Introduction

Not sure how to automate your whole strategy?

Writing a grey box is a good first step.

This lets you say popup a window on your screen that maybe:

• watches a stock
• gives you some insights into the key datapoints (high, low, bid/ask, etc)
• Calculates and displays a custom indicator you're testing
• lets you buy/sell on this information

Regardless of how easy you make it, TradeLink boxes are created using something called a Response.

A response gives you information about the market, and then gives you some ways to respond to it.

There are a bunch of template responses you can build on, which include full-featured boxes and all that.

We'll be focusing on grey boxes here because they're simpler.

Example

The best example of a grey-box style application in TradeLink is the BigTrade Response.

• It gets a stream of ticks for whatever stock you apply to it
• it shows the biggest trades that have occured in a grid.
• it provides you a buy and sell buttons to trade on this information

You can run any Tradelink Response in ASP, Kadina or Gaunlet. Here we'll show ASP because the other two applications are more appropriate for unattended trading, which BigTrades doesn't do.

You can try this yourself.

1. download and install TradeLink and the sample data
2. Run Replay (or any BrokerServer, TWS+BS,Sterling+BrokerServer)
3. Run ASP
4. select BoxExamples.dll from the directory you installed TradeLink
5. Choose BigTrades
6. ignore the pop up window and enter a symbol in ASP to trade with BigTrades
7. (WAG, CE, FTI, FRX are included symbols in sample data)
8. press enter or click Trade
9. set a playback speed in Replay, click play (if appropriate)
10. In the popup window you will see the trades occuring
11. click buy or sell to send a market order in that stock

That's it... checkout the code above, or download the BoxExamples zip file from the downloads section of this website.

The whole thing is around 100 lines of code, pretty simple to customize.

If you have questions, join the tradelink-users group at http://groups.google.com/group/tradelink-users