Ok so basically you need to now test your user defined variables. If the rest of your algo is working then this shouldn’t be a problem, but we’ll need to alter a few settings.
You will change the Entry Order Qty to a non-default value before starting the algo. Then you will verify that changing the quantity while the algo is running also changes the working order quantity in the market.
To test your user-defined order quantity:
- Make sure your algo is stopped; click |> if necessary.
- In the Information Panel, click the Variables tab to display the variables used by your algo.
- In the Variables tab, click the Value field for the Entry Order Qty block; then enter a different value and click Apply . You should choose a value large enough that it is unlikely to be fully-filled quickly. This example will use 100.
- In the ADL menu bar, click the play button to start the algo.
- Verify that the algo submitted the entry order at the Best Bid and that the order is working the correct quantity.
The wrk qty output port of the Entry Order block shows 100.
MD Trader shows the order working a quantity of 100.
The Audit Trail shows that the algo placed an order at the Best Bid.
While the algo is still running, change the Entry Order Qty to a lower value and click Apply .
- Verify that the algo changed the order quantity to the new value.
- The wrk qty output port of the Entry Order block shows the new value (not the default Entry Order Qty value).
- MD Trader shows the new order working a quantity (50, in this case).
8.Click |> to stop the algo and cancel the working order.
If everything seems to be working fine at this point, you are ready to update your algo to capture the price and qauntity data as fills occur for your entry order.