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<title>Using Alpha Trading Labs — Alpha Trading Labs DSL documentation documentation</title>
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<div class="section" id="using-alpha-trading-labs">
<span id="home"></span><h1><strong>Using Alpha Trading Labs</strong><a class="headerlink" href="#using-alpha-trading-labs" title="Permalink to this headline">¶</a></h1>
<p>Welcome to Alpha Trading Labs. Use this documentation as your starting point for creating a successful trading model.</p>
<p>If you are new to Alpha Trading Labs and do not know where to start try going through <a class="reference internal" href="tutorial.html#gs"><span class="std std-ref">Getting Started</span></a>, which will help
you understand how the application works and how to set up a new model.</p>
<p>Once you feel comfortable with the application, how it works, and what it does, you can start
creating your own valuation functions to be passed into the trading model. The application uses a DSL made
specifically for writing valuation functions which you can use, look at the DSL documentation to see what you
can use, and what it does.</p>
<p>To help you with your valuation function you also have available marketlib, a library of functions which
include both a series of ready made valuation functions you can use to start off with, and some helper
functions to help you write your own.</p>
<div class="section" id="getting-started">
<h2><strong>Getting Started</strong><a class="headerlink" href="#getting-started" title="Permalink to this headline">¶</a></h2>
<p>Go through these steps to start getting acquainted with Alpha Trading Labs, and the DSL</p>
<div class="toctree-wrapper compound">
<ul>
<li class="toctree-l1"><a class="reference internal" href="tutorial.html"><strong>Getting Started</strong></a><ul>
<li class="toctree-l2"><a class="reference internal" href="tutorial.html#tutorial"><strong>Tutorial</strong></a><ul>
<li class="toctree-l3"><a class="reference internal" href="tutorial.html#getting-aquainted"><strong>Getting Aquainted</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="tutorial.html#understanding-the-model"><strong>Understanding the Model</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="tutorial.html#create-multiple-models-at-once"><strong>Create Multiple Models at Once</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="tutorial.html#use-your-own-valuation-function"><strong>Use your own Valuation Function</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="tutorial.html#save-and-find-your-models"><strong>Save and Find Your Models</strong></a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="tutorial.html#what-the-results-summary-means"><strong>What the Results Summary Means</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="tutorial.html#model-parameters"><strong>Model Parameters</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="tutorial.html#trading-column-parameters"><strong>Trading Column Parameters</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="tutorial.html#valuation-functions"><strong>Valuation Functions</strong></a><ul>
<li class="toctree-l3"><a class="reference internal" href="tutorial.html#example-valuation-function-mp2"><strong>Example Valuation Function MP2</strong></a></li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="tutorial.html#why-use-hold"><strong>Why Use Hold</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="tutorial.html#go-to">Go To</a></li>
</ul>
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</ul>
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<div class="section" id="alpha-trading-labs-dsl">
<h2><strong>Alpha Trading Labs DSL</strong><a class="headerlink" href="#alpha-trading-labs-dsl" title="Permalink to this headline">¶</a></h2>
<p>Go through this to know what you can achieve with your valuation function using the DSL</p>
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<li class="toctree-l1"><a class="reference internal" href="atomlib.html"><strong>Alpha Trading Labs DSL</strong></a><ul>
<li class="toctree-l2"><a class="reference internal" href="atomlib.html#events"><strong>Events</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="atomlib.html#event-functions"><strong>Event Functions</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="atomlib.html#event-combining-functions"><strong>Event Combining Functions</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="atomlib.html#event-filtering-functions"><strong>Event Filtering Functions</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="atomlib.html#with-initial"><strong>With Initial</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="atomlib.html#logical-operators"><strong>Logical Operators</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="atomlib.html#all-functions"><strong>All Functions</strong></a><ul>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#and-not-or-xor"><strong>And, Not, Or, Xor</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#any"><strong>Any</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#clock"><strong>Clock</strong></a></li>
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<li class="toctree-l3"><a class="reference internal" href="atomlib.html#hold"><strong>Hold</strong></a></li>
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<li class="toctree-l3"><a class="reference internal" href="atomlib.html#lag"><strong>Lag</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#last"><strong>Last</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#onchange"><strong>OnChange</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#quote"><strong>Quote</strong></a></li>
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<li class="toctree-l3"><a class="reference internal" href="atomlib.html#timestamp"><strong>Timestamp</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#trade"><strong>Trade</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="atomlib.html#withinitial"><strong>WithInitial</strong></a></li>
</ul>
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<li class="toctree-l2"><a class="reference internal" href="atomlib.html#go-to">Go To</a></li>
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<div class="section" id="marketlib">
<h2><strong>Marketlib</strong><a class="headerlink" href="#marketlib" title="Permalink to this headline">¶</a></h2>
<p>Marketlib is imported by default, and will be a good resource to get you started</p>
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<li class="toctree-l1"><a class="reference internal" href="marketlib.html"><strong>Marketlib</strong></a><ul>
<li class="toctree-l2"><a class="reference internal" href="marketlib.html#helper-functions"><strong>Helper Functions</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="marketlib.html#valuation-functions"><strong>Valuation Functions</strong></a></li>
<li class="toctree-l2"><a class="reference internal" href="marketlib.html#all-functions"><strong>All Functions</strong></a><ul>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#askprice"><strong>askPrice</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#askqty"><strong>askQty</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#bidprice"><strong>bidPrice</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#bidqty"><strong>bidQty</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#ct"><strong>CT</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#ema"><strong>EMA</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#expweightav"><strong>ExpWeightAv</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#insideask"><strong>InsideAsk</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#insidebid"><strong>InsideBid</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#mp2"><strong>MP2</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#midpt"><strong>Midpt</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#pricemultpremium"><strong>PriceMultPremium</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#sizewa"><strong>SizeWa</strong></a></li>
<li class="toctree-l3"><a class="reference internal" href="marketlib.html#spread"><strong>Spread</strong></a></li>
</ul>
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<li class="toctree-l2"><a class="reference internal" href="marketlib.html#go-to">Go To</a></li>
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</div>
<div class="section" id="search">
<h2>Search<a class="headerlink" href="#search" title="Permalink to this headline">¶</a></h2>
<p>look up a key word to find details about a function or class in the atomlib DSL library</p>
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<li><a class="reference internal" href="genindex.html"><span class="std std-ref">Index</span></a></li>
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<h3><a href="#">Table Of Contents</a></h3>
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<li class="toctree-l1"><a class="reference internal" href="tutorial.html"><strong>Getting Started</strong></a></li>
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<li class="toctree-l1"><a class="reference internal" href="atomlib.html"><strong>Alpha Trading Labs DSL</strong></a></li>
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<li class="toctree-l1"><a class="reference internal" href="marketlib.html"><strong>Marketlib</strong></a></li>
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<h3>Related Topics</h3>
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