[This message was posted by Greg Malatestinic of Jordan & Jordan <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/6d51ef7e - PLEASE DO NOT REPLY BY MAIL.]
Alex, Only GUI controls can be disabled. An algorithm itself cannot be disable via the mechanisms of ATDL. It is up to the OMS/EMS to know which algorithms are for single orders, pairs and baskets and present them to the user at the appropriate times. Determining this should be done during the importing process (when an ATDL file is uploaded into the OMS/EMS) and is out of ATLD's scope. The attribute totalOrders is used to indicate that the broker wishes to recieve basket orders in a group of NewOrderSingle messages tied together by a common indentifier. This common idenitifier (or basket ID) is placed in the tag reference by commonIdentifierTag. So when uploading a strategy look to see if this attribute is provided, if it is then it is a basket algorithm. -Greg > I have a situation where a portfolio algorithm should be disabled when > only a single name is selected to be a part of a wave. The ATDL standard > supports a strategy-level attribute called totalOrders, that indicates > the total number of orders in a portfolio/list wave. However, I am > unclear about how to express a workflow rule that references this > attribute. Ideally, the workflow rule should look like: <stateGroup> > <targetStrategy name=”My Portfolio Strategy” enabled=”true”> <strategy > field=”totalOrders” operator=”GT” value=”1”/> </targetParameter> > </stateGroup> > > Can something like that be accomplished? > > Thank you, > > > > > Alex [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en -~----------~----~----~----~------~----~------~--~---
