parameters El Livedtatistics Euro Fx DEC11 5 Minutes 10 O Price Data 5 Minutes 10 Aggregation value 5 Aggregation unit Minutes Days to load 100 Projection Style Linear The first three parameters define the aggregation and amount of price data to be loaded The last parameter Projection Style allows to fine tune how drawings attached to the LiveStatistics window are displayed in the MasterChart so it has nothing to do with the term projection used inside the LiveStatistics Please see the documentation on TwinCharts for a detailed explanation in the manual NanoTrader Charting and Trading NanoTrader 143 fr Fd PERTES NanoTrader Charting amp Trading 19 3 4 Selection parameters El LiveStatistics DAs DEC11 5 Minutes 100 Linear Last Period Price Data 5 Minutes 100 Linear Selection Last Feriods Shape Last Complet Selection Style Last Feriods Shape Enid of WMaster Extract Last Completed Period Width of MasterExtract 5 Similarity Unit ATR Similarity Delta in 25 Shape accuracy F Selection Style The Selection Style parameter determines how the master extract is defined and which criterions are used to check if a given extract is similar to the master extract The following styles are supported e Last Periods Trading Range Master Extract The master extract ends at the last c
193. rtrade environment that simulates a real exchange without putting your money at risk You can safely make yourself familiar with the all of the NanoTrader functionality by using this simulation environment Once you are confident you can use your real account in exactly the same way as you used the papertrade account NanoTrad fs FIPERTEC Financial Performance Technology Welcome to NanoTrader What do you want to do tonsa Explore the Help Center Explore NanoTrader on your own V Show this dialog at startup Try Place a trade and the TradeWizard will guide you through all necessary steps It will also allow you to enable the TradeGuard NanoTrader s technology for protecting open positions with profit target and stop loss orders The TradeGuard always makes sure that these orders protect your actual position no matter if partial fills arrive for the profit target order or if the position is increased or decreased manually by you The TradeGuard even allows to use multiple profit targets and stops to enable fading out of a position 5 NanoTrader s Main Window The main window of NanoTrader looks as follows NanoTrader 14 NanoTrader lO File view Extras Portal Help lt OpenaChart Save All PageManager Tile TradeWizard SpeedTrader Time amp Sales WiorkspaceBar q Sy Help Center H 2 Accounts a Sy LiveTables H 3 Scripts 29 Timed Exits amp Filters ay Manual Sentimentors H 3 Simulation a PlayBack
194. ructions of the setup procedure Usually the default settings can be used without any changes After finishing the setup procedure NanoTrader can be started from the windows task bar using Start Programs NanoTrader By default NanoTrader is installed in the directory c Programs Fipertec NanoTrader This directory or the one you have chosen in the setup will be denoted the installation directory Detailed information about connecting to your data provider or local data base can be found in the chapter Accessing Price Data In case NanoTrader is provided to you by your broker please follow the instructions of the broker In that case NanoTrader will be completely equipped with access to price data and your trading account NanoTrader is backward compatible with its predecessor DySen In case you have a DySen installation on your PC NanoTrader will ask you if you want to import your DySen environment You might do so however you could also start with a fresh installation and copy your DySen studies manually later NanoTrader 11 fr Fd PERTES NanoTrader Charting amp Trading 3 What is NanoTrader NanoTrader is Fipertec s next generation product that aims to bring automated trading combined with charting to a whole new level A decade of experiences and the feedback of thousands of users led to the new design and functionalities presented in NanoTrader The main focus of NanoTrader is ease of use paired with unparalleled automa
195. s uoe Exit H Paper E Click Target 20 Click Stop 60 2803 4 5790 E e 5786 1 E 5780 L 5774 a770 j i 5766 ag 5760 sijat ll 5750 of 40 5730 E a 5724 1 S2 E ea 571501 5710 3700 5690 m A g4 02 17 56 53 Votes This combination of charting and order entry allows for an extremely intuitive and fast order entry NanoTrader 95 The width of the ChartTrader depends on the size of the MasterChart window It is placed in the so called future part of the MasterChart i e the space in the chart that is kept free next to the final bar This space can be defined through the Options dialog to be opened through the main menu Extras Options x Date Format Process Priority European dd mm yy flow Ignore price data betore Visualization 1 1 80 W draw setup signals Securities Show one security only W show signal details M Automatic Update Check Iv visualize filter regions W show trendsignal target zones i 5 2 ofthe charts for the future In case the available space for displaying the ChartTrader becomes too small to accurately place orders the ChartTrader is automatically hidden In this case its activation button is colored grey The ChartTrader is also automatically hidden in case the current zoom of the MasterChart does not include the actual final period 10 9 Using the Reflector mode In standard mode
196. s 67 8 22 The Completed Orders Page cccccsseccceesceceeeeeeeeeeeseeeeseeeeeseeeeeeas 68 8 23 DayTrading Statistics cc ccccccceeeeceeeeceeeeceeeeseeeeseeeeseeseseeeeseneeseeees 69 8 23 1 The DayTrading Statistics Dialog ccccceeccsseeeseeeeseeeeseeeenees 69 S 20 2 DeTINMMOM Ola Trade sees cestcesereceesiaressercepecayncepereurceyeseseaseeeeaveue 71 O2a 0 NDU QOCIIG TING a E E 72 8 23 4 Fills from Interactive Brokers cccceeecseeeseeeceeeeneeeseeeeeeeeneees 73 9 Visual Trading Tactics and TacticOrders cccccececeeeeceeeeeeeeeeeeeesaeeeens 73 Ge PACU CS esratercaneete sce tinccreteeeeetnraets netics ate etareteeeaes 73 9 1 1 Tactics FIOW INCY WOM Keiaciwacieccessdeacanacnauseneaeenanareearnenrsenneunccuerd 13 9 1 2 Tactics and the TradeGuard ccccccsescecsseeeeeeeeseeeeesaeeeesaeeees 76 9 1 3 Available Tactics ene ere ee 78 92 E216 6 0 2 f eee eee E E ee ree 81 9 2 1 Creating a TAactiCOrder ccccccceccecseeeeceeeeeeeeeeesaeeeeseeeesaeeesaees 81 92 2 The Create TacticOrder Dialog ccccccccsccssecseeceeeceeeseeeees 81 92 3 GENE SCMINGSxccecssevssexesexanensseresacedovasernsecenesndextserederasexadexinereee 82 9 2 4 Choosing the Active SENtiIMENtOIS ccceccecseececeeeeeeeeeeeeaeeees 83 9 2 5 Defining the Signal Criteria ccccccccsseecceeeeceeeeceeeeseeeeseeeesees 84 9 2 6 Defining Long Short Thresho
197. s Pattern Ts 5690 0 5680 0 5670 0 5660 0 5 periods TradingRange in 1 91 2 398 ATR Hits 29 and Shape accuracy 2 Sentiment 34 SRS0 N 5646 5 ia 20 11 14 40 15 00 15 20 15 40 16 00 16 20 16 45 gp The following sections will explain in detail how the LiveStatistics work and how it benefits the user in his constant decision making process The discussion will also use a couple of technical terms as used in statistics Readers encountering these terms for the first time should not shy away Although they may read somewhat awkward they have a direct relation to the real world and we attempt to explain them in a straightforward manner 19 2 The Basics of LiveStatistics The next sections define some basic terminology and describe the overall process of how LiveStatistics does its work Note that although the individual steps are described sequentially there is no need for the user to actively start any kind of process LiveStatistics is implemented just as a normal sentimentor and is configured through a number of parameters so all is done automatically and instantly once a parameter or the data basis has changed Extract and Master Extract A basic notion used in LiveStatistics is extract An extract denotes a consecutive sequence of periods from a given chart e g NanoTrader 132 fr Fd PERTES NanoTrader Charting amp Trading We use the broader term extract as opposed to pattern because a pattern usually denot
198. s a 20 tick move expresses a quite different dynamic if it started at 200 as opposed to 100 the price move should in general be considered in relation to the overall price level of the extract As throughout NanoTrader LiveStatistics provides the option to calculate the price movement not only in ticks but also in percentages and ATR multiples So instead of using 20 ticks to express the movement after the extract it could be converted into say 0 13 or 1 7 ATR with the extracts location as the basis and then it is converted back into a price movement related to the master extract s location Visualization of the Projected Prices Now assume the projected price developments for all the selected extracts have been calculated LiveStatistics can now chart these individual price developments anchored at the master extract NanoTrader 136 H zo 5316 0 5810 0 000 0 of 90 0 or O ee ee 4 a T E s7ea0 i haa a 5750 0 5740 0 5730 0 T of 20 0 5710 0 rages icin 5690 0 S680 0 5670 0 4 periods TradingRange in 1 10 1 863 ATR Hits 26 histhlax 3 5660 0 and Shape accuracy 3 above 46 4 below g2 9 5653 5 Aei sha 10 10 10 25 10 40 11 00 4 q Each grey line indicates the projected price development that occurred after one selected extract This raw display internally called the Spaghetti view is already quite interesting as it gives a certain feeling of how big the dispersion of the price dev
199. s been played the panel allows you to play it again by hitting the Reload button FDAXSPO7 EUX 25 06 07 11h15 215 Reload 1m 5m 10m 60 Acceleration jscoo 4 1 1 1s 5m is 30m Apply is 1m 1s 10m 1s 60m 25 06 07 Mon 20 34 Finished NanoTrader 122 The PlayBack panel only vanishes if all connected receivers of its data i e studies SoeedTrader Live ables and also Accounts have been disconnected 17 5 A Note on PaperTrading with PlayBacks PlayBacks can be used in PaperTrading just as any other security However due to the nature of a PlayBack the time within the playback is different from the papertrade matching engine Therefore the timestamps assigned to fills will show the current time not the playback time As a result the visualization of fills in the chart is restricted i e it cannot be reconstructed from the saved fill data However as long as the aggregation of the MasterChart is not changed fills will be displayed correctly Note that this affects the visualization only the computation for studies and stops is not restricted in any way 18 LiveTables 18 1 What is a LiveTable A LiveTable is a table where each row represents a security with an optionally attached study The table displays and automatically updates the data for each symbol and the status of the studies Live Table he Apple Computer AAPL Trend 24 60 close long Meta S entimentar 137 245 25755 02
200. s the non stepped version which is a bit more pleasing for the eyes NanoTrader 152 fv FI PERTEC NanoTrader Charting amp Trading Show Shape This option activates the visualization of the Master Extract s shape as analyzed by NanoTrader sv vy Show Normal Distr Quantiles This is option is particularly interesting for statisticians The prices of a projection typically form a normal distribution When this option is turned on the quantiles as defined by the Distribution Coverage parameter are calculated with respect to that normal distribution nn i 5818 0 n 5815 0 g E 5610 0 aiii s soso i a end of line segment 20 quantile of the empirically 57950 observed sample i 5730 0 T 2941 17 05 17 2 associated Normal Distribution NanoTrader 153 ASTEA PERTES NanoTrader Charting amp Trading You can imagine a normal distribution being displayed instead of the projections based on the empirical observations Shin LiveStatistics DAA DECT 5 Minutes 600 Linear Dynamic Day R jil 561 8 0 a B 5815 0 5810 0 9005 0 5800 0 5795 0 ri Ms J 5793 0 a7 90 0 5785 0 5781 5 4 1 ly 16 30 6 periods TradingRange in 2 44 2 44 ATR 29 11 17 05 17 25 17 40 16 00 18 15 1635 However as the normal distribution s bell curve has no further visual benefit it is not displayed All information is captured by the plotted quantiles calcul
201. s the rule requires So if 2 0 would be selected and at the end of a period 2 filters point into the intended direction and the other is neutral then a Market order creation will be triggered The list of valid rules changes automatically with the number of sentimentors to be taken into account 9 2 6 Defining Long Short Thresholds Checkmarking the Detailed List checkbox activates the Selection Based Mode allowing to select the individual sentimentors It also makes the two columns Long and Short available These define the thresholds that need to be reached by the sentimentors in order to vote for a certain direction For Filters these thresholds are set to 65 and 35 by default These sentiments are required by NanoTrader from Filters to accept a certain direction and hence to color the chart s background The non Filter sentimentors are set to 100 and 0 the typical values for creating long and short signals by an individual sentimentor All of these values can be adapted Assume the values for the Moving Average have been changed as follows Create TacticOrder PaperTrade x Simulation Wolume 4 z Sentimentors Long Short ke Filter Crossing MA 2 10 65 35 D FiterCrossing MA 2 20 65 35 D Fiter Crossing MA 5 30 65 35 hf Stochastic 12 3 70 30 100 I M Moving Average 30 60 ED S active Sentimentars W Detailed List This results in the Moving Average indicating a Long signal whenever its sent
202. s you need to be permissioned by your broker Once you are permissioned open the WorkspaceBar and navigate to a Future on which you want to trade an option e g the FDAX m4 La nen a Charn VWWOrKES pace HS Help Center Accounts pm Pa pertrade EYE Cac SiMfipertect 16804750 h E Tradable Securities E CFE H 2 CME Bonds H A CME Commodities E E CME FX 2 CME Indices 4 Eurex H BOB Sy BUN FDAX L D eft FDAX MAR 14 ff FDAX JUN 14 FDAX SEP 14 lt FDAX DEC 14 if FDAX MAR 15 gS FDAX SP1 SS FDAX SP2 Given you are permissioned you will see an empty folder named Options for the FDAX Nano Trader 168 A nancial Pertormance Termes Nano Trader Charting amp Trading 24 5 2 Adding Options To add an option to the Options folder rightclick on it and select Add Option MWOrKSPacebar Sy Help Center Aa Accounts HE Papertrade EH cac E SiMfipertect 16804750 Tradable Securities H 2 CFE H E CME Bonds H 2 CME Commodities fq CME FX H 2 CME Indices 52g Eurex Gy BOBL 23 BUND S FDAX gt if FDAX MAR 14 tt FDAX JUN 14 aft FDAX SEP 14 lit FDAX DEC 14 i FDAX MAR 15 A dialog will show up that allows to specify the CQG symbol id of the option Month Year Strike Type ical M Jun 2014 a500 Resulting Symbol CUS DCM149500 sewen Use the drop down fields and the strike fie
203. se from the main menu Extras HotKey Manager or click on the Define Hotkeys icon the SpeedTrader s toolbar SS Ll 0 x DA INOS SpeedTrader hx ZIEIele 6 ale acon i liao Papertrade volume Me Bid e Ask 4488 0 E Last See Section Using the HotKey Manager for more details NanoTrader 94 fr Fd PERTES NanoTrader Charting amp Trading 10 7 Defining Order Types Depending on the exchange and connected broker there might be variants of the basic Stop and Limit order types available e g Stop Limit orders or Market lf Touched that you might want to apply To configure the SpeedTrader by clicking the OrderDefaults icon in the AccountBar Pats Testserver2 FIPERTEC1 Gabe rit SO art 3 S 4 a Ie e cell xi Am tt Study State i TG with Bollinge TradeGuard Dea Order Defaults Defines various default order types and volumes DAX MAROJ 10 8 Trading with the ChartTrader Whenever a SpeedTrader in enabled inside a MasterChart you might also display the so called ChartTrader directly in the MasterChart by clicking on its icon 8 in the chart window or on the blue activation button directly in the MasterChart MM an lolx ae alte alate Mace En i Fs a S l Click e aT Click Stop 50 Shows Hide ChartTrader i The ChartTrader provides the same functionality for placing orders with left right clicks as the SpeedTrader does 5739 S736 Bd paad
204. selected extracts and projections might change with each incoming tick e g because a new high or low was reached by that tick Similarity Unit Defines the unit in which to check for similar trading ranges and net changes If set to ATR then the trading ranges and net changes of each extract are normalized using the ATR occurring at the final period of the respective extract If set to Percent then the trading range and net change is expressed in percent relative to the lowest low of the extract Otherwise the absolute value expressed in Ticks or Points is used Similarity Delta in This setting defines the accepted interval when checking for the trading range or the net change Example Say the trading range of the master extract is 2 ATR and the similarity delta is set to 20 Then an extract will be considered to have a similar trading range if it lies in the interval 2 ATR 20 or 1 6 2 4 ATR lf the trading range was chosen to be expressed in ticks and the master extract s trading range was 30 ticks then the extracts trading range must lie in the interval 24 36 ticks i e 30 tick 20 NanoTrader 146 Shape accuracy When the similarity check involves the shape then this parameter defines how accurately the shape of an extract must match that of the master extract The higher the value the more accurate the matching must be The algorithm used for checking the shape accuracy runs fully automatic
205. sentiment of 37 This is considered to be a quite bearish situation and hence a sell signal is displayed below the expected trading range NanoTrader 141 19 3 Configuring the LiveStatistics Sentimentor 19 3 1 Increasing the Space for Showing the LiveStatistics graphics The LiveStatistics uses the empty space to the right of each chart for displaying the projections that lie in the future Therefore make sure to have sufficient room in that area by choosing from the main menu Extras Options Then set the Percentage of the chart for the future to an appropriate value x E General a European dd mm yy US mmddyy European dd mm yy Process Priority high Automatically check for updates es Mail address for notifications joachim wolftramntfipertec de Number of unused symbols to cache price da Use Patsystems Reflector technology Yes Activate parallel drawings es Activate parallel calculating es E Visualization Draw setup signals es Show signal details Yes Visualize filter regions Yes Show trendsignal target zones es Candle outline always thin Mo Auto zoom at new period No User data C ProgrammeFipertecs anol rader Choa C i Dee ee een Cie aban A aa Tee dee Ci xl Percentage of the chart for the future Amount of pace at the night side of the chart to be kept empty for representing the future Expressed in percent of the total charting area OK Apply Cancel 19 3 2 Ad
206. should be in relation to the extract width i e if the extract width is say 5 periods then a Foresight Span of 20 is not very meaningful In general it is good to choose a small Foresight Span and then to increase the number of projections That gives an accurate short term perspective and a by nature more vague long term perspective Here is an example with a Foresight Span of 2 and 9 projections a z 5829 0 i 5820 0 th E i 5800 0 Fi ch 46 44 33 IE BF BE 3B 35 h SE eee ne ee 5782 5 n E 5760 0 5740 0 6 periods TradingRange in 212 2 59 ATR Hits 30 720 0 and Shape accuracy 5 Sentiment 46 5708 5 2944 14545 15 55 16 05 1620 16 30 16 45 P te NanoTrader 148 Projected Value Choose the projected value from Expected Trading Range Close Highest High Lowest Low Projection Unit The unit used to normalize the price movement relative to the respective extract as discussed in detail above Choose from percent ATR and points Distr Coverage This defines the quantiles used for highlighting the various areas The default is 60 This implies the lower quantile being set to 20 and the upper to 80 This results in highlighting an area covering 60 of all price develooments centered at the median of each projection 19 3 6 Visualization parameters Visualization 10 Mo Feyw Hits Warning Threshold 10 Show Extracts Only Mo Show in Masterchart Mo Show Projected Cures
207. sk Last Time vest el LINETR 47640 47640 47690 14 19 32 940475 1 040 BASETR 47610 47610 47620 14 19 31 1021860 0 330 0 70 SAPETR 12733 12732 12733 14 19 31 496449 0 78 0 62 DIEETR 14960 14960 14970 14 19 22 10555560 0 080 0 54 CONETR 42500 42500 42510 14 19 40 387080 0 250 0 59 MEOETR 35110 35100 35110 14 18 54 442290 0 160 0 46 BAYETR 22130 22120 224130 14 17 53 1146418 0 100 0 45 DB1ETR 39 670 39630 39690 14 15 02 128270 0 150 0 38 ADSETR 114330 114320 114330 14 19 33 260522 0 420 0 37 HEN3ETR 59170 59120 59170 14 18 06 60951 0 200 0 34 SCHETR 50470 50480 50500 14 18 35 387309 0 160 0 32 EOAETR 62 050 62 030 62080 14 19 19 1121685 0 190 0 31 RWEETR 40170 40170 40180 14 18 53 571780 0 120 0 30 VOWETR 34600 34600 34620 14 18 23 1602753 0 100 0 29 MANETR 27870 27 850 27 870 14 17 57 312632 0 060 0 22 CBKETR 15 090 15 080 15 090 14 18 36 1374421 0 010 0 07 DAX ET1 3919 06 14 19 30 0 3 05 0 08 FMEETR 62310 62310 62370 14 14 39 53912 0 160 0 26 A Y e A A S O O O a a NanoTrader Charting amp Trading x ADEA A 18 12 Configuring Columns By choosing Configure Columns the Column Editor is displayed x tf Available Fields 4ct Trade study value Ask Ask Date Ask Time sk vol Auction Auction Size uction Time Bid Bid Date Bid Time Selected Symbol Last Bid Ask Last Time Total Vol Change Change The list of Available fields contains all fields t
208. spaceBar Help Center a2 Accounts H 2 LiveTables cee Scripts H 2 Timed Exits amp Filters ce Manual Sentimentors Simulation The Simulation symbol generates high frequent random data that mimics the Dax future It is perfect for scenarios where you just want to test or train a specific functionality like working with the SpeedTrader applying Tactics etc No matter if it is late at night or weekend the Simulation is always available With the PageUp Down keys you can influence its current price By pressing the shift key additionally a price gap will be created Also interesting for training purposes is the PlayBack data source With a single mouse click you can convert the previous trading session of a real symbol into a playback and use this at any time e g trade the real session from Thursday on Sunday in the PaperTrade and see how you would have performed To create a PlayBack just rightclick on a symbol NanoTrader 17 3 Papertrade js Paper B6 Pats Testserver2 E FIPERTEC1 1 E FIPERTEC2 1 E FIPERTEC3 1 E FIPERTEC4 1 E FIPERTECS 1 E JOACHIM 1 a Tradable Securities oy CME 9 GOLDO 9 NIKDOL Emu NIKDOL MAROG ai NIKDOL JUNOS o NIKDOL SEPOS 9 eCBOT Open Symbol Details Template Studies gt co Liffe HB SpeedTrader ao NYBOT ES Time and Sales aE SIM DetailsBar H 4 Eurex i LiveTables i 2 Scripts H Timed Exits amp F
209. ssing the Del key or by selecting Delete Entry from the context menu 18 7 Specifying Notifications By selecting Notifications from the LiveTables context menu the dialog for specifying notifications for certain events can be opened Nano Trader Mob icakions Last Tim LIN ETR 36 250 LHA ETR 12 770 Time and Sales MANETR 22 520 eval MEO ETR 34 290 Details MLv2 ETR ay RVVEETR 23 640 Find Eurex Options SAF ETR 122 700 Find Warrants SCH ETR 41 540 SIE ETR 56 670 Template Studies b TKA ETR 12 850 Studies of this Security F TULETR 15 100 Fades Dtsaley aher VORVETR 42 900 Designer Dialog Eyadatar s COG ye Configure Colurnins Se lmck Rome Delete Entry LiveTatle Save LiveTable Save As El 126 PLES _NanoTrader Charting amp Trading Notifications Sound file ho specification Bing IM enter setup C AWINNT Media chimes wav Select Play W enter C AWINNT SMediachord wave Select Play I exit next period CAWINNT SMedia ding wav Select Play Jw exit CAWINNTSMedialringinway Select Flay IY profit target changed CAWINNTSMediatadaway Select Play Boo E Select Ply Cancel ekeke g The acoustic signals for the given events can be activated by checking the corresponding check boxes In case the an event like profit target reached occurs the LiveTable is brought into the foreground the study tha
210. stics continuously as you change your trading system parameters and as live data arrives at your system there is no need for specific procedures to evaluate the system NanoTrader is equipped with the fastest and most flexible optimization engine currently available on the market This will give you the power to test and polish your trading ideas in depth Once you are satisfied with your trading system you might use it for supporting your discretionary trading style or you can activate it for automatic live trading with just one click Enjoy NanoTrader NanoTrader has a rich functionality to explore In addition to reading this documentation you should view some of the videos presented in the Help Center this will give you an excellent start for the usage of NanoTrader For learning more about creating and testing trading systems please see the list of Fipertec seminars on this topic as well as online lectures given at www fipertec com and www fipertec de Fipertec is greatly interested in receiving feedback from you and to add functionality aiding you in your daily trading processes Please do not hesitate to submit your feedback to info fipertec com NanoTrader 13 fr Fd PERTES NanoTrader Charting amp Trading 4 Getting Started When you launch NanoTrader for the first time a welcome dialog will provide you various options such as opening a chart or placing a trade with the TradeWizard NanoTrader has a built in pape
211. t 5 Min Plain W Bar A BUS Minutes v AES ES a oir JE aa ea ee o 0A Deactivated Exit H 2567048 Eurg US Dollar Spot 2567048 SpeedTr A X O x Sf tin Euro US Dollar Spot EUR USD Pla pry a E T 1 27378 lt Zaan OA s We ole a Accols E 1 27350 E Show Yolume Histogram a 4 27325 Show Volume Histogram PAA 1 27300 Last Zi 1 27275 1 27084 z a Position Size 27 1 27250 AT a 1 27225 0 1 211 1 27200 P L 5 7 i 1 27175 0 00 l 1 27150 Average Price 270 27 T 1z Order Volume at x f 1 27084 1 70 1 27050 E 1 27025 a 270 i 1 27000 Reverse s 7 a 1 26975 pee ar i larisi Auto Bid m i 1 26925 eae 4 26906 4 Delete All 37 14 07 04 00 08 00 11 45 ts gt Delete Asks NanoTrader 174 fr Fd PERTES NanoTrader Charting amp Trading As a bid chart does not represent real trades it also has no associated volume 25 3 2 Using the ChartTrader vs the SpeedTrader As there is no real order book the price ladder of the SpeedTrader is of very limited use This is specifically true at times where the spread Is increased and the symbol has a very small tick size or even fractional pips This results in very tiny price increments and hence the ladder only shows a very limited range of the interesting prices Therefore it is suggested to focus more on the usage of the ChartTrader It provides the identical me
212. t created the event is highlighted and the selected sound is played 18 8 Changing the Ordering of the Columns The columns of a Live Table can be reordered by drag amp drop LiveTable e O x Mame Symbol Study NelgSer Quote MetaSenti Poston Rating Last Sigr dCom m COMS Trend 5 45 23 33 Shor Stop 5 72 PertodsHighLow Sto 230 264 26 24 0271470 COMS TripleHit 5 45 42 00 short Profit Target 5 30 Stop 5 58 Fis 2r 00 29 3 0271370 El 18 9 Saving a LiveTable When closing a Live Table you are automatically asked whether you like to save the LiveTable settings To save a LiveTable with a new name choose LiveTable Save As from the LiveTables context menu 18 10 Displaying the Charts of a LiveTable study In case a study was dropped into the LiveTable doubleclicking its row in the LiveTable will open the associated charts The Designer Evaluator and Optimize dialog belonging to this study can be started from the context menu NanoTrader 127 Symbol lt b E Act Trade Last Sig eee a RAE ETR Notifications MUY2 ETR Automatically resort MEO ETR Time and Sales MAN ETR SpeedTrader ae DetailsBar FX ETR Symbol Search LHVM ETR Find Eurex Options Find Warrants Template Studies gt Studies of this Security gt Hide Display Charts Designer Dialog hs Evaluator Optimize 18 11 Sorting and AutoSorting By clicking onto a column
213. t does the backtesting and thus the signal generation to LiveEvaluation mode when having AutoOrder activated In LiveEvaluation mode NanoTrader bases the fills and fill prices on the real fills of the orders as reported from the exchange rather than on hypothetically backtested fills 8 10 5 2 Evaluator Settings for Position Entry The primary way a position is to be entered is defined in the Evaluator Settings dialog NanoTrader 56 fr Fd PERTES NanoTrader Charting amp Trading Evaluator Settings xX Future Trading Trading Constraints Control Period Value per full point Edit Value J Halftrip Costs jo Slippage jo Ticks Wl argir 2500 Ignore losing trade if opened within po perad preceding the end of the evaluation period warm up phase Signal e ecubior Sentiment Enter Signal Lirit price nest bar ee Close same bar Sentiment E sit Signal Close same bar fae ee Se e a Confirmation price next bar Execution of stop signal 11 iit price next bar When in standard backtesting mode NanoTrader will always assume hypothetical fills When a study is activated to work in AutoOrder mode the following rules apply e Incase the Sentiment Enter Signal is set to Close same bar or Open next bar NanoTrader will always submit Market orders for opening the position LiveEvaluation mode can be activated by checking the field Always apply real order fill prices in study in the OrderDefaults dialog of the trad
214. taStock data root directories aT OX The specified directories and their respective subdirectories E MetaStock DatalSample are added to the Work spacebar C ProgrammeFipertec Dynamite SentimentoriMetastackData Tou may also specity a non MetaStock data directory that contains MetaStock data in its subdirectories Abbrechen Ubermehmen NanoTrader 189 fr Fd PERTES NanoTrader Charting amp Trading Scripts H a Manual Sentimentors E E MetaStock BH MetaStockData H Daily Data H Hal 27 2 Accessing Quote Files The subsequent sections explain how to access price data from structured text files so called quote files that can be created with popular chart software 27 2 1 Filename of a Quote File Nano Trader makes no special assumptions with respect to the filename of a quote file However usually you will choose the name of the underlying or the symbol e g DaimlerChrysler DCX txt lf the security contains the character then the part preceding the will be interpreted as the name and the trailing part as the symbol The Designer dialog will display this appropriately Example DaimlerChrysler DCX txt 27 2 2 Structure of a Quotes File Line NanoTrader allows to specify an arbitrary number of quote file layouts These layouts are associated with the file suffix e g txt or prn of the quote files When loading a quote file NanoTrader automatically selects the corresponding layout NanoTrader 19
215. ted trading capabilities NanoTrader consists of a selection of individual modules including charting manual ordering trading from the charts advanced position closing management and fully automated trading with trading systems All this functionality is provided in a way that does not require any programming knowledge by the user However the Express programming module is optionally available for programmers to enrich the building blocks available in NanoTrader In addition Fipertec is proud to present its latest innovation called Tactics as a major part of NanoTrader Tactics is a powerful new technology allowing traders to instantly modify orders and to assign a certain predefined Tactic with a single click of the mouse to a given working order Depending on the current market situation the trader can decide what tactic is appropriate and activate it right away without going through lengthy and error prone dialogs Want to turn a static stop into a trailing stop One click Want to secure your profit once your are break even One click Want to move an entry order one tick ahead of the market One click Want to move a stop one tick without needing to slide it extremely precisely One click Tactics seamlessly integrates with all of NanoTrader s auto order capabilities such as TradeGuards and fully automized studies Sentimentors Indicators made alive NanoTrader is not only the tool of choice for charting and trading
216. the so called tightest mode i e it computes the tightest stop and the tightest target and uses just one order per side to protect the position If it is set to Yes then Nano Trader will treat each stop independently NanoTrader allows to activate the multi mode for Profit Targets and Stops independently A popular setting is to use Multiple Profit Targets combined with tightest stop mode 11 3 Assigning Volume to the Targets and Stops With activating the multi mode the targets and stops will show an additional parameter named Volume Ratio Simulation TradeGuard Paper i o E Ticks Sg DesignerBar Target Ordertype Stop Ordertype Stop E Brackets 3 O Click Target 15 1 Initial Target Ticks 15 Z i m O Click Target 10 1 Initial Target Ticks 10 7 E O Click Stop 15 1 Initial Risk Ticks 15 i T O Click Stop 10 1 Initial Risk Ticks 10 x Multiple Targets Yes NanoTrader 102 fr Fd PERTES NanoTrader Charting amp Trading This parameter Volume Ratio defines the proportion of the volume to be protected that is assigned to that stop or target As an example we change the ratios as follows Simulation TradeGuard Paper el Ge Be eR 100 Tickfs 8 DesignerBar Target Orderype Market h Stop Ordertype Stop E Brackets El Click Target 15 2 Initial Target Ticks 15 E volume Ratio E SLE SSAIgE 10 1 Initial Target T
217. the WorkspaceBar and select Assign historical data NanoTrader 185 File View Extras Portal Help fal iss amp Open a Chark Save All PageManager Tile Trade Wizard WiorkspaceBar q H E Help Center Accounts H E Papertrade Secs Interactive Brokers Pan Test E test aimem H E TradeMaster LiveTables H Scripts Ly Timed Exits amp Filters oy Manual Sentimentors Reload Price Data Refresh WorkspaceBar The following dialog opens x Drag amp Drop a symbol with historical data From the WworkspaceBar onto a tradable symbol Tradable Securities Bobl Future March 09 z Bobl Future September 09 z Bund Future December 09 fe Bund Future June 09 2 Dax Future March 09 a Dax Future September 09 bai Euro Stoxx50 Future March 09 2 EuroStoxx50 Future December 09 z EuroStoxx 50 Future June 09 2 i Eurostoxx50 Future September 09 Pore bd cencel_ Now drag and drop the corresponding symbol from the historical data source in the WorkspaceBar and drag amp drop it onto the IB symbol NanoTrader 186 fv FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading TT File View Extras Portal Help a iS gt Open a Chart WorkspaceBar aa PageManager q Save All Ui Assign Historical Data Symbol i D rl x I CME El Drag amp Drop a symbol with historical data from the WorkspaceBar onto a tradable symbol
218. tia 13 Standalone View which can be and Sh churecy 2 abore 400 below 5569 zoomed anel scrolled independently from the LiveStatistics main view z311 21 15 3044 08 40 ag 20 10 00 10 40 200 ir ec 7 T B irene 4 Derio Trara gt 6 paride Tradingrienge in 2 37 3 56 41R Higlest tieta and Shape acouracy 2 abowy 40 0 below 56 6 5017 5 11 11 1310 17 35 14 11 12 40 17 20 15 11 1240 17 20 16 105 40 4 19 3 8 The LiveStatistics Sentimentor and Trading Systems In its current implementation the LiveStatistics sentimentor does not emit sentiments in the usual Nano Trader way i e one sentiment per period of the chart Although theoretically possible the computation amount would be far too great to compute the sentiment per period Instead LiveStatistics are intended to support the discretionary trader in his decision making process to double check personal expectations for forthcoming moves against historic observations and to provide helpful hints for placing stops and targets Therefore when using the MetaSentimentor for creating signals make sure to set the weight of the LiveStatistics sentimentor to 0 19 4 A Note of Caution The LiveStatistics projections present a very powerful insight into the mechanics of a given market However the user should always be aware that the projections are purely based on empirical observations Even if there seems to be a strong bias in one direction always note the out
219. tick one checkbox Contingent Orders M Add Contingent Orders Save as standard Ticks Eline 1 27429 ae m z 1 26662 s M Contingent orders work as OCO Click on Save as standard to save the settings for the contingent orders as a standard for the CreateOrder dialog for this symbol Once placed the contingent orders are displayed with a lighter color to indicate that they are not active yet The colors can be adapted in the ColorManager The WorkingOrders page displays the parent order id and OCO order id for contingent orders The contingent orders are displayed below their parent order and are indented If the parent order is filled it is not displayed any more in the WorkingOrders page NanoTrader 177 fv FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading NanoTrader Euro US Dollar Spot Plain 2567048 lol x Gi File View Extras Portal Help za Ta Open a Chart Save All PageManager Tile X w i TradeWizard PlayBackWizard About fay Gil to Fs mi E oO FS mi SpeedTrader Time amp Sales NewsBar Euro US Dollar Spot Plain 2567048 x iE o a D E Mtes al R R A a A E o0h a A a 1 SOUT SRS Pos 0 P L 0 00 EUR Deactivated _Exit E 2567048 2z 3 1 28549 4 2 wi s 1 28549 S E3 1 28000 3 Gi 1 27500 g ht a Ogg Fare g Wy E ihaj tpl toh
220. tics Sentimentor and Trading Systems 156 T94 ANLO CAUNO eac decease 156 20 External T1OQOCIS s sriesssesisepessi piper ppr RREK EEr pEr RETE AEK NENESE EEN ERE 156 200 Whati amexternal MOGOT 7 vacccacsextcoceractascavonssente sateen tpeceennsoestametesate 156 20 2 Configuration of an external triQQer cccccccssecceeeeesseeeeeeeeseeeeees 157 20 3 Configuration defaults and monitored directory cccseeeeeeeeeeees 159 20 4 More on external triggers ccccccccseeeseeeseeeeeeeeseeeeeeeeeeeneeeseeeeeeeens 160 21 Linking Bars and Charts to the Same Symbol ccceeeeeeeeeeeeeees 161 22 6 6 eee anne ee 162 Cel ROU GENTA a E E E 162 23 Working with Patsystems cccccceeeeeeeceeeeeeeeeeeeeeseeeeseeeeseneeseeeesaaees 164 2A WO VGO eaa EE 165 DAA nstaling the COG AP kecrik nun n ai 165 24 2 LOQQING I 0 eee eeccccececeeeeeeeeeeeeeeeneeeeseeeeseeeesaeeeseeesaeeeseeeeseeeeseeeeseneesess 165 24 3 Handling an already running CQG API process cccccseeeeeeeeee 166 24 4 Handling SpeedTrader DOM Depth of Market subscriptions 167 24 5 Trading Options on Futures with COG ccccccccccsseeeeeeeeeseaeeeeeeeeens 168 CA CMI SAIC sictchcraterciarsteraraiaicrctareieraiaiatctaietacaiciezaiatetesaiataiana 168 245 2 Adding ODONS snsroverrisecirsvsscssirernnvirn sana nmerarieeanenee 169 2A OO TACIMOVING Ald OOO ecean E ERE 170 24 5 4 Examples for Tradable Options
221. tion that is traded in case the corresponding underlying creates a signal Middle Part The BPow displays the available buying power as provided by the broker The P L shows the cumulated profit loss of the currently open positions Cum P L that of all closed positions The value is converted to the currency specified for the account by the broker The used exchange rates are also specified by the broker Lower Part The lower part monitors the currently working orders and their respective states To cancel an order click into the Cancel cell To enlarge this part use the splitter NanoTrader 52 fv FI PERTEC NanoTrader Charting amp Trading Pats Testserver2 FIPERTEC1 tt RTS Aa Rr eee xia ttt Name Position Bu Sell Exit Last P L Cum P L Traded Study State DAX MAR09 Sell Exit 4430 0 25 00 125 00 UFER TradeGuard not loaded Buy 0 Buy Sell Exit 2271 0 00 0 00 n a n a Drag amp Drop a study fro DJEST50 MAR09 gt BPow EUR 1 100 000 128 PIL 25 00 EA Cum PIL 125 00 Q Prices QOTrades Symbol Action Size Filled ES Price Type State Initiator Id Cancel Dax MAROS SIM Sell 1 0 4423 5 0 0 St Submitted Manual 5562785 Cancel Eh Working Orders Completed Orders 8 7 Configuring the Account appearance The columns may be rearranged and resized using the mouse Pats Testserver FIPERTECI Gar n Oo Bl Name DAX MAROS DJEST5
222. top ee Pos 0 PL 0 00 Tradetsuard Auto Order _Exit B Srah jell 5720 7165 5710 s700 5690 5680 5574 34 45 18 35 03 18 35 18 18 35 33 18 35 48 18 36 03 18 36 18 18 36 33 S aa 11 7 Using Multiple Stops and Profit Targets in AutoOrder Mode As opposed to TradeGuard mode the AutoOrder mode allows a study not just to close a position but also to open a position In order to enable Multiple Stops and Profit Targets in AutoOrder mode the LiveEvaluation of the OrderDefaults dialog needs to be turned on NanoTrader 106 sft FIPERTEC inancial Performance Technology Nano Trader Charting amp Trading x Bracket Orders Lirnit T ype limit Stop T ype Stop T Manual Orders Initial Size AutoOrder Size Size Increment r Warning Size jo Q no warning jo Reject Size Q no rejection Price Increment f D Order Type Market ki Time in force Day Y Autolrder Entr Orders Limit T ype fim Stop T ype stp st Always apply real order fill prices in study iv LiveE valuation TradeM aster Leg Opening Orders Lirnit T ype Limi Stop T ype Stop Speed raderChartT rader Orders Lirnit T ype Limit ii Stop Type Stop Cancel 11 8 Automatic Handling of Overrfills An overfill may occur in case two opposing brackets are filled at the same time at the exchange The handling of overfills is d
223. top orders marked as OCO would be used As soon as one order receives a fill the other is cancelled immediately The OCO mechanism works for any kind of order thus allowing two limit orders to be marked as OCO this would allow to trade rebounds within a sideway market No matter what type an OCO order has or how many OCO orders exist as soon as one OCO order receives a fill partial or complete a other OCO orders are cancelled lf an order is placed through the SpeedTrader or ChartTrader while having the Ctrl key pressed then that order will be marked as OCO The OCO flag can be modified through the Modify Order dialog at any time The horizontal line used to visualize an OCO order in a MasterChart can be configured default is blue Note In order to protect an existing position the bracket order mechanism provided by the TradeGuard should be used as it handles partial fills and position increases fully automatically Note The OCO mechanism is implemented by NanoTrader and handled through your PC it is not handled natively by the exchanges Hence if the market is very volatile and or the OCO orders are placed very near to each other then there is a chance that multiple OCO orders are getting filled as the cancel requests might arrive too late at the exchanges 8 14 Canceling an Order An working order can be cancelled by clicking the Cancel cell in the OrderMonitor Pats Testserver2 FIPERTEC1 a its oe
224. tor Wav CAMER Select Play Partial Filed V C Programme Fipertec Dynamite Sentimentor Wav CAMER Select Play Cancelled Iv C Programme Fipertec Dynamite Sentimentorswav LASER Select Play New OBM order TT 0 Select Play SendsmSt Send Email te as a RERE E E 4 Cancel The checkmarks for New OBM Order are only evaluated if NanoTrader is connected with the Nano Irader OrderBook Manager a separate product from Fipertec 8 20 Visual Trading Click Stop and Click Target The Click Stop and Click Target are two specific stop sentimentors that permit to manually adjust them by sliding their corresponding price sliders directly in the MasterChart NanoTrader 66 DAX MAR09 SIM TG with Bollinger FIPERTEC1 x v W SA Ors Sms e QQ0 KB BERNE AE m am pessona A oA Pos 1 PL 62 50 Cur TradeGuard AutoOrder Exit E FIPERTEC EA l s Click Target 30 Risk 75 00 Ti t 175 00 om a a A E E Click Stop 60 arles 4464 0 E El E Trading a 4460 Fy Account FIPERTEC1 Order Volume 1 4455 E Automation state TradeGuard AutoOrc 11515 C Target Ordertype Limit Se 4447 0 a hes Fi Stop Ordertype Market by Study OOS Co cA aa amma cA 4444 5 x Brackets amp 5 a Click Target 30 If Click Stop 6 Market 1 4441 5 Oo Multiple Targets No Click Stop S 4430 Multiple Stops No 5 m Unit for Brackets e Ticks 4
225. uard 4utoOrder TradeGuard Confirm AuboCrder Confirm Jequaubisa be or the DesignerBar DA MARO9 SIM TG with Bollinger FIPERTECI gt W Ga Bal eR 5 Minutes B lt DesignerBar q a gt GL Ag Se s t eH E Ea E Trading Account FIPERTEC1 Order Volume 1 B Automation state Deactivated Target Ordertype Deactivated uynar ra Stop Orderype TradeGuard AutoOrd er El Brackets TradeGuard Confirm AutoOrder Click Target Confirm Click Stop NanoTrader 65 8 18 Emergency Exit Sometimes it is necessary to cancel all open orders or even to exit all positions NanoTrader provides two versions for achieving this e Click to cancel all working orders for all symbols All studies will be set to Deactivated e Click f to cancel all working orders for all symbols and to close all positions All studies will be set to Deactivated 8 19 Notifications To specify acoustic notifications and or a message whenever a signal is created by a NanoTrader study assigned to an account position click the icon and select the desired message boxes and sounds to be played The first column of checkboxes activates the message boxes the second column the sounds x Show MessageBox Sound file no specification Bing Buy Order Iv C Programme Fipertec Dynamite Sentimentorswav falling wa Select Play Sell Order FN Select Play Filed C Programme Fipertec Dynamite Sentimen
226. v FIPERTEC Financial Performance Technology NanoTrader Charting amp Trading loxi BeA n Tm lR Aaaa AE a a ma DesignerBar q EE Tradecuard AutoOrder Ext H Paper 2z etucstop 60 _5941 45 amp Limit above V AutoAsk Ask oe ee oe v 1 Tick 1 Tick min E Limit below v 1 Tick E Bid 1 AutoBid Bid i 71 ol maine o v AutoBid Thingol A D E Stop above m V BrkEven T fAvgPrice 2nd best bi x V 1 Tick E Stop below 1 1 10 5 0 5 0 O Tradingsystem Settings Trading Approach Future Trading 04 02 17 03 16 17 03 46 04 02 09 Wed 17 03 data 5843 y 5770 O 5843C 5843H 5843L 5843 23 Span 0 00 0 Ticks To add a new Tactic open the Add Sentimentor dialog through the E4l icon Select a Stop and insert it as Tactic Add Sentimentor x Standard Stops Favorites aA tt 4roon p BreakEven Stop Bollinger Bands BreakEven Stop EoP CCI 2 kaseDev Stop Crossing MA 2 Linear Stop MACD Parabolic Stop Rol x PeriodsHighLow Stop Stochastic Time Stop Meta Sentimentor Click Target a Profit Target Click Stop Trailing Stop test Trailing Stop EoP i Click Stop Click Target H Express Display in Masterchart Display as subwindow in MasterChart window Insert as Sentinentor Filter Stop EN Cancel lt will immediately show up in the displayed Tactics in the chart and could be
227. vious Chartto top 2 EWHNERTASTATURS Refresh WorkspaceBbar F5 Empty Fage E Buy Market BILD MACH OBEM Sell Market BILD MACH UNTEM Delete Bids Delete Asks Delete All Flat 0 ZEHMERTASTATUR Reverse Position AutoAsk AutoBid Activate Deactivate TradeGuard F3 Cancel Defaults The HotKey Manager allows to define hot keys for loading pages loading a study or bringing a study to the front to cycle through the studies and to trade To assign a key to an action click into the associated Key to press field then press the intended key to be used to trigger that action You might use combinations with Shift Ctrl and Alt e g Shift Ctrl 2 15 1 2 Assigning a Hot Key to a study To assign a hot key to a study first open the study In the study s DesignerBar click into the Hot Key cell NanoTrader 110 A Simulation 100 T TradeGuard W Ga Ga no Tick s e Q DesignerBar q Pal amp Gb Ad Be p AELE P iP E Trading Fe Account Choose E Order Yolume Ar Automation state Deactivated Target Ordertype Wa Choose an ac Stop Ordertype Wa Choose an ac El Brackets a Unit for Brackets e Ticks ATF Span 20 Multiple Targets Mo Multiple Stops Mo Oo Ato Lor T stice E Indicators i Bands Express 10 AE Tradingsystem Settings The HotKey Manager will open and the current study will show up in the Studies to be loaded or activated section ie HotKey Manager Act
228. volume gets the lighter color see below the bear volume the darker color The colors can be configured in the ColorManager To activate the MarketProfile click on the H icon in the chart window s toolbar 7 DAX MAROS SIM 5Min TradeGuard ey cB ef on 0 5 4 SSS GC mart lecreite Pos 0 P L 0 00 Cu ea Exit H Paper a 4329 4 4319 5 4310 4300 4290 4260 dapes paads Jaded BOM IO lull 4270 4260 4250 4240 X 4 gt 0 AERA EISBN A 03 02 09 10 10 25 11 40 12 50 14 06 15 20 Ey 5 Min MACD 12 26 9 KSN 16 2 lt 4 03 02 09 10 10 25 11 40 12 50 14 06 15 20 q 5 3 ma g E A lz o z 5 o Oo mn To change the MarketProfile s settings rightclick on the MarketProfile s legend entry Min CAA MARDI Sihi TradeSuard ManketProtile 1 Day Click Target 30 MarketProfile Settings Click Stop 50 h Remove MarketProtile Moving Average 30 MarketProfile Settings x Base MarketProfile on 1 TradinaDays TradingDays Cancel Traders claim that prices tend to revert to peaks of the MarketProfile the prices usually do not stay between peaks Hence the peaks are good for placing Stops or ProfitTargets They are also good for defining entry points This arguing makes some sense as the fact that there is a peak at some price level indicates that the traders thought that price level to be important for whatever reason So t
229. xis indicators might be displayed directly in the main price chart also called the MasterChart Otherwise they are displayed as a sub window below the MasterChart Nano Trader 24 More details on adding sentimentors as Stops or Filters can be found in the accompanying NanoTrader TradingSystems documentation 6 6 Deleting a Sentimentor To delete a sentimentor first click on the sentimentor then click the icon of the DesignerBar Simulation 10 T TradeGuard gt W Ge Bal eR 10 zo Ticks DesignerBar q a O Tradin Delete Account i Deletes the active indicator Order YO E Automation state Deactivated Target Ordertype mwa Choo 00 RSS El EIERN Stop Ordertype wa Choo Brackets Od Filters i E indicators E MEREDES 25 26 Span 25 6 7 Visualization of a Sentimentor By rightclicking on a sentimentor row in the Designer tableau the corresponding context menu pops up Simulation 10 T TradeGuard w ol Be o E Tiks a R RO f DesignerBar q 10 T Simul Pel X Gl o gt e E Trading ry Click Stop 4 Click Stop 4 Account Choose Order Yolume 1 Automation state Deactivated Target Ordertype Wa Choose an ac Stop Ordertype Wa Choose an ac Brackets Filters 402 1544 E Indicators Factor 1 Tactics E Tradingsystem Trading Approac Equity Chart Tabu Search For active Sentinentor E Display back Exhaustive search Fo
230. xternal trigger will open with these defaults External Trigger Configuration 4 Esteral Trigger Symbol DE30 cfd Instrument identifier Instrument Required keyword Order file Buy identifier Side Long Sell identifier Side Shot Onder T ype Market gt Hardcode volume Hardcoded volume f Volume brackets VOL Limit total volume f Mas total volume i Activated w Cancel Delete 20 4 More on external triggers All configured external triggers are stored when NanoTrader is closed After the start of the platform you have to open the AccountBar to activate the external triggers configured for the instruments of that AccountBar By using the same parameters for different instruments of the same AccountBar or with different instruments from different AccountBars you can generate multiple orders for these instruments if there is a match with a file s text NanoTrader 160 fr Fd PERTES NanoTrader Charting amp Trading After NanoTrader detects a new text file in the monitored directory it reads the text contained in the file and checks for a match with the configured external triggers Then the text file is deleted even if there was no match 21 Linking Bars and Charts to the Same Symbol All standalone SpeedTrader DetailBars T amp S Bars as well as charts show a color coded button displaying two rings Last Bid Ask volume Time 3928 5 12 1316 Ioj x 3928 5 11 13 1 3

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