Synthetic Adapter
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14 days free Full version |
data providers for SynAdapter software :
- any terminal that supports a DDE output (Dynamic Data Exchange), QUIK, MetaTrader and others;
- terminal CQG Trader;
- any source of ODBC, which includes tick data table (available on request);
- text file with tick or minute data, which will be converted into technical analysis program.
The program allows to form the basket of instruments (including spreads) and real-time tracking of their value. Using the program AutoTrade, you can directly trade basket as a synthetic instrument, and, one basket can include instruments from different terminals,even from different exchanges.
Apart from the above unique features, SynAdapter makes it easy to solve the perennial problem of conversion and uploading the intraday historical data,which was downloaded from the broker's website, to the program of technical analysis Omega Research. The program is directly reading the data from the text file and automatically loading it into the database program GlobalServer.
- Settings.
- How to add the basket.
- Automatical trading of baskets.
- How to download the historical data.
- How to buy.
SynAdapter settings
Configuring the program is done once, re-setting is required only in the case of reinstalling a terminal or the program SynAdapter. To transfer the program to another computer, just copy the folder where you installed the program.
- Set in your terminal output of data for DDE server SynAdrDDE in the following order: date, time, code of instrument, price, quantity .
How to add the basket.
For work with the baskets you must add interesting instruments in the instruments list. To call a form of adding a new instrument select in main menu \Instruments \ Add or use the quick buttons on the Instruments tab. Fill in the form appropriate values:
- Ticker - the name of the instrument in the program Omega Research.
- Name - the name of the instrument in the terminal.
- Provider - the provider of the data.
- Previous value - the closing price of the previous session of the instrument. This value is introduced by adding new instrument , later SynAdapter will automatically request such information. Attention, correctly setting of this parameter is necessary to create a basket with type Compound.
- The output filter - trading session.
- The output method - what form the data will come from SynAdapter.
- As is - tick data.
- SECOND bars - the data comes in the form of bars Seconds. Recommended for baskets. Since the method as there will lead to a recalculation of the basket at each change of any ticker in the basket.
- Compression tick -tick data is compressed with the same price, and the volume is added. Recommended for active futures (such as futures on the RTS) to increase the speed of strategies.
To call a form of adding a new instrument select in main menu \Baskets \ Add or use the quick buttons on the Baskets tab. Fill in the form appropriate values:
- Ticker - the name of the synthetic instrument in the program Omega Research.
- The method of calculation - the form in which the data will be received in SynAdapter.
- Simple - the sum of the prices of instruments, multiplied by its weight.
- Ratio - applicable for a basket of 2 instruments or spreads. Calculation method consists in multiplying the price of a member on its weight, and dividing by the second element price.
- Compound - the method of compound interest (interest rate increase per day) or the index method. For this method of calculation you must enter the previous value (closing price of the previous day). The method reflects a real change in value of the portfolio,which is made for this basket.
- Previous value - the closing price of the previous session of the instrument. This value is introduced by adding new instrument , later SynAdapter will automatically request such information. Attention, correctly setting of this parameter is necessary to create a basket with type Compound.
- The output filter - trading session.
Add the required number of instruments and assign for each of them a weight (part of the instrument in the basket). When you creating a instruments for spread basket, a positive weight will be bought in the signal to buy, and instrument with negative weight - to sell.
Save the changes.
You can create any number of baskets. Each basket is essentially synthesized instruments whose graph can be displayed in the program Omega Research and accordingly imposed on the strategy. In this way it is possible to conduct backtesting different strategies based on trading spreads or baskets of securities (basket trading).
Automatical trading of baskets.
Using the program AutoTrade you can trade the basket, even if the instruments of basket are located in different terminals. For example, you can trade RI in the QUIK terminal and ES in the CQG Trader.
How to download the historical data
- To upload data to your technical programs analyusys program Omega Research, you have to download the data from the site to the broker in text format with following settings:
- time period - 1 minute.
- date format - mm/dd/yy
- time format - hh:mm:ss
- time of end of candle
- separator - ","
- format of file - date, time, open, high, low, close, volume.
- In the main menu of SynAdapter, select File \ Import data from a text file. Select the data file
- Specify the import options, and click Run. The data will be automatically uploaded to the Global Server. Pay attention to the name of the ticker, it must match the name of the ticker in the Omega Research.
Attention! To downloading data GlobalServer must be online ..
Trial version and how to buy the program
| PACKAGE | TERM OF LICENSE | |||
|---|---|---|---|---|
| 1 year | LIFETIME | |||
| DDE |
150 usd. | 200 usd. | ||
| CQG |
200 usd. | 300 usd. | ||
To order a trial version for 14 days contact us.
LIFETIME license entitles the user to any free updates during 1 year from the date of purchase of the program.
