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ADL®

The Constant Number Block can be used to import external data into ADL. To be specific, the Constant Number Block can be "linked" to a single cell in an Excel sheet to receive dynamic value updates. Among many other uses, this data link functionality is especially effective in two aspects:

  1. Technical indicators involving long-term historical data: the user may store and analyze long-term historical data external to ADL and simply import the key results of the analysis to be used in the logic of the algorithm. By outsourcing such technical analysis, this method enables the algorithm to incorporate complex technical indicators without sacrificing internal performance.
  2. Global variable updates: when the user launches multiple instances of an algorithm, the user may link common variables to a single cell in an Excel sheet so that the variables can be updated simultaneously using a single cell.

ADL Tip: DDE links must be established prior to launching an algorithm. Links may be severed post-launch but no new links may be established while an algorithm is running.

Warning!: If an algorithm with Excel links is running and X_TRADER is closed the links will be removed. For example, if the Client Disconnect action for the algorithm is set to “Pause” or “Leave” the algorithm would still be present when X_TRADER restarts, however without the Excel links.

How to link a Constant Number Block to a cell in an Excel sheet
  1. Declare the target Constant Number Block as a User Defined Variable in the Designer canvas.

    Example. Declaring a Constant Number Block as a User Defined Variable

  2. Right-click on the target cell to be linked in the Excel sheet and select "Copy."

    Example. Selecting a target link cell in Excel

  3. Deploy the algorithm onto the desired Algo Server, and then select the deployed algorithm from the tree diagram. The middle pane will be populated with the variables pertaining to the selected algorithm.

    Example. Deploy and select the algorithm

  4. Right-click on the input field for the Constant Number Block which was declared as a User Defined Variable in Step 1. Then select "Paste Link." The linked field will turn light blue in color indicating a successful link.

    Example. Establishing data link

  5. To sever the link, right-click on the respective field and select "Delete Link." The de-linked field will turn white in color indicating a successful severance.

    Example. Severing data link

    ADL Tip: When a linked Excel sheet is closed while the algorithm is being run, a warning message displays alerting the user that the relevant links have been severed. In addition, if X_TRADER is closed, Algo SE server will pause all algorithms that rely on Excel links.

How to link a Constant Number Block to a cell in the Market Grid
  1. Declare the target Constant Number Block as a User Defined Variable in the Designer canvas.

    Example. Declaring a Constant Number Block as a User Defined Variable

  2. Launch an instrument in the Market Grid and right-click on a cell to display the context menu. From the context menu point to "Links" and click "Copy Link".

    Example. Selecting a target link cell in the Market Grid

  3. Deploy the algorithm onto the desired Algo Server, and then select the deployed algorithm from the tree diagram. The middle pane will be populated with the variables pertaining to the selected algorithm.

    Example. Deploy and select the algorithm

  4. Right-click on the input field for the Constant Number Block which was declared as a User Defined Variable in Step 1. Then select "Paste Link." The linked field will turn light blue in color indicating a successful link.

    Example. Establishing data link

  5. To sever the link, right-click on the respective field and select "Delete Link." The de-linked field will turn white in color indicating a successful severance.

    Example. Severing data link