ATSXL

There are detailed User Guide and General FAQs for ATSXL, note that the following contents are included in the User Guide as well.


Features Summary

You will be able to do the following tasks easily with ATSXL, which can be very time consuming, coding intensive, or even not feasible in traditional ways:

  • Trade with the broker of your choice, such as Interactive Brokers (IB/TWS API), OANDA (REST API), Dukascopy (JForex API), MB Trading (Navigator API), MetaTrader (MT4 Bridge), or other broker through its trading interface with minimum development effort involved.

    You are not limited to certain broker. With ATSXL, your strategy has the least dependency on any of broker's platform and trading interface.

    Note: only interface for Interactive Brokers (IB/TWS API) is currently released, other interfaces will be released soon.

  • Manage lots of order entries simply with a click on the button. ATSXL's Rapid Order Entry interface helps you place, modify or cancel many orders instantly.

    This greatly helps people who make trades manually to take advantages of computer' speed and accuracy.

  • Utilize any software or methodology to analyze and backtest your trading idea and strategy, such as AmiBroker, eSignal, MultiCharts, NinjaTrader, OpenQuant, QuantDeveloper, TradeStation, or even in house application developed with any programming language.

    Note: you don't use ATSXL directly for R&D, however ATSXL makes you focus on the trading idea and strategy using any software or methodology.

  • Enhance your trading strategy with Excel's powerful and highly efficient calculation engine, using formula, dependency, pivot table, other third party Excel Add-ins, and powerful VBA programming!

    Your strategy could be as simple as Moving Average crossover, or as complex as rule based, statistical model based, event driven, or any other type that is up to your creativity and domain expertise.

  • Quantify any aspect of your trading with Excel, MATLAB, R, or other quantitative environments and libraries.

    Signal filtering, position sizing, risk control, strategy execution flow control, and even decision making are examples that quantitative method can be effectively applied.

  • Run your trading strategy with ATSXL in automatic mode, in semi-automatic mode, or at your discretion (i.e. manual trading with fast order entry).

    There is ultimate flexibility in the way you run the trading system that depends on your trading style or strategy.

  • Automate your trading strategy with ATSXL, keep it running at home, or deploy it to remote server (dedicated server or VPS) or cloud computing facility (i.e. Amazon EC2).

    Running an automated or semi-automated trading system in remote datacenter will take advantages of the facility's redundant power supply, server-class hardware, and superb network connectivity. And you can access the server and control your trading system from anywhere.

  • Monitor the trades and trading strategy execution with ATSXL and a third party commercial log monitoring software that ensures you receive updates on trading activities and critical events of your interest, through sound, SMS, or Email.

    Of course, you can use your own program or script as long as it can monitor ATSXL's log files to meet your needs.

System Requirements

ATSXL was designed and built to run with the minimum resources, which makes it perfect for a remote datacenter or cloud that hosts dedicated or virtualized server. For example, ATSXL runs on Windows Server 2003 with only 512MB RAM and single CPU. Of course, ATSXL runs on a home PC without any problem.


Hardware and Operating System (OS)

ATSXL runs on a broad range of Microsoft Windows platforms and underlying hardware:

  • Any x86 compatible hardware or virtualized server that runs Microsoft Windows environment will be sufficient;
  • Minimum 512MB RAM, i.e. when it's deployed in a remote server with less resources allocated;
  • Mainstream Microsoft Windows editions, from Windows XP (with SP3) to Windows 7, from Windows Server 2003 to Windows Server 2012;

Software

You need to install the following software packages before you can run ATSXL:

  • Microsoft .NET Framework 2.0 or later;
    .Net 3.0 or 3.5 should be OK as they will also install .Net 2.0.

    Note that .Net Framework 4.0 or later can not be used.
  • Any software that generates signals for ATSXL, i.e. AmiBroker, MetaTrader 4 (MT4) or any analysis toolkit of your choice;
  • The Broker's platform that supports trading API, i.e. Interactive Broker's TWS;
  • (Optional) The software that monitors ATSXL's log files, i.e. Log Stash. It is highly recommended if ATSXL is used to automate a trading strategy.

Editions and Licensing

ATSXL Free Edition

This edition can be used for free as long as it is not for Commercial and/or Non-personal Use.

When Free Edition runs in automatic mode, it supports one Ticker and no more than 50 Order Rows, while there is no such limit when it runs in manual mode.

Note that the limit of Order Rows refers to the rows on one specific Excel spreadsheet that contains order entries controlled by the trading strategy. It is not the number of orders you can place, modify or cancel. You can make as many trades as you need with the Free Edition.

The following cases are not supported by ATSXL Free Edition according its license and the above limitations, you should use ATSXL Pro Edition instead:

  • You use ATSXL to conduct trading for a business entity or for other people rather than for yourself;
  • You use ATSXL to conduct trading with other people's money involved;
  • You, as an independent trader, trade up that multiple tickers or trading strategy execution speed becomes the need;


For detailed terms and conditions, refer to the License Agreement for ATSXL Free Edition.


ATSXL Pro Edition

Pro Edition supports multiple Tickers and more Trade Rows used by the trading strategy. More importantly, Pro Edition runs much faster than Free Edition even with multiple tickers, more trades and positions, and more complex trading strategy involved.

Pro Edition is currently deployed for private use. It is not released to public, and the release date is not determined yet.


twsATSXL: for Interactive Brokers (IB) TWS/API

twsATSXL is an Excel spreadsheet (i.e. twsATSXL.xls) that is built on top of the Interactive Brokers (IB) official API sample TwsActiveX.xls, with a few more worksheets added for ATSXL Add-in.

twsATSXL as a package can be downloaded here. The package contains sample spreadsheets, ATSXL Add-in and all supporting files that are specific to IB TWS.


TIPS:
You may keep as many versions of twsATSXL.xls as you like, with different name to remind you what it is, i.e. twsATSXL_trend_following_v1.xls, twsATSXL_breakout_v1.xls. And you can keep different files with slight changes for the same trading strategy. However, ATSXL Add-in can be loaded and running in only one of the spreadsheets at any time.

There are some QuickStart Guides that help you setup twsATSXL along with Amibroker and IB TWS to automate a trading strategy.

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