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StrategyDesk User Manual

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1. S indicates a sell signal occurred Page 9 of 49 Chart EBAY INC COM 60 minutes Sym ie Ed g pth ace Uses stent fle ai Mei For illustrative purposes only You can generate a backtesting report to analyze your chart strategy Select Backtesting Report from the Chart menu to open a backtesting window containing your chart strategy results Below are several examples of strategies and their formulas For more examples please see the StrategyDesk Formula amp Syntax Guide Strategy Enter when price crosses above its 10 day moving average and exit when price crosses below the moving average Enter when MACD Histogram crosses above the zero line and exit when MACD Histogram crosses below the zero line on 60 minute charts Enter when price crosses above lower Bollinger band and exit when profit reaches 4 or cut losses at 1 5 Formula Entry signal Bar Close D gt MovingAverage MA Close 10 0 D AND Bar Close D 1 lt MovingAverage MA Close 10 0 D 1 Action Buy Exit signal Bar Close D lt MovingAverage MA Close 10 0 D AND Bar Close D 1 gt MovingAverage MA Close 10 0 D 1 Action Sell Interval Daily Entry signal MACD Diff Close 12 26 9 60 gt 0 AND MACD Diff Close 12 26 9 60 1 lt 0 Action Buy Exit signal MACD Diff Close 12 26 9 60 lt 0 AND MACD Diff Close 12 26 9 60 1 gt 0 Action Sell Interval 60 Entry signal Bar Close D gt BollingerBands L
2. Recommended Processor Pentium IV or Athlon XP 2GHZ or better RAM 512 MB Operating System Windows XP Pro or Windows XP Home Internet Connection Direct ISDN Cable Modem DSL T1 connection to the Internet Can I use StrategyDesk on a Mac Yes Since StrategyDesk is a Windows based application you ll first need to install virtualization software such as Parallels Desktop or VMware Fusion Virtualization software lets you run Windows applications on a Mac TD AMERITRADE is not affiliated with any virtualization software vendors and doesn t guarantee their performance Please refer to the software vendor if assistance is required Page 4 of 49 BACKTESTING How do I create and backtest a strategy Backtesting lets you create a hypothetical trading strategy and test it against historical market data to see if it might have been profitable Trading strategies whether for backtesting or trading are comprised of two parts an entry signal and an exit signal Entry signals are conditions you set to trigger an order to buy or sell short exit signals are the conditions you set to trigger an order to se or buy to cover To help you set up strategies StrategyDesk provides two libraries The Formula Library which contains formulas you can use to specify entry and exit signals Click the Browse Library button on the Formula Wizard dialog to access the library Formula Wizard is accessible from the Strategy Setup dialog
3. 4 Once you are done building the formula click the Validate button to check it for any syntax errors Use Add Comment to include comments within your formula To save a formula you created or edited for future use click Save to Library button 5 To set up program trading select the Order checkbox and specify the details of the order you want to enter when your conditions are met e The trade ticket lets you enter orders in shares or dollar amounts Click on the button next to the Shares field to select from of shares or amount e In addition to manual entry you can set the limit price to use the bid ask or last price at the time alert triggers e g Bid 0 01 Ask 0 01 Click on the M button next to the limit price to select from bid ask last offset or manual entry e lf you have linked accounts you can choose to enter an order in your main account a linked account multiple accounts all accounts or the active account The active account is the account selected on the top toolbar when your alert triggers e You can set up alerts to place conditional orders For example if you want to buy stock XYZ once your entry condition is met and simultaneously place an exit bracket order you can create an alert to place an OT OCA order Please view the Order Types Tutorial for more information on Conditional Orders On Alert iM Place Order Stock C Option Conditional Ok OT O04 Order 1 Buy 100 shares Limit
4. Fast ZK crosses below 80 Formula Wizard Sell fo Close Manage the list of Add Remove Save to Library Clear Fields Strategies to Test Strategy Entry Formula Exit Formula Stochastic 4K cr TAIERE Fast ZK crosses above 20 Fast 4K crosses below 80 BO To edit a strategy click on it bo modify in Strategy Wizard Backtesting it the current testing of a particular trading strategy using historical data Results presented are hypothetical they did nat actually occur and they may not take into consideration all transaction fees or tases you would incur in an actual transaction And just as past performance of a security does not guarantee future results past performance of a strategy does not guarantee the strategy will be successtul in the future Results could vary significantly and losses could result Cancel Help For illustrative purposes only 1 Enter one or more symbols to backtest or click Symbol Lists to load a pre set list 2 Specify start and end dates for your strategy Calendar buttons let you quickly select the date range for testing a If you re using a time interval measured in minutes historical data is available for up to two years prior to the current date b If you re using a time interval measured by days historical data is available for as far back as January 2000 3 The following optional parameters are available for your strategy a Commission include commissions in profi
5. select Custom Field Wizard then click New Use the Formula Library or Formula Wizard to specify the formula you want to calculate for the symbols in a Level window To add one of the existing custom columns to your layout select it from the Custom Fields menu under Columns menu For example add a column that shows where the current price is relative to its 10 day moving average Please see the How do display custom indicators for symbols in a Level window section of this manual for more details e Tocreate a color bar column that displays chart patterns for symbols you re monitoring select Color Field Wizard then click New Next specify the formula and build the list of color rules To add one of the existing color bar columns to your layout select it from the Color Fields menu under Columns menu For example add a column that uses red and green color bars to show changes in a price trend Please see the How do I display custom indicators for symbols in a Level window section of this manual for more details e Save your current column layout or load one of the layouts you previously saved You can also set your current column layout as default this layout is loaded for all new Level windows Other features and shortcuts available in a Level window e Select Fonts or Colors under the Level I menu to configure font and color settings for the Level view e Drag symbols or columns up down or side to side
6. to rearrange the order e Drag and drop symbols from the Level view to other windows within your workspace e Double click any bid or ask cell in Level to launch a trade ticket Page 22 of 49 e Double click any cell other than bid or ask in a Level window to set up a trade alert for the selected security Please see the How do I set up alerts for program trading in StrategyDesk in this manual for more details e Double click any cell in the Notes column to add edit or delete comments for the selected symbol e Click any column header to sort that column in ascending or descending order e Double click between column headers to set the column size to automatically fit the content e Press Ctrl C to copy symbols from Level to the clipboard You can then press Ctrl V to quickly paste the symbol list for scanning backtesting or program trading e Select Export Data under the Level I menu to export symbols and columns to a spreadsheet file e Select Edit Title from the Level menu to customize the title of the Level window Access to real time data is subject to acceptance of the exchange agreements Professional access and fees differ Market volatility volume and system availability may delay account access and trade executions You are responsible for all orders entered in your account when a program trade you set is activated Please make sure you keep sufficient funds or positions in your account to support pr
7. Level window StrategyDesk lets you add columns to display technical analysis for symbols you re watching in a Level window There are three types of custom fields Custom columns display technical indicators you build for symbols in a Level window For example set up a custom column to show 14 day Stochastics You can sort this column to quickly identify potentially oversold or overbought stocks Color Bars display bar patterns based on formulas and color rules you set For example display the last 5 candles of a 3 minute chart in a Level window You can use this column to identify intra day trends and scan for candle patterns without opening a separate chart for each symbol you re monitoring Alert columns display custom trading signals for symbols in a Level window For example set up an alert column to detect MACD crossovers above the zero line You can set alerts to notify you with a popup sound email or text within the column when a condition is met for any symbol in a Level window Custom Columns StrategyDesk provides pre set custom columns add them to your Level layout by going to the Columns menu and selecting from a list in the Custom Fields sub menu The list of pre set columns includes Stochastic K D 14 days fast MACD histogram RSI 14 days and OBV daily To create a new custom column or edit an existing one 1 2 Select Custom Field Wizard from the Columns menu In the Custom Fields Wi
8. Order Price 10 00 Expiration DAY Instructions Cancel None Routing Auto OT O04 Order Sell 100 shares Limit Order Price 12 00 Expiration DAY Instructions Hel None Routing Auto cue OT O04 Order 3 Sell 100 shares Stopharket Order Act Price 9 00 Expiration DAY Instructions None Routing Auto iw Play sound MERITRADE SStrategyDesk ounds alert way Browse Test For illustrative purposes only 6 Click OK to activate your alert Go to Alert Manager to view edit pause or delete alerts you ve created Once your alert conditions have been met a pop up notification will appear where you will have the option to place the order or dismiss it If you d like to activate Automated Program Trading which deactivates the pop up confirmations and enters orders automatically when alerts trigger both the alert pop up and the order confirmation need to be disabled To enable automated program trading go to the Edit menu select Preferences and change the following settings Page 13 of 49 e On the Alerts tab uncheck Popup alerts containing orders e On the Trading tab click Settings and select No order confirmation In order for a programmed trade to be automatically entered or an alert automatically sent when the conditions you set are met your computer must be on and StrategyDesk must be running If you access linked accounts in StrategyDesk any programmed trades configured to be entered in the
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10. fully customizable in StrategyDesk Select Fonts or Colors from the right click menu to configure font and color preferences Go to the Edit menu and select Preferences to customize trading preferences alert settings and other tool choices The following preferences are available Alerts tab e Specify the type of alert notifications you want to receive choose from pop ups a flashing taskbar email and sound o Check if you d like to get pop ups for alerts containing orders and for alerts that don t contain orders o If you choose to receive e mail notifications specify your SMTP server and port settings and enter the e mail address where alerts should be sent Please contact your internet service provider to find out the SMTP server settings o Specify sound settings for alerts and indicate whether you want StrategyDesk to pronounce symbols when alerts trigger Click the Browse button to select any wav file on your computer as the default alert sound e Check if you d like to restrict trade alerts to a specific time period during the day e Check if you d like to receive alerts when o Orders are executed o Streaming connection is lost or restored Trading tab e Specify the default order size for stocks and options e Click the Settings button to select order preferences for Trade Ticket Level Level Il and Charts e g order type expiration routing and special instructions Page 48 of 49 Indicate whether you
11. ii m Open 133 53 I High 138 54 Low 133 20 Melty EMA SO 141 84 l 9K 14 3 3061 16 t EP Close 137 37 Palir wt d t it 3 D143 5756 17 Halle 158 33 For illustrative purposes only To open a blank chart click the wi icon on the left hand toolbar or go to New under File and select Chart Use the toolbar at the top of the tool to specify the Symbol and time Interval you re interested in Interval can be set to any number of minutes e g 1 3 5 etc daily D weekly W or monthly M Go to the Chart menu to select from the following chart settings These choices are also available through the right click menu as well as from the chart toolbar located on the right side of the main window The Style menu provides the following choices gt Curve style uses a line to show price movement gt Bar style shows open high low and closing prices as a bar gt Candle style displays open high low and closing prices in candlestick format gt Color Bar style uses the candle mode to display open high low and close combined with custom color rules you set The Thickness menu lets you modify the thickness of the price chart This setting can also be adjusted using TH buttons on the chart toolbar Price Scale lets you customize the vertical scale of the price chart Auto scale mode narrows the price pane to show the highest high and lowest low visible on a chart To adjust the price scale drag the chart v
12. in the Backtesting window The Strategy Library which contains complete strategies comprised of an entry and exit signal Click the Browse Library button on the Strategy Setup dialog to access the library When setting up a strategy for backtesting there are three basic elements 1 The symbols you are backtesting backtest a single strategy on a single symbol or simultaneously test multiple strategies on multiple symbols 2 A timeframe specify beginning and end dates for the historical data you want to test against 3 The strategies you are backtesting select pre set strategies from the Strategy Library or create your own strategies containing conditions and events that would have triggered entry and exit orders buy sell sell short or buy to cover Signals can be based on market conditions such as the last price being higher than the previous close or technical indicators such as relative strength or moving averages A backtesting window with a sample strategy is open the first time you launch StrategyDesk To open a new backtesting window click the Ey icon on the left hand toolbar Strategy Setup Wizard To start setting up a strategy go to the Backtest menu and select Strategy Setup Please note The menus at the top of the tool change based on the window selected For example Backtest only appears at the top when a backtesting window is open and currently selected Backtesting is the evaluation of a pa
13. in your TD AMERITRADE ORD account To view order status in StrategyDesk click the E icon on the left hand toolbar Order Status x Order Skatus Columns Symeol sieme action fa s type Price Session Rout net Emerea Canceled Buy Limit 65 00 17 10 39 Open Buy Limit 971 00 T0945 Open Buy Lirit 35 50 1708 57 Filleg Sell Market 3 0501 T2 21 12 Filled Sell Trailing Stop 12 72 11 00 16 Fillecd Sell Trailing Stop 12 74 11 00 16 Filled Sell Trailing Stop 12 73 11 00 16 For illustrative purposes only You can filter and manage orders from the Order Status menu or the right click menu e Modify or cancel open orders by right clicking on the order and selecting Update or Cancel from the menu e Select Cancel Open Orders to quickly cancel your open orders e Select Filter to filter orders by status type and date You can access orders entered during the past 60 days e Select Export Data to export order status information to a spreadsheet file Order Status window contains the following columns Symbol Entered Date Status Action Quantity Order ID Type Price Activation Price Session Expiration Routing Instructions Original Quantity Original Price Reported Conditional Order displays dependencies for conditional orders Page 46 of 49 e To add or remove columns in the Order Status view go to the Columns menu or right click on any column header e Tore arrange
14. lists of symbols You can view and scan these lists in a Level window and use them to set up backtesting and program trading StrategyDesk provides the following pre set lists which you can import into a Level window by selecting Load Symbol List from the Level I menu Dow Jones Composite NASDAQ 100 NASDAQ Financial100 S amp P 100 S amp P 500 Russell 1000 Russell 2000 AMEX NASDAQ NYSE Major Indices Select Insert Symbols from the Level I menu to build your own symbol list or add to an existing list Select Save Symbol List from the Level menu to save your list to a file you can access later To create a list of symbols in a text file enter one symbol per line and save the file with the extension sym The symbol file can be saved to the StrategyDesk Symbols folder which was automatically created in the following location when you installed StrategyDesk C Program Files TD Ameritrade StrategyDesk Symbols Page 29 of 49 CHARTS How do I use charts in StrategyDesk Charts provide a graphical view of price activity for a security Use charts to view real time and historical data set up and analyze technical indicators draw trend lines highlight trade signals place orders and see where hypothetical entry and exit trades would have occurred in strategies you re backtesting SPY SPDR TR UNIT SER 1 Daily KBX Last Bid Ask 137 290 Change So Change volume 343 111 715 Date 2008 01 31 4 ta Time 09 30 00
15. the 2 icon on the left hand toolbar There are several ways you can specify the headlines you are interested in Use the Symbol field on the top toolbar to view news for a specific symbol Select Set Symbols from the News menu to view headlines that match your symbol list Select Hot News from the News menu to display hot headlines Select All News from the News menu to subscribe for market news The news window is split into two views 1 Headlines contains the list of news headlines 2 Browser displays the story corresponding to the selected headline The headline view contains the following columns Note Time Symbol Source and Headline e Click on a column header to sort that column in ascending or descending order e To add or remove news columns go to the Columns menu or right click on any column header e To re arrange columns use your mouse to drag them left or right e To save your layout changes select Set Layout As Default under the Columns menu StrategyDesk can alert you about new headlines Select Alert on News from the News menu to enable headline alerts Note In order for an alert to be automatically sent when the conditions you set are met your computer must be on and StrategyDesk must be running Select Fonts or Colors under News menu to customize headlines font and color settings Page 40 of 49 What is the Bar Table and how do use it Use the bar table to view real time and historical pri
16. the columns use your mouse to drag columns left or right e Click any column header to sort that column in ascending or descending order e To save your layout changes select Set Layout As Default from the Columns menu You can receive execution alerts when your orders are filled To enable this feature select Edit gt Preferences gt Alerts and check Alert me when order is executed option Saved Orders The Saved Orders window lets you view place and manage saved orders in your TD AMERITRADE account Click on the ei icon on the left hand toolbar to access Saved Orders You can save orders using Save for Later button on the Trade Ticket window He Saved Orders Hox Saved Orders Columns Limit 60 00 Day Ext Auto Limit 100 00 Day Auto Stop Limit 15 00 15 00 Day Auto Market Mkt Close Auto Limit 120 00 GTC Auto Market Day Auto Lirnitt 20 00 Day Auto For illustrative purposes only You can place and manage saved orders from the Saved Orders menu or the right click menu e Select Place or press Ctrl P hotkey to place selected orders You can select and place one order or multiple orders e Quickly place your top 10 saved orders using hot keys Ctrl 1 through Ctrl 9 and Ctrl 0 See the Hot Key column for hot key mappings Select Edit amp Place to modify selected orders before placing them Select Delete to delete selected orders or Delete All to remove all saved orders Select Refresh to reload saved orders Select E
17. time open close high low and technical indicators for any point on the chart The tracking window also displays the current horizontal position of crosshairs H Value field as well as the number of bars away from the last clicked bar Bars field Select Tab Window to show or hide the tab panel on the bottom of the chart Symbol and interval tabs let you easily switch between charts for multiple securities and intervals within the same window Right click any tab to add new tabs or to delete existing tabs You can also use Sym and Inv buttons on the tab panel to add new symbol and interval tabs Drag and drop tabs to rearrange the tab order Use Go to Date Time to quickly scroll the chart to a specific date Select Export Image to save a snapshot of that chart for future reference Select Save Layout to save your chart settings to a file To use your settings for all new charts select Set Layout as Default Choose Load Layout to load one of the previously saved layouts Select Fonts or Colors to customize chart fonts and colors settings There are several ways you can scroll a chart Drag your mouse left or right to move forward or back in time Use your mouse wheel to scroll the chart back or forward Use the arrow buttons on the bottom of your chart to easily scroll back or forward Drag the price chart up or down to view below or above the current price range To enable dragging in the up or down direction turn off Auto Scale mo
18. want program trades to be entered in your account or stored to Saved Orders Disable or enable the order confirmation pop up window Options trading available in options approved accounts only Options are not suitable for all investors as the special risks inherent to options trading may expose investors to potentially rapid and substantial losses Options trading subject to TD AMERITRADE review and approval Please visit www tdameritrade com or contact TD AMERITRADE at 800 669 3900 for options disclosure documents Carefully read these documents before investing in options Miscellaneous Settings Indicate the frequency of symbol list updates for screeners Specify how often account data balances positions order status should be refreshed Set the maximum number of symbols under the Symbols drop down Select the Extended Session checkbox to include extended trading hours in formula calculations Check if you d like to automatically open exported files using associated programs Check if you d like to be prompted to save the workspace before closing or save it automatically Specify the frequency of workspace backups Check if you d like to be notified about StrategyDesk updates Specify the home page for browser window Symbol and Interval tab Set preferences for Apply and Apply All buttons on the Symbol Interval toolbar Brokerage services are provided by TD AMERITRADE Inc member FINRA SIPC TD AMERITRADE Inc and Think Tech I
19. window and go to Add screener under the Screener menu The Screener Settings window will pop up 2 Inthe Screener Settings window add symbols manually or click Symbol Lists to select from a list of symbols such as the S amp P 500 or NASDAQ 100 3 Use the Formula Wizard to build conditions or filters to screen your symbol list or click the Browse Library button to select a pre set formula for your screener Click Save to Library to save a screener formula to the formula library if you d like to use it again in the future 4 Click OK to start scanning the symbol list Screener results are displayed in the Level window Screener progress is displayed on the Level title bar Page 24 of 49 s Screener will continuously update the Level window with the symbols that are currently matching your criteria To change the frequency of screener updates select Preferences under the Edit menu and enter the desired frequency under Miscellaneous tab Select Edit Screener or Remove Screener under the Screener menu to edit or remove scans that are currently running Select Pause Screener to temporarily stop scanner updates To place an order for any symbol in a Level window double click the bid or ask cell StrategyDesk will pop up a Trade Ticket pre populated with the selected bid or ask price Please see the StrategyDesk Formula amp Syntax Guide for examples of screener formulas How do I display custom indicators for symbols in a
20. window will already be open To open a new Level window click the I icon on the left hand toolbar The Level window provides several convenient ways to manage symbols e Use the Symbol field at the top of the tool to add a symbol or go to Insert Symbols under the Level menu to add multiple symbols e To monitor an exchange or stock index symbol list select Load Symbol List under Level menu and choose from the following symbol lists Dow Jones Composite NASDAQ 100 NASDAQ Financial 100 S amp P 100 S amp P 500 Russell 1000 VVVVVV Page 20 of 49 Russell 2000 AMEX NASDAQ A K NASDAQ L Z NYSE A J NYSE K Z Major Indices VVVVVVV To save your own lists of symbols select Save Symbol List under Level I menu Please see the How do I set up and view a list of securities I m interested in section of this manual for more details e Screeners let you set up filters to search for securities that currently match your individual trading signals To start setting up a screener select Add Screener under the Screener menu Please see the How do I set up a Screener section of this manual for more details e Tocreate edit or delete a portfolio of stocks to monitor in a Level window go to Watch List Manager under Level menu To view a watch list you previously saved select it from Watch Lists under Level I menu Please note Watch lists in StrategyDesk are not yet integrated with watch lists you may
21. Accounts then select Subscriptions to subscribe to Streaming News Page 39 of 49 C News AAPL ADBE ADSK AKAM ALTR AMAT AMGN AMLN AMZN APOL A TIIRI MBR 12 13 02001 2008 D Microsoft May Need Time More Money To Close Yahoo Deal 12 05 0201 2008 HOT DJH DJ Bush Says Serious Signs Economy Is Weakening 12 02 0201 2008 SIRI PRH The Jonas Brothers and Miley Cyrus Star of Disney s Ha 12 00 02 01 2008 HOT DJH DJ Hews Highlights Top Equities Stories Of The Day 12 00 0201 2008 SHLO PRH Sears Customers Help Raise More than 2 4 Million to He 17 55 0201 2008 MSFT DJH D Any Microzoft fahoo Deal To Face Scrutiny By US EU 11 55 02 01 2008 GRMH DJH D Garmin Raised To Buy From Hold By Heedham GRMH 11 52 0201 2008 HOT DJH D Calif Council Of SEIU Says Union Will Endorse Obama MEV YORK Dow Jonesi lf icrosot Corp s MSF unsolicited offer to buy Yahoo Inc MHOC for 44 6 billion follows past hostile takeover deals Microsoft will likely get its way as long as itis willing to open its coffers a bit more Oracle s recent 6 66 billion agreementto buy BEA Systems Inc BEAS after its initial overtures were rejected points to how time and more money frequently closes the deal However while many analysts expect Microsof will have to raise its bid maybe by about 5 billion or so the perceived lack of a competing bidder may also allow the software giant to For illustrative purposes only To open a News window click
22. Active account will fire in the account you re viewing when the alert triggers You are responsible for all orders entered in your account when a program trade you set is activated Please make sure you keep sufficient funds or positions in your account to support program trades Below are several examples of formulas you can use to set up trade alerts For more examples please see the corresponding section of StrategyDesk Formula amp Syntax Guide Condition Formula Price is at daily high on Last gt Bar High D AND Bar Volume D gt 2 nei 3 month average MovingAverage MA Volume 65 0 D 1 K Stochastic crosses above 20 on 60 minute bars Stochastic StocK 14 3 1 60 gt 20 AND Stochastic Stock 14 3 1 60 1 lt 20 Price crosses above the Bar Close D gt ParabolicSAR PSAR 0 02 0 02 0 2 D AND Bar Close D 1 Parabolic SAR lt ParabolicSAR PSAR 0 02 0 02 0 2 D 1 Market volatility volume and system availability may delay account access and trade executions How do I set up strategies for program trading in StrategyDesk In addition to setting up stand alone entry and exit alerts StrategyDesk lets you combine them together into a trading strategy Strategies can be configured to pop up a message play a sound or send an email when an entry or an exit alert generates a signal You can also specify orders to be entered automatically when strategy signals are triggered For example When the price of XYZ crosses above t
23. DeSK cccccccccssseeeececeeeeeeeeseeesecesseaaseeesesaaeeeeeeeaas 48 Brokerage services are provided by TD AMERITRADE Inc member FINRA SIPC TD AMERITRADE Inc and Think Tech Inc are both subsidiaries of TD AMERITRADE Holding Corporation 2009 Think Tech Inc All rights reserved Used with permission StrategyDesk is a trademark of TD AMERITRADE IP Company Inc Used with permission TD AMERITRADE is a trademark jointly owned by TD AMERITRADE IP Company Inc and The Toronto Dominion Bank Used with permission Page 2 of 49 OVERVIEW What is StrategyDesk and how do download it StrategyDesk is a powerful trading and analysis desktop platform that combines backtesting and program trading to help you create test and execute your trading strategies StrategyDesk offers advanced charting and real time screening to help you find analyze and act on potential trading opportunities StrategyDesk also includes all the trading tools you need in one easy to use package streaming Level and Level II quotes time and sales charts option chains actives streaming news advanced trade ticket with conditional orders positions balances order status saved orders alert manager web browser and more To download the application to your computer 1 Log onto your TD AMERITRADE account go to Trading Platforms under Trading Tools and click Download amp Install StrategyDesk The download and installation process shoul
24. I manage my alerts and strategies Alert Manager lets you manage your alerts strategies and program trades in StrategyDesk To open a new Alert Manager window click the icon on the left hand toolbar The following choices are available from the Alerts menu e To setup anew alert or strategy select Add Alert or Add Strategy e Select Edit to modify an existing alert or strategy The Edit Reset selection modifies and resets your strategy while Edit No Reset modifies the strategy without resetting its state e Pause and Resume let you temporarily pause and resume selected alerts and strategies Select Pause All or Resume All to pause resume all alerts and strategies e Select Delete Delete Triggered or Delete All to remove specific alerts and strategies from Alert Manager e Reset and Reset All let you reset the state of your alerts and strategies e Select Export Data to export alerts and strategies to Excel A Alert Manager M Ek Glerts Columns Select Export History to view the history of your triggered alerts and strategies in Excel Symbol Last Triggered Price crosses Moving Average 10 days Buy 100 shares Limit Order Price Ask Exp Stachastic Sstock 143 1 60 20 AND Buy 100 shares Limit Order Price Ask Exp Paused Price crosses Time Series Forecast 30 Mone RSI crosses above 30 RSTRSI14 0 Mone Last 29 50 Sell 5000 00 worth Limit Order Price Bid 121 42008 13 19 24 MACD Histog
25. a and Syntax Guide How do I set up color bars on a chart In addition to standard chart modes line bar and candle you can customize the candle colors based on your own criteria Color bars update with each tick and can be used to spot your strategy signals as they occur in real time For example you can set up color bars to display candles in green when the price crosses above its 10 day moving average You can also use color bars to visually analyze any historical correlation between price and various technical indicators For example you can set up color bar rules based on Stochastics indicator that display chart candles in green when K line is above 80 or red when K line is below 20 This setup lets you easily see how overbought and oversold Stochastics correlate with highs and lows on a price chart The color rules are evaluated in the order they appear in the rules list Each candle is painted with the color associated with the first rule matching the formula value Page 35 of 49 Color Bars Setup Color Column Properties Settings Hame Slow Stochastic Ww Use Chart Interval Formula Wizard Formula Stochastic Stock 1 4 3 3 0 Rule when value is k 0 display Bar in M Add Rule Rule List _ Remove E f A 0U w eU For illustrative purposes only 1 To set up color bars select Color Bar Setup from the Chart menu or from the right click menu in the Chart window 2 Specify the name
26. access linked accounts in StrategyDesk any programmed trades configured to be placed in the Active account will fire in the account you re viewing when the alert triggers You are responsible for all orders entered in your account when a triggered order you set is activated Please make sure you keep sufficient funds or positions in your account to support triggered orders In order for a programmed trade to be automatically entered or an alert automatically sent when the conditions you set are met your computer must be on and StrategyDesk must be running How do I view account balances positions order status and saved orders Balances The Balances window lets you view account balances in your TD AMERITRADE account To access account balances click the aE icon on the left hand toolbar Here you ll see your account value cash balance available funds for trading and other balance information Balances Balances Account Balances Balances Today s Met Chy Account value 25 3508 99 Cash balance 24 r419 Margin balance 0 00 Short balance 2 239 00 Long stack value 509 80 Short stock value 2 594 00 Long marginable value 509 50 Short marginable value be 594 00 Margin equity P25 306 99 Equity percentage 100 00 Maint requirement 952 55 Avail funds for trading pe4 365 79 For illustrative purposes only To refresh balances select Refresh from the right click menu Select Export Data from the right click menu t
27. ant sronda o Se 35 ADDITIONAL FEATURES mico eaa a alae eens 37 What is the Level II view and how do use It eee cece eeececceeeeeeceeeeeeceeeeseeeeeesseeeeesseaeeeeeaees 37 What is the Time amp Sales view and Now dO USE It cccsseeeeeceeeeeeeaeeeeeeeeeeeessaeeeeeeeeeeseaas 38 What is the Actives tool and NOW do USE It 0 eeccccceeeceeceeeeeeceeeeeeeeeeeeeeseuceeseeeeeetseeeeesaees 39 What is the News window and Now do I use It ceeeccceecseeeeeeeceeeeeeeeseeeeeeeesaeeseeeseesenseeeeeeas 39 What is the Bar Table and how do I USE it cee ceccccceeceeceeeeeeceeeeeeeeeeceeseeeceeseeeeesseaeeessaees 41 What is the Browser window and how dO l use It cccccecsseeeceeeceeeeeeeeeaeeeeeeeeeeeeeeeeeeeeeseeeeeeas 42 How do link symbols and time intervals among StrategyDeSsk WINdOWS ccccssseeeeeeee ees 43 How do use StrategyDesk on multiple MONIOLS cc eeeeeeeeeeeeeecaeeeeeeeeeeeeesaeeeeeeeeeessaaaaeees 43 ACCOUNT INFORMATION amp PREFERENCES cccccccccccecccessssseeceeeeeeeeseeeeeseeeenaeaseeeeees 44 Can access my linked accounts in StrategyDeSk cccccceeeseseeseeeeeeeeeseseeeeeeeeeesauaaeeeeeees 44 How do view account balances positions order status and Saved orders ccsseeeeees 44 How do save my workspace in StrateGyDeSk cccccecessseseeeeceeeeeseeeeeeeeeeeeeseeseeeeeeeessaeaaeses 48 What preferences can set for Strategy
28. ce and volume data for any security and time interval you specify For example view open high low close and volume for a stock measured in 5 minute intervals SVoeeMuemac ese mio Sym Inv a al ps4 113112006 09 30 00 244 5r 5 044 102008 09 30 00 220 524 400 19200 09 30 00 138 519 952 1202008 09 30 00 163 711 150 1252008 09 30 00 199 299 091 Ti242008 09 30 00 250 249 051 Tias2008 09 30 00 390 156 446 qisa 00S 09 30 00 325 32 226 1182008 09 30 00 2ra 063 206 172008 09 30 00 254 455 967 1162008 09 30 00 255 25 123 E For illustrative purposes only To open a new Bar Table click the E icon on the left hand toolbar Use the Symbol field at the top of the tool to specify a symbol Use the Interval pull down menu to enter the time interval Interval can be set to any number of minutes e g 1 3 5 etc daily D weekly W or monthly M The bar table contains the following columns Date Time Open High Low Close and Volume e To add or remove columns go to the Columns menu or right click on any column header e Tore arrange the data in the Bar Table view use your mouse to drag columns left or right e To save your layout changes select Set Layout As Default under Columns Select Export Data under the Bar menu to export historical data to a spreadsheet file Page 41 of 49 What is the Browser window and how do use it The Browser window lets you access your account via the TD AMERITRADE secure Web site from w
29. d C Program Files TD AMERITRADE StrategyD Browse Test For illustrative purposes only Please note Orders will only be entered when your computer is on and StrategyDesk is running You are responsible for all orders entered in your account when a program trade you set is activated Please make sure you keep sufficient funds or positions in your account to support program trades To get started setting up alerts for program trading select Setup Trade Alert under the Trade menu The Trade Alert Setup window will open 1 Enter one or more symbols to monitor or click Symbol Lists to load a pre set list 2 Specify whether you want to set up a basic or advanced alert Page 12 of 49 Basic alerts contain a single condition such as last price is greater than or equal to 20 Advanced alerts may contain multiple conditions including rules based on technical indicators For example last price is at the daily high and 14 period RSI is above 30 Select from more than 60 quote fields and technical indicators to build alert rules ranging from simple market events to complex trading systems 3 Use the Browse Library button to select trade signals from Formula Library or create your own formulas using the Formula Wizard If you re comfortable with the formula syntax you may also enter your formulas manually Learn more about building formulas in the StrategyDesk Formula amp Syntax Guide which is accessible by clicking Help
30. d only take a few minutes 2 When the download is complete install the tool by double clicking the SetupStrategyDesk exe installer icon on your computer desktop 3 Launch the tool by double clicking the StrategyDesk icon on your desktop MA 4 Log on using your TD AMERITRADE UserID and password The first time you launch StrategyDesk the Welcome workspace will open automatically Use the Workspace dropdown on the top toolbar to view other sample workspaces My Account Monitor and Scan The welcome workspace contains the following windows Level I view real time quotes create screeners set up custom indicators and place orders Backtesting create entry and exit signals based on market conditions or technical indicators then test your strategy against historical market data to see what your hypothetical profits or losses might have been Chart view real time and historical charts setup and analyze technical indicators draw trend lines highlight trade signals place orders and see where hypothetical entry and exit trades would have occurred in strategies you re backtesting Trade Ticket place stock option and conditional orders Backtesting is the evaluation of a particular trading strategy using historical data Results presented are hypothetical they did not actually occur and they may not take into consideration all transaction fees or taxes you would incur in an actual transaction And just as past pe
31. de under the Chart menu gt Price Scale Use your keyboard s arrow keys to scroll the chart left right up or down Press the Ctrl key together with the arrow key to increase the speed of scrolling Use Go to Date Time under Chart menu to quickly jump to a specific date Page 31 of 49 How do I view technical indicators on a chart StrategyDesk offers a variety of pre set technical indicators you can add to a chart You can also build chart and customize your own indicators Built in indicators include e Studies displayed on the price chart such as Adaptive Moving Average Bollinger Bands Donchian Channels Horizontal Line Keltner Bands Moving Averages SMA EMA WMA VWMA DEMA and TEMA Moving Average Envelopes Parabolic SAR and Time Series Forecast e Studies displayed in a separate panel under the price chart such as Accumulation Distribution Aroon Average True Range ATR CCI Chaikin Money Flow Chaikin Oscillator Choppiness Directional Movement ADX Equity Curve MACD Momentum Money Flow Index MFI On Balance Volume OBV Rate of Change ROC RSI Stochastics StochasticRSIl Ultimate Oscillator and Volume Use the Studies menu to add or remove studies displayed on a chart e Select Add Standard Study to add a built in study to your chart layout e Select Add Custom Study to add a custom indicator you ve previously built e Use Custom Study Wizard to create a new indicator or to modify an existi
32. e panel This mode is useful when an overlaid study is far away from Page 34 of 49 existing studies and doesn t need to be visible until it reaches the price levels of existing studies o Scale to other graphs is useful for overlaying other symbols which trade ina substantially different price range from the current symbol For example when overlaying the NASDAQ Composite index over one of its components you can select this mode for easier comparison analysis e Y axis label lets you display or hide the study label on the right side of the Y axis This can be disabled to hide the study label when Y axis becomes too cluttered with labels from other studies e Override interval changes all intervals within the custom study formula to automatically reference the current chart interval This lets you quickly view the custom study on various chart intervals without manually changing the custom study formula to reference the current chart interval If this checkbox is not selected intervals specified within the formula remain independent of the chart interval which is useful when referencing multiple intervals within the study formula e Alternate Symbol is an optional setting which lets you use a symbol other than the current chart symbol for study calculations This setting can be used to overlay an index study over the current chart symbol for comparison analysis For custom study examples please see the corresponding section of the Formul
33. elected symbol Add an alert View Level II quotes Open a chart Launch a Time amp Sales window View option chains View news for selected symbol Launch a backtesting window Launch a bar table Modify or delete the symbol from the Level window VVVVVVVVV VV Page 21 of 49 To add remove or customize columns or color fields in Level I go to the Columns menu or right click on any column header The following choices are available from the Columns menu e Delete the column or modify column properties e Adda built in column to your layout by selecting from the following categories Info Fields Symbol Title Exchange Row number Notes Price Volume Fields Last Open Low High Change Change Volume Yesterday s Close Trade Columns Trade Time and Size Tick direction Bid and Ask Fields Bid Ask Bid and Ask Size Bid Ask Spread Range Fields 1 Year High and Low In Daily and Yearly Range Fundamentals Dividend Dividend Yield P E Ratio Options Fields Implied Volatility Open Interest In the Money Time Value Days to Expiration Expiration Day Delta Gamma Theta Vega Rho Multiplier Option Year Option Note Position Fields Shares Base Price Long Short Position Date Market Value Daily Gain Loss Profit Loss Return Comments gt Actives Fields Activity number of trades or shares traded of Total VVVVV VV v e To create a custom column that displays technical indicators or trading signals
34. ertically on the right side of the Y axis You can also use the SP buttons on the chart toolbar to adjust vertical spacing settings Page 30 of 49 Horizontal Scale controls the spacing between bars To adjust the bar spacing drag the chart horizontally under the X axis You can also use the SP buttons on the chart toolbar to adjust horizontal spacing settings Date Range lets you quickly configure the number of bars displayed on a chart Select from the following commonly used chart ranges 1 day 2 days 1 week 2 weeks 1 month 3 months 6 months and 1 year Color Bar Setup lets you assign colors to specific market signals For more details see the How do I set up Color Bars on a Chart section of this guide Select Strategy Setup to use backtesting features within the chart For more details see the How do I create and backtest a strategy section of this guide Select Backtesting Report to open a backtesting window containing your chart strategy results Select Crosshairs to display or hide horizontal and vertical lines at the cursor position Crosshairs are synchronized across charts aS you move crosshairs on one chart they simultaneously move on all other charts you have open Select Snapshot Window to display or hide Level quotes at the top of the chart Right click the snapshot panel to add or delete fields or to customize the field display Select Tracking Window to show or hide the panel displaying the date
35. erts can trigger 3 There are two ways to specify entry and exit rules for your strategy e Select an existing strategy from the Strategy Library by clicking Browse Library You can edit the entry and exit rules by clicking on Alert Wizard buttons next to Entry Alert and Exit Alert If you edit a pre set strategy you can save it by changing the name in the Strategy Name field and clicking on the Save to Library button e Create your own strategy by clicking on Alert Wizard buttons to specify entry and exit conditions This will launch the Alert Wizard where you can either select a formula from the Formula Library or create your own using the Formula Wizard Learn more about building formulas and strategies in the StrategyDesk Formula amp Syntax Guide The Strategy Wizard provides an optional Override Interval parameter to override all intervals within entry and exit formulas This lets you quickly set up strategies on various timeframes by simply changing the interval parameter instead of modifying intervals within entry and exit formulas For example if a formula is referencing daily bars and the interval parameter is set to 30 with the Override Interval box checked then entry and exit conditions will be calculated using 30 minute bars instead of daily bars 4 To setup program trading click Alert Wizard buttons to associate orders with entry and exit rules Select the Order checkbox at the bottom of the Alert Wizard dialog and specify t
36. for color bars and use Formula Wizard to build the formula For example you can visualize how Slow Stochastic K line correlates with price using formula Stochastic StocK 14 3 3 D and the following color rules lt 20 red lt 40 pink lt 60 blue lt 80 light green lt 100 dark green In this example if K is between 60 and 80 the fourth rule matches the formula value and the corresponding color bar is painted in light green 3 If you check Use Chart Interval on the color bar setup dialog all intervals within the formula will be overridden by the current chart interval This lets you quickly view color bars on various chart intervals without changing the color bar formula to reference the current chart interval As you change the chart interval StrategyDesk will automatically adjust the color bar formula to use the same interval If this checkbox is not selected intervals specified within the formula remain independent of the chart interval which is useful when referencing multiple intervals within the color bar formula 4 Ifthe chart is not already in the color bar mode you can switch the mode by clicking on the Chart menu and selecting Color Bar style from the Style sub menu For color bar examples please see the corresponding section of the Formula and Syntax Guide Page 36 of 49 ADDITIONAL FEATURES What is the Level Il view and how do l use it The Level Il view displays bid and ask prices from all available
37. formulas are referencing multiple intervals this parameter is usually set to the shortest interval For example if formulas are referencing both 30 and 60 minute intervals the interval parameter would be set to 30 When Override Interval is selected the interval parameter overrides all intervals within entry and exit formulas allowing you to quickly backtest a strategy on various timeframes by simply changing the interval parameter instead of modifying the interval within each entry and exit formula For example if a formula is referencing daily bars and the interval parameter is set to 30 with the Override Interval box checked then entry and exit conditions will be calculated using 30 minute bars instead of daily bars 6 Once the strategy is finalized click the Add button to add it to the list of strategies to test You can add multiple strategies to this list 7 When you re ready to begin backtesting your strategies click the Backtest button The backtesting window will indicate that it is working on generating results and display its progress on the title bar For information about what to do if no results appear please see What do do if backtesting does not produce any results in this manual Page 7 of 49 How do I view backtesting results The backtesting window can display results in a Trade view or a Summary view Select the view from the Backtesting menu or by right clicking on a backtesting window Trade view disp
38. g formula BollingerBands Upper Close 20 2 D BollingerBands Lower Close 20 2 DJ BollingerBands Basis Close 20 2 D The new study will appear in the list of custom studies under Studies gt Custom Study Select the new custom study from this menu to add it to your chart layout You can also overlay the new study on top of existing studies by selecting it from the right click Overlay menu When you add a custom study to a chart the Custom Study Properties dialog lets you configure the study settings Study properties can later be modified by right clicking the study panel on the chart and selecting the study from the Edit menu The following properties can be customized Color parameter determines the color of the study graph Thickness specifies the thickness of the study line Display mode allows you to specify how the study is graphed o Normal mode displays the study as a line graph o Histogram mode displays the study using vertical bars representation o Horizontal mode displays a horizontal line at last bar value of the study Horizontal mode can be used to display a horizontal line at specific price levels or to graph daily pivot lines on intra day charts Vertical scaling mode determines the vertical positioning of the study o Normal mode includes the study for vertical scaling along with other studies in the same panel o Exclude from vertical scaling mode doesn t include the study for scaling with other studies in the sam
39. ge 37 of 49 What is the Time amp Sales view and how do use it Use Time amp Sales to view real time stock trades Time amp Sales window lets you filter information based on price or volume ranges You can also highlight trades that match certain conditions TS SPY SPDR TR UNIT SER KBX 22008 11 53 10 Trade A200 11 53 10 Trade 22008 11 53 10 Trade 24008 11 53 10 Trade 22008 11 53 10 Trade 2 2008 11 53 05 Trade 22008 11 53 05 Trade 22008 11 53 05 Trade 22008 11 53 05 Trade 22008 11 53 08 Trade For illustrative purposes only To open a new Time amp Sales window click the icon on the left hand toolbar Use the Symbol field at the top of the tool to indicate the security you want to view Time amp Sales view contains the following columns Date Time Size Price and Type e To add or remove columns go to the Columns menu or right click on any column header e Tore arrange columns use your mouse to drag them left or right e To save your layout changes select Set Layout As Default under the Columns menu To filter time and sales information 1 Goto the Time amp Sales menu and select Filter 2 Choose the criteria for the filter based on price and or volume The Times amp Sales window lets you highlight new highs and lows as well as trades below the bid or above ask Select Colors under Time amp Sales menu to customize trade color settings Page 38 of 49 What is the Actives tool and how do use
40. have created in the Watch Lists area of the TD AMERITRADE Web site or on other tools such as TD AMERITRADE Streamer e To view the list of calls and puts for a given stock select Option Chains from the Level menu Specify the underlying stock and the chain type e g calls puts or both You can also filter the option chain by range e g near the money in the money etc expiration or strike price To modify the default column layout for Option Chains OptionChains lil select Set Layout As Default under the Columns menu Options trading available in options approved accounts only Options are not suitable for all investors as the special risks inherent to options trading may expose investors to potentially rapid and substantial losses Options trading subject to TD AMERITRADE review and approval Please visit www tdameritrade com or contact TD AMERITRADE at 800 669 3900 for options disclosure documents Carefully read these documents before investing in options e To view the top ten most active stocks or options select Actives from the Level menu Please see What is the Actives tool and how do use it section for more details e To populate the Level window with your account positions select Positions from the Level menu Level right click menu provides a shortcut to many features available in StrategyDesk Right click any symbol in the Level view to do any of the following Initiate a trade Set notes for s
41. he details of the order you want to enter when strategy conditions are met The trade ticket in the Alert Wizard provides several convenient features Page 15 of 49 e You can enter orders in shares or dollar amounts Click on the button next to the Shares field to select from of shares or amount e The exit order lets you reference the number of shares calculated for the entry order When you specify the exit order click on the button next to the Shares field to select the entry shares E choice This setting is useful when your entry order is based on a dollar amount e In addition to manual entry you can set the limit price to use the bid ask or last price at the time the alert triggers e g Bid 0 01 Ask 0 01 Click on the M button next to the limit price to select from bid ask last offset or manual entry e lf you have linked accounts you can choose to enter an order in your main account a linked account multiple accounts all accounts or the active account The active account is the account selected on the top toolbar when your alert triggers e You can set up strategies to enter conditional orders For example if you want to continuously buy sell sell short and then buy to cover a certain stock once it reaches certain levels based on a channel Known as channel surfing you could set up this type of trading strategy using One Triggers Another OTA orders Please view the Order Types Tutorial for mo
42. he 20 day moving average enter an order to buy 5 000 worth of XYZ Then sell XYZ when price crosses below the 20 day moving average Also sell XYZ if profit reaches 4 or losses reach 1 5 Please note Orders will only be entered when your computer is on and StrategyDesk is running You are responsible for all orders entered in your account when a program trade you set is activated Please make sure you keep sufficient funds or positions in your account to support program trades To start setting up strategies for program trading select Setup Trade Strategy under the Trade menu Strategy Trading Setup window will open Page 14 of 49 Strategy Trading Setup Enter Symbols delimit by space Choose Optional P Masimum number of round trips 3 Parameters Strategy Wizard and Library Define Strategy Strategy Name Price crosses Parabolic SAF Click Browse Library to select Interval Override optional from Library W Override Interval D a Ten Create your owr Entry Alert strategy with Strategy Wizard Price crosses above Parabolic 54A Alert Wizard Exit Alert Save to Library Price crosses below Parabolic 54A Alert Wizard Clear Fields OF Cancel Help For illustrative purposes only Enter one or more symbols to monitor or click Symbol Lists to load a pre set list 2 Specify a maximum number of round trips if you d like to limit the number of times that entry and exit al
43. i gt AMERITRADE k Strategy Des User Manual Version 3 3 Brokerage services are provided by TD AMERITRADE Inc member FINRA SIPC TD AMERITRADE Inc and Think Tech Inc are both subsidiaries of TD AMERITRADE Holding Corporation 2009 Think Tech Inc All rights reserved Used with permission StrategyDesk is a trademark of TD AMERITRADE IP Company Inc Used with permission TD AMERITRADE is a trademark jointly owned by TD AMERITRADE IP Company Inc and The Toronto Dominion Bank Used with permission Page 1 of 49 kM StrategyDesk User Manual Version 3 3 Updated August 24 2009 OVERVIEW ees tyacepicaenteee aaa cectcearsanesaeioane cascades gastaacdg pg ia 3 What is StrategyDesk and how do download it cece cccccccssseeeeeeeeeeeeeeeeeseeeeeeeesaaaeeeeeeeeeeaaas 3 What educational resources are available to help me learn about StrategyDesk 05 4 What are the system requirements for StrategyDeSk ccccsseeeeeeeeeeeeeeeeseeeeeeeeeeeaneeeeeeeeenaaas 4 BACKTESTING ene en eee Pet en E et een 5 How do create and backtest a Strate Gy ccccccssssccccecseeeeeeeeeseeseeeeeeseeeeeesseaseeesesseaeeeeeessaeeees 5 How do view backtesting results ccccsssesccccceesseeeccceeesececccseueeeceseeaeeeeeseuaeeeeessaagesessssageeeees 8 What do do if backtesting does not produce any results ccceeccececeeeeeeeeeeeeeeeeeeeeeeeeeeeeas 11 TRADING Reeneneee ee oneMnt
44. it The Actives tool displays a streaming list of the top ten most active stocks and options Click the A icon on the left hand toolbar to access it LI Actives NASDAQ Trades 1 min Sele Activity of Total S41 341 342 CMCS4 48531852 18 53 AMAT 4878 1877 1878 ALBA 23 23 26 23 2r NVDA 26 61 2660 2661 202 For illustrative purposes only You can choose to view actives based on e Exchange LISTED NASDAQ OTCBB OPTIONS CALLS and PUTS e Type Number of Trades or Shares Traded e Interval 1 minute 5 minutes 10 minutes 30 minutes 60 minutes and All Day All the features of a Level window are available in the Actives view To modify the default column layout for the Actives view Actives lil select Set Layout As Default under the Columns menu The following columns are specific to the Actives view e Activity displays the number of trades or shares traded during the interval selected e of Total calculates the percentage of the total activity for a symbol on the actives list What is the News window and how do use it The News window displays streaming headlines as well as news history for the current day You can choose to view hot market news or display headlines that match your symbol list Note Access to Streaming News requires a subscription Please log on at tdameritrade com go to My Profile under Portfolio amp
45. ithin StrategyDesk You can view research ideas and access other account services Browser E ol Ed Home Portfolio a Accounts Trade I Research ik Ideas Trading To Markets Stocks Options Mutual Funds ETFs Bonds amp CDs _ Thursday duly 3 2008 11 33 57 AM EDT Overview Market Overview Sectors and DJIA Industries 11 309 22 93 71 0 84 NASDAQ 2 296 56 5 10 0 23 Webcasts yt gt Get Quote s Go Options use ie IBMAT Indes use fie INC Snaplicket Quote disclaimer For illustrative purposes only To open a new browser window click the icon on the left hand toolbar The Browser menu provides the following navigation options These choices are also available through the browser toolbar located on the bottom of the main window e Select Go Back to return to the previous page e Select Go Forward to move to the next page e Select Refresh to reload the current page e Select Go Home to load the home page e Select Stop to stop loading the current page Page 42 of 49 How do I link symbols and time intervals among StrategyDesk windows The Sym and Inv buttons let you synchronize symbol and interval settings between windows in your StrategyDesk workspace For example as you select different symbols in the Level window other linked windows display information for the same symbol Ek Click the Sym and Inv buttons to select from the following opti
46. lays each individual trade and contains the following columns Symbol Strategy and Signal that triggered the trade Date and Time at which the trade occurred Action buy sell sell short or buy to cover Quantity and Price at which the trade executed Profit amp Loss Profit amp Loss and Cumulative P L Summary view summarizes all trades in the Trade view by symbol and strategy It contains the following columns Symbol Strategy Start Date and End Date Profit amp Loss Profit amp Loss Total Profit Total Loss and Profit Factor Total Profit Total Loss Buy amp Hold Return Annual Return overall Annual return in market and Time in Market The overall annual return includes periods between trades while the in market annual return excludes them Winning Trades Losing Trades of Trades of Winners Largest Winning Trade and Largest Losing Trade Average Winner Average Loser Average Trade Payoff Ratio Average Winner Average Loser Max Consecutive Winning and Losing Trades Max Drawdown Max Runup Max Drawdown Date and Max Runup Date Maximum drawdown and runup track the lowest and highest cumulative P amp L during the backtesting period Below is a snapshot of a Backtesting window in a summary view mode sorted by the Profit Loss column Page 8 of 49 Backlesting 1 Strategies Working aaka Sprei Sreteay N rorta fP fn feos teroest Lorgest m M atat Tine e
47. lor fields under Columns gt Color Fields Select the new color bar column from this menu to add it to your Level layout To modify color bar settings right click the column header and select Column Properties For color bar examples please see the Color Bars section of the Formula amp Syntax Guide Alert columns Alert columns can notify you with a popup sound text or email when trading signals you select occur for any symbol in the Level window To set up an alert column Page 27 of 49 1 Select Custom Field Wizard from the Columns menu 2 The Custom Field Wizard displays a list of existing custom columns Click New to create a new column or select one of the existing columns and click Edit to modify it 3 Enter the name of the alert column and use the Formula Wizard to specify alert conditions For example the following formula can be used to identify Stochastic K crossover above D line on 60 minute charts Stochastic Stock 14 3 3 60 gt Stochastic StocD 14 3 3 60 AND Stochastic Stock 14 3 3 60 1 lt Stochastic StocD 14 3 3 60 1 4 The new alert column will appear in the list of columns under Columns gt Custom Fields Select the new column from this menu to add it to your Level layout 5 Right click the alert column header and select Column Properties to configure the alert settings In the Alerts tab specify whether you want to be notified when the alert value becomes true equals 1 false equa
48. ls 0 or both To receive an audio alert click Browse and select a sound file Column Properties Settings Slerts Color Rules Play sound C Program Files TO AMERITRADE StrategyD Browse Display BLY in the column when condition is TRUE FALSE Alert when condition becomes FALSE Play sound Browse Display None In the column when condition i FALSE Cancel Help For illustrative purposes only 6 The Alerts tab also lets you customize the text displayed in the alert column when the condition is true equals 1 or false equals 0 For example you can set the alert column to display Buy when the alert state is true 7 The Color Rules tab under Column Properties lets you customize the text and background colors based on the alert state For example you can customize the alert column to display black text on a green background when alert condition is true equals 1 Select Preferences under the Edit menu to specify how you want to receive alerts Alerts can be configured to pop up a message play a sound pronounce a symbol and send an email Page 28 of 49 Please note In order for an alert to trigger when the conditions you set are met your computer must be on and StrategyDesk must be running For formula alert examples please see the Alerts section of Formula amp Syntax Guide How do set up and view a list of securities I m interested in StrategyDesk lets you create and save your own
49. markets which can help you identify forces driving price moves as well as relative buying and selling pressure LE AAPL APPLE INC COM Level Il Level II For illustrative purposes only Quotes from NASDAQ dealers and market makers are identified with a four character symbol On listed stocks you can see quotes and sizes posted at all the regional exchanges on which the security trades To open a Level II view click the icon on the left hand toolbar Use the Symbol field at the top of the tool to specify the stock or option symbol for which you want to view Level II quotes There are four sections in the Level II view Level I quotes displays last change open high low and volume Bid Ask Size display the buying selling pressure based on size at each price level Market Maker display Level II quotes from all market makers Market Maker Action Log optional indicates when a market maker increases or decreases the bid ask or the bid ask size Bullish signals are displayed in green bearish signals are displayed in red To enter a limit order double click any bid or ask price StrategyDesk will pop up a Trade Ticket pre populated with the selected bid or ask price To customize the color of various price levels select Colors under the Level Il menu Subscription fees apply to NASDAQ Level II access Access to real time data is subject to acceptance of the exchange agreements Professional access and fees differ Pa
50. nc are both subsidiaries of TD AMERITRADE Holding Corporation 2009 Think Tech Inc All rights reserved Used with permission StrategyDesk is a trademark of TD AMERITRADE IP Company Inc Used with permission TD AMERITRADE is a trademark jointly owned by TD AMERITRADE IP Company Inc and The Toronto Dominion Bank Used with permission TDA 9241 Page 49 of 49
51. ng custom study Please see the How do I build Custom Studies on a Chart section for more details e Select Remove All Studies to delete all studies from your chart layout e Use Study Manager to add remove or edit studies on your chart Right click on any study panel to choose from the following e Select Add from the right click menu to add a built in or custom study to its default panel e Select Edit from the right click menu to modify settings of any study displayed in the panel e Select Remove from the right click menu to delete any study displayed in the panel e Select Overlay from the right click menu to add a built in or custom study to the same panel For a detailed description of built in technical indicators and custom study examples please see the Formula amp Syntax Guide How do use drawing tools on a chart StrategyDesk offers the following drawing tools for chart analysis Segment draw a trend line between any two points Ray draw a trend line extending in one direction Line draw a trend line extending in two directions Retracement display Fibonacci retracement levels Regression display regression channels Note place a text note on a chart To add or remove lines and notes use the Drawing toolbar at the bottom of the main window or select from the Draw menu Page 32 of 49 e To add a new line or note to your chart first select the appropriate cursor type from the Drawing toolba
52. ning Please make sure you keep sufficient funds or positions in your account to support triggered orders To customize default drawing settings select Preferences under the Draw menu To change font or color settings for notes select Fonts or Colors under the Chart menu How do I build custom studies on a chart In addition to standard studies you can create your own custom studies using the StrategyDesk Formula Wizard Custom studies let you define formulas and graph them as indicators on charts For example you can build a custom study to graph the difference between Bollinger Bands which can be used to measure volatility Page 33 of 49 Custom Study Name Bollinger Bands Width Formula BollingerB and U pper Close 20 2 0 Bollinger ands Lower Close 2U Uptions Color Thickness i Display y axis label Ea a 1 i Override formula with chart interval Vertical Scaling Normal Exclude from scaling Scale to other graphs Showy As Nomal Histogram C Horizontal 3 last bar s value Alternate symbol Cancel For illustrative purposes only To build a custom study select Custom Study Wizard from the Studies menu In the Custom Study Wizard dialog click New to create a new study or select one of the existing studies and click Edit to modify it Specify the name of the custom study and use Formula Wizard to build the formula to calculate it For example Bollinger Bands width can be calculated usin
53. ntee of future results To add or remove columns from the backtest results view go to the Columns menu or right click on any column header to check or uncheck available columns The following layout options are available from the Columns menu e Select Save Layout to save your column settings to a file e To use your column settings for all new backtesting windows select Set Layout as Default e Choose Load Layout to load one of the previously saved column layouts Backtesting on a Chart StrategyDesk charts provide a convenient way to visualize backtesting results There are two ways to view entry and exit signals for a strategy on a chart e You can chart strategy results from the backtesting window Right click on any row in the backtesting results view then select View Default Chart or View Custom Chart from the menu The first option displays trade signals using a default chart layout The second option displays backtesting results along with strategy indicators and an equity curve which lets you visualize the strategy performance e You can also add signals to a chart without first running a backtest in the backtesting window Right click a chart and select Strategy Setup to specify the strategy you want to backtest in the Strategy Wizard then click Add Click the Backtest button to run the backtest on the chart Here is an example of how the results of a backtest appear on a chart B indicates that a buy signal occurred
54. o export balances to a spreadsheet file Page 44 of 49 Positions The Positions window lets you view monitor and manage positions in your TD AMERITRADE account To view positions click the icon on the left hand toolbar The Positions window displays real time information for individual positions as well as the overall portfolio including cost basis market value and profit loss LI Positions SEs Levell Screener Columns fe 40 15 0 11 35 00 4015 00 11 00 315 00 SPY 400 0 48 90 00 10092 00 48 00 1092 00 AAPL 16546 097 150 00 16546 00 97 00 1546 00 GOOG 453 90 169 400 00 11347 50 42 25 1347 50 Total 42000 4 25 37500 00 42000 50 4 25 4500 50 For illustrative purposes only All the features of a Level window are available in the Positions view You can quickly add to or close existing positions by right clicking on the position and selecting Trade from the right click menu In addition to standard Level columns the following columns are available in the Positions view Base Price Shares Long Short Market Value Daily Gain Loss Profit Loss Return You can also build your own custom columns using functions EntryPrice and EntryShares to reference the base price and the number of shares To modify the default column layout for Positions view Positions lil select Set Layout As Default under the Columns menu Page 45 of 49 Order Status The Order Status window lets you view filter and manage orders
55. ogram trades In order for a programmed trade to be automatically entered or an alert automatically sent when the conditions you set are met your computer must be on and StrategyDesk must be running How do set up a screener A screener is a set of criteria you specify to scan a group of securities for a particular characteristic or real time market condition Use screeners to find stocks that currently match your individual trading setups For example create a screener to search for any NASDAQ 100 stock that is currently above its 10 day moving average Page 23 of 49 Screener Settings Setti ii Symbols delimit by space AAPL ADBE ADSK ARAM ALTRA AMAT AMGN SAMLN AM APOLATYIBEBY BEAS BIIE BMET BRCM CONS COWL CELG CEPH CHEF CHR CKFR CMCSA Symbol Lists COST CSCO CTAS CTSH CTess DELL DISCS DISH EBAY ERIC ERTS ESAs v Choose from Formula Library Price above Moving Average 10 days OR Create your Own Formula 1 Select Function Movingtverage 3 Add Glide Me pp 2 2 Customize Parameters Optional A E E Fields Length H Bars Ago fd 5 E fe Ea WA flo o ponca Source Offset Interval Symbol Override Bs a e OF i a Cones Formula Formula Builder Save to Library Append from Library Validate Add Comment Bar Close D gt MovingSyverage MaA Close 10 0 0 Ok Cancel Help For illustrative purposes only To set up a screener 1 Open a Level
56. olor bars let you set up formulas and color rules that display bar patterns in a Level view For example create a color bar column to identify intra day trends and candle patterns by displaying the last 5 candles of a 3 minute chart Page 26 of 49 Color Column Properties Color Column Properties Settings Name Candles 3 rir Mumber of bars 5 Formula Wizard Formula Bar Close 3 Bar O pen 3 Rule when value is K E display Bar in m M Add Rule Rule List fos La Remove For illustrative purposes only To create a new color bar column or edit an existing one 1 2 6 Select Color Field Wizard under the Columns menu The Color Field Wizard displays a list of existing color bar columns Click New to create a new column or select an existing column and click Edit to modify it Specify the name of the color bar field and the number of bars you want to display Then click Formula Wizard to define a formula For example the following formula calculates the difference between the open and the close of a 3 minute bar Bar Close 3 Bar Open 3 Specify color rules which are used to set the color of bars displayed in the column For example if a formula value is less than 0 meaning the close is lower than the open display the bar in red If the formula value is greater than 0 meaning the close is greater than the open display the bar in green The new column will appear in the list of co
57. ons Grey accept all symbol interval updates this is the default setting for all windows Red ignore updates and lock the current symbol and interval settings All other colors accept symbol and interval updates sent from other windows but only with the same button color For example Link Level and Chart windows by making their Sym buttons green so that when you select a symbol in Level I the chart is automatically updated with information about that security All windows have a Symbol button but only Charts and Bar Table windows have an Interval button To set preferences for Apply buttons on the Symbol Interval toolbar go to the Edit menu and select Preferences then click the Symbol Interval tab How do I use StrategyDesk on multiple monitors StrategyDesk windows can be detached from the main window to move them onto other monitors To detach or attach a window click on the Ci button on the top right of the screen ok You can also quickly frame or unframe all windows by selecting Detach All or Attach All from the Windows menu Page 43 of 49 ACCOUNT INFORMATION amp PREFERENCES Can access my linked accounts in StrategyDesk Yes to switch between accounts you have previously linked on the TD AMERITRADE Web site use the Account pull down menu on the top toolbar Account Balances Positions Order Status and Saved Orders are displayed for the currently selected account Important If you
58. ower Close 20 2 D AND Bar Close D 1 lt BollingerBands Lower Close 20 2 D 1 Action Buy Exit signal Bar Close D gt 1 04 EntryPrice OR Bar Close D lt 0 985 EntryPrice Action Sell Interval Daily Page 10 of 49 The above are for illustrative purposes only and should not be considered a recommendation of any particular strategy Backtesting is the evaluation of a particular trading strategy using historical data Results presented are hypothetical they did not actually occur and they may not take into consideration all transaction fees or taxes you would incur in an actual transaction And just as past performance of a security does not guarantee future results past performance of a strategy does not guarantee the strategy will be successful in the future Results could vary significantly and losses could result What do do if backtesting does not produce any results The strategy may not produce any backtesting results if the conditions that would have triggered your entry or exit signals have not occurred with the symbol s you re testing within the timeframe you ve set Please note If youre using a time interval measured in minutes historical data is available for up to two years prior to the current date If you re using a time interval measured by days historical data is available for as far back as January 2000 You may need to change some of the parameters such as the timeframe or symbol list to get result
59. pdates available capital accordingly Any entry signals requiring more than available capital are skipped If multiple signals occur at the same time they are selected based on the order of symbols you specify 4 There are two ways to create entry and exit signals for your strategy a Select a pre set strategy from the Strategy Library by clicking Browse Library The entry and exit signals as well as the associated order actions buy sell sell short and buy to cover will automatically appear in the window You can edit any of the information in your strategy including the buy or sell actions using the fields and pull down menus If you edit a pre set strategy you can save it by changing the name in the Strategy Name field and clicking Save to Library b Create your own strategy including entry and exit signals by clicking Formula Wizard next to Entry Formula Name and Exit Formula Name This will launch the Formula Wizard window where you can either select a formula from the Formula Library or create your own Some examples of strategies available in the Strategy Library K Stochastic crosses 20 and 80 MACD Histogram Crosses 0 Price Crosses Moving Average For more examples please see the StrategyDesk Formula amp Syntax Guide 5 Interval determines how often the entry and exit conditions are tested If entry and exit formulas are referencing a single interval this parameter is usually set to that interval If entry and exit
60. r or the Draw menu Click the area where you want to place a new line or note e To remove all lines and notes select Remove All from the Drawing menu e To move atrend line or note first click on it to select and then drag it to the new location Right click on a line or note to choose from the following choices To modify line or note settings select Edit from the right click menu To duplicate a line select Clone from the right click menu Drag the cloned version of the Original line to its designated location and click on it to finalize its position To minimize or restore a note select Minimize or Restore from the right click menu o remove a line or note select Remove from the right click menu To enter an order select Trade from the right click menu The limit price in the trade ticket will default to the price corresponding to the right click point on the line You can set up alerts to trigger when a trend line gets crossed by the price curve To add an alert right click on the line and select Add Alert from the menu Once a trend line alert is added it will appear in the Alert Manager window To set up program trading launch Alert Manager double click on the trend line alert and specify an order to be entered when alert triggers Note In order for a programmed trade to be automatically entered or an alert automatically sent when the conditions you set are met your computer must be on and StrategyDesk must be run
61. ra Tine anu Stochastic 2621 01 397 00 514 00 S006 4h r200 stochastic 4625 11 1325 70 551 00 g 200E 4 M007 Stochastic 224 31 42 06 42 00 S006 An r00 Stochastic 1675 44 379 00 151 09 g 200E A 2007 stochastic 2327 70 413 00 490 00 gA 200E AM 007 Stochastic 560 45 55 00 568 00 S006 42007 stochastic 1422 46 55r OO 3r 2 00 SAA006 A e007 Stochastic 469 01 150 00 31 00 S006 n 00r stochastic 1273 01 596 00 223 00 g 200E AN 2007 Stochastic 470 25 190 00 38 00 S006 AN 2007 Stochastic 790 25 265 00 232 00 g 200E A 007 stochastic 901 46 126 00 59 00 gA 200E AM 007 Stochastic 927 69 411 00 610 00 g 200E 42007 stochastic 696 99 196 00 127 00 gA r200E A e007 Stochastic 609 77 204 00 312 25 S006 42007 stochastic 944 60 363 00 186 00 SA2006 4A e007 Stochastic 356 30 102 00 159 00 S006 42007 on Oo mm P Ss n D E A A or te Hf BI D M M RB bo oe One BS mS Re oP 5 T 5 5 T 1 3 1 1 T 4 9 a T 1 T For illustrative purposes only To easily identify the hypothetical best and worst performers click the column headers to sort results by P L P L Profit Factor Winners Payoff Ratio Winning Trades or Losing Trades in ascending or descending order Please remember that these results are hypothetical based on historical information and that past performance is no guara
62. ram crosses l daily Buy 2000 00 worth Limit Order Price Ask MACD Histogram crosses l daily Buy 2000 00 worth Limit Order Price ASE MACD Histogram crosses O daily Buy 2000 00 worth Limit Order Price Ask MACD Histogram crosses l daily Buy 2000 00 worth Lint Order Price ASE For illustrative purposes only How do I place manual orders in StrategyDesk StrategyDesk offers many convenient ways to enter stock and option orders For example e Click the icon or press Ctrl T hotkey to open a trade ticket e Right click any symbol in a Level window and select Trade then choose the order type By default this will initiate a limit order To change the default setting for placing orders go to Preferences under Edit and select the Trading tab e Double click on any bid or ask price in a Level or Level II window to pop up a trade ticket pre populated with the selected bid or ask price Page 17 of 49 e Right click on a price chart and select Trade then choose the order type The limit price in the trade ticket will default to the price corresponding to the right click point on the chart Ty Trade Ticket ol EJ stock Option Conditional Acton Buy Price 25 MI Sp Inat None Shares 100 Routing Auto Symbol YZ Expires Dar Order Type Limit Save for later Account Active Clear Fields For illustrative purposes only The trade ticket provides se
63. re information on OTA and other types of Conditional OTA Order 2 Sell Short 100 shares Limit Order Price 25 00 Expiration DAY Instructions None Routing Auto Orders On Alert mM Place Order C Stock C Option Conditional Edit OTA Order 1 Sell 100 shares Limit Order Price 25 00 Expiration DAY Instructions None Cancel Routing Auto Help Mw Play sound C Program Files TOD AMERITRADE Strategy Browse Test For illustrative purposes only 5 Click OK to activate your strategy Go to Alert Manager to view edit or delete strategies you ve set up for program trading In order for a programmed trade to be automatically entered or an alert automatically sent when the conditions you set are met your computer must be on and StrategyDesk must be running If you access linked accounts in StrategyDesk any programmed trades you have configured to be entered in the Active account will fire in the account you re viewing when the alert triggers You are responsible for all orders entered in your account when a program trade you set is activated Please make sure you keep sufficient funds or positions in your account to support program trades For examples of strategies please see the Backtesting section of this manual and the Strategies section of StrategyDesk Formula amp Syntax Guide Market volatility volume and system availability may delay account access and trade executions Page 16 of 49 How can
64. rformance of a security does not guarantee future results past performance of a strategy does not guarantee the strategy will be successful in the future Results could vary significantly and losses could result Access to real time data is subject to acceptance of the exchange agreements Professional access and fees differ Page 3 of 49 What educational resources are available to help me learn about StrategyDesk StrategyDesk has many educational resources available to help you quickly learn how to use it Click on the links below to view them User Manual Formula amp Syntax Guide and Quick Start Guide Demo StrateqyDesk Webcasts and upcoming events Phone Support call 800 228 8056 between 8AM and 8PM ET Monday through Friday excluding market holidays to speak to a StrategyDesk Specialist StrategyDesk Help Center e Formula Builder is a useful tool to help you learn how to build simple formulas for your alerts and strategies e TD AMERITRADE Education Center contains helpful information on StrategyDesk technical analysis and trading Please log on to TD AMERITRADE website and select the Education tab to find out more What are the system requirements for StrategyDesk Minimum Processor Pentium III or Athlon 800 MHz RAM 256 MB Operating System Windows 2000 Windows XP Pro Windows XP Home or Windows 2003 Internet Connection Dial Up 56K bps or Direct ISDN Cable Modem DSL T1 connection to the Internet
65. rticular trading strategy using historical data Results presented are hypothetical they did not actually occur and they may not take into consideration all transaction fees or taxes you would incur in an actual transaction And just as past performance of a security does not guarantee future results past performance of a strategy does not guarantee the strategy will be successful in the future Results could vary significantly and losses could result Page 5 of 49 Strategy Setup Enter Symbols pa AlG AXP BA BAC C CAT Cys DD DIS GE GM HO HPO IBM INTC JHJ JPM KO delimit by space Symbol Lists From To Month Day Year Hour Min Month Day Year Hour Min jane e 2007 Ca foo foo sun se foo feo0e ca fos fa Choose Optional Exit Trailing Stop Exit open positions at the end of testing i Test up to now Parameters Specity Date Range Detect intra bar signals Portfolio Backtesting Commission Test every eal minute Bar inside the Interval bar g We Capital 50000 B 0 00 Define Strategy Strategy Wizard and Library Click Browse Strategy Hame Stochastic 26 crosses 20 and 80 60 minute Browse Library Library to select from Library Interval Amount Shares gt Ulin 60 W Override Interval a tt Shares 100 Create pour own strategy with Ent Strategy Wizard ee Formula Acton Fast 2K crosses above 20 Formula Wizard Buy ou Close Exit Formula Action
66. s TRADING How do I set up alerts for program trading in StrategyDesk StrategyDesk lets you set up alerts to be notified when market conditions you specify are met Alerts can be configured to pop up a message play a sound pronounce a symbol or send an email You can also specify an order to be entered automatically when an alert triggers For example When the price of XYZ moves above its 20 day moving average with a 14 day RSI of at least 40 pop up an alert and enter an order to buy 100 shares of XYZ Page 11 of 49 Trade Alert Setup Setti ettings Symbols delimit by space Type Advanced RYZ Symbol Lists Choose from Formula Library Click Browse Library to select a formula QA Create Your Own Formula 1 Select Function A FSI z 3Add Guide Me HH Greup Lonaitions 2 Customize Parameters ae Bl a E gt E Uptional 4 3 a pg Fields Length N Bars Ago Ast Cm Jc ET J JL Interval Symbol Override BS By OF pl feel Formula Formula Builder Save to Library Append from Library Validate Add Comment BarlClose 0 gt Moving verage MA Close 20 0 0 SND Bar Close D 1 Moving4verage M4 Close 20 0 0 1 AND ASIASI 14 0 40 On Alert mM Place Order Stock C Option Conditional Account Multiple f OF Actor Order Type Instructions Price nee Buy Lim Nore al Shares Expires Routing Help E 100 r DAY Auto Mw Play soun
67. t and loss calculations Please note that commissions don t take into consideration all transaction fees or taxes you would incur in an actual transaction b Detect intra bar signals this setting can be used to test entry and exit conditions inside the bar in addition to the close of the bar For example if the strategy is Page 6 of 49 referencing daily bars and this checkbox is selected entry and exit conditions will be tested during the day in addition to the daily close Test every N minute bar parameter determines how often the entry and exit conditions are tested inside each bar For example if the strategy is referencing daily bars and N is set to 1 the tool will test every 1 minute bar inside the daily bar to detect potential entry and exit signals during the day c Exit trailing stop this setting lets you backtest your strategies with trailing stops which you can set in or terms d Exit Open Positions at the end of testing this setting lets you close any open positions at the end of backtest to reflect their value in P L calculations e Test up to now this automatically sets the end date to today s date for up to date backtesting f Portfolio Backtesting use this option to backtest a list of symbols together as part of a portfolio instead of testing each symbol independently Specify the initial portfolio capital amount StrategyDesk tracks hypothetical gains or losses throughout the test and u
68. t orders which let you establish lower and upper limits as potential exit points Bracket orders are similar to OCA orders when one order is executed the other one is automatically cancelled Page 18 of 49 Ti Trade Ticket Sie Ed Stack Option Conditional fe Stock Type Bracket Order Place Order C Option Account Multiple Clear Fields Upper Order Actions Sel Price 30 i Sp Inst Nore Shares 100 Routing Symbol KZ Expires Day Order Type Lirnit Lower Order Acton Sp Inat None Shares El Act Price 25 Routing Symbol Expires Order Type Stoph arket For illustrative purposes only When entering an order in the Trade Ticket you ll be able to confirm the order details before entering it into your account To change the default setting for order confirmations go to Preferences under the Edit menu select the Trading tab and click the Settings button You can view modify and cancel orders entered through StrategyDesk in the Order Status window Market volatility volume and system availability may delay account access and trade executions You are responsible for all orders entered in your account Options trading available in options approved accounts only Options are not suitable for all investors as the special risks inherent to options trading may expose investors to potentially rapid and substantial losses Options trading s
69. ubject to TD AMERITRADE review and approval Please visit www tdameritrade com or contact TD AMERITRADE at 800 669 3900 for options disclosure documents Carefully read these documents before investing in options Page 19 of 49 LEVEL I amp SCREENING What is the Level I view and how do use it The Level view lets you monitor quotes get streaming option chains track the most active symbols view positions and enter orders You can also set up screeners to find stocks that currently match your trading setups and build custom indicators to analyze and rank stocks options and indices Here s an example of a Level window Ll Nasdag 100 Symbol List Screener Off Seles Symbol Last Bia Ask Change C volume Trend 5min Stack YHOO EE o seturi Ua HSI 26407 DHEN ESRX 1 068 919 ME APOL l 998 985 GRMN 1477175 GILD l 2453 769 TLAB 4 038 792 i LYLT 6144469 PEET STLD 973 790 PEE DISCA l 1007649 E CONS 7 063 432 EIDE iH r5 26 AMLAN 349 525 r4 6r JAYA i 5 409 594 r4 19 CSCO 5249595 P F 70 76 For illustrative purposes only The default Level layout contains the following columns symbol last bid ask change change volume 5 minute trend and 5 minute stochastic Go to the Columns menu to add more built in columns e g P E ratio 1 year high yesterday s close or to create your own custom fields When you launch StrategyDesk for the first time a Level
70. veral convenient shortcuts e Youcan enter orders in shares or dollar amount Click on the button next to the Shares field to select from of shares or amount e In addition to manual entry you can set the limit price to the current bid ask or last price with an optional offset e g Bid 0 01 Ask 0 01 Click on the M button next to the limit price to select from bid ask last offset or manual entry The limit price automatically updates until you place the order e lf you have linked accounts you can choose to enter an order in your main account a linked account multiple accounts all accounts or the active account The active account is the account selected on the top toolbar when you place an order StrategyDesk allows you to enter conditional orders by clicking the Conditional tab within the Trade Ticket e Conditional orders let you combine individual orders into a group where execution of one order can trigger or cancel other orders Conditional orders can be placed for both stocks and options in option approved accounts Options involve risks and are not suitable for all investors e StrategyDesk allows you to place one cancels another OCA one triggers another OTA one triggers two OTT one triggers OCA OT OCA and one triggers OTA OT OTA conditional orders Please view the Order Types Tutorial for more information on conditional orders e StrategyDesk also offers bracke
71. xport Data to export saved orders to Excel The Saved Orders window contains the following columns Symbol Entered Date Action Quantity Type Price Activation Price Session Expiration Routing Instructions and Hot Key To add or remove columns go to the Columns menu or right click on any column header To re arrange the columns use your mouse to drag columns left or right Click any column header to sort that column in ascending or descending order To save your layout changes select Set Layout As Default from the Columns menu Page 47 of 49 How do I save my workspace in StrategyDesk A workspace is the set of windows and settings you ve customized in StrategyDesk To save a workspace to your computer so you can use it another time go to the File menu and select Save Workspace or Save Workspace As StrategyDesk workspace files contain your window layouts and settings For example Level windows are saved with the symbols and column layouts Charts are saved with the chart style indicators symbol and interval Only one workspace can be open at a time When you launch StrategyDesk the tool will prompt you to open your last workspace StrategyDesk keeps track of your last ten workspaces You can access recently used workspaces from the Workspace dropdown on the top toolbar The Workspace dropdown also displays the name of your current workspace What preferences can set for StrategyDesk Font and color settings are
72. zard popup select an existing column and click Edit to modify it or click New to start setting up a new column Specify the name of the custom column and use the Formula Wizard to create the formula For example Stochastic Stock 14 3 3 D calculates Stochastic K line on daily bars Click OK to save the column definition The new field will appear in the list under Columns gt Custom Fields Select the new custom column from this menu to add it to your Level layout Configure custom column settings by right clicking on the column header and selecting Column Properties The Settings tab lets you change the alignment and decimal precision of Page 25 of 49 values within the column The Color Rules tab lets you customize text and background colors based on the current value of the column For example set the color of the Stochastic column to display in red when the value is below 20 oversold and in green when the value is above 80 overbought Column Properties Settings Alerts Color Rules Rule When value is gt 80 display text in SS and background iri a Rules List ti Ur Remove UF Cancel Help For illustrative purposes only You can sort custom columns to rank securities based on various indicators and to quickly identify symbols with the highest and lowest values For custom column examples please see the Custom Columns section of the Formula amp Syntax Guide Color bar columns C

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