Introduction

TradeLink includes pre-packaged and pre-tested functions to do things like :

• OCO
• trailing stops
• latency measurement
• and much more

Advantages

The advantage of using components rather than building your own :

• guaranteed to be portfolio-ready
• speed of development
• already tested
• speed in trading
• broker-neutral (will work in simulation and any broker)
• documentation and community support

Coding with Trackers

Key points to understand about trackers :

1. trackers create functionality by interconnecting TradeLink primitives
2. give you control over how tracker operates on a per-symbol level (or default/global level if not needed)

Tips when using trackers :

• tracker won't work properly if you don't connect the tradelink primitives (sending orders, fill notification, etc)
• if you are using multiple trackers, you should index them together for maximum speed while running

Tracker Examples

As mentioned, trackers work by connecting TradeLink primatives :

Lets walk through a couple of examples to give you an idea:

• tracking positions
• tracking bars
• OCO (one cancels other)

Here is the full list of trackers.

PositionTracker

• keeps track of position information (size/price/direction/closedpl/etc)
• creates this functionality from fill and initial position notifications

BarListTracker

• creates and tracks bars on any/many interval
• functionality created from ticks received

OCO

• allows orders to be sent as a group
• if one order in group is filled or canceled, other orders will be canceled
• connects sendorder, sendcancel, gotfill and gotcancel primitives in tradelink

Overview of Other Trackers and Next Steps

• command and tracker list