Glossary

Price Execution

Tranches

Trailing Stop

Re-activate strategy frequency

Overnight protection

No-Trading time zone padding

PriceData
LTP, BidPrice, AskPrice, BidQty, AskQty, BidAskDifference, Open, High, Low, Close, Volume, Change, Change%, LastTradedQty, AvgPrice, TotalQty, OpenInterest

DateTime
Year, Month, Day, Hour, Min, Sec, YearDay, WeekDay, Week, Date, Now, Today, Tomorrow, Time, LastTradeTime, CurrExpiry, CurrWeekExpiry

Event
Event (Corporate results, Central Bank Policy, Important political events), Holiday

Technical
SMA, EMA, WMA, ParabolicSAR, UpperBolinger, LowerBolinger, RSI, MACD, SuperTrend, Williams%R, ADX, TrueRange, ATR , AroonUp, AroonDown, CommodityChannelIndex, DonchainChannelUpper, DonchainChannelLower, DonchainChannelWidth

OptionGreeks
Delta, Gamma, Theta, Vega, IV, HV, IVRank, IVPercentile

RuntimeVariables
LastRepairedUnderlyingPrice, LastRepairedInstrumentPrice, TrailingStopLossTriggered, TrailingStopLossAtProfit, TrailingStopLoss, EntryDate, EntryTime, EntryValue, EntryATMStrike, EntryDelta, EntryVega, EntryTheta, EntryGamma, EntryRho, EntryIV, EntryIVRank, EntryIVPercentile

StrategyInfo
ElapsedDays, CountLots, CountPositions, Margin, Brokerage, PNL, PNL%, Drawdown, Drawdown%, MaxDrawdownPeriod

Maths
Sqrt, Min, Max, Round, Abs, Ceil, Floor

Statistics
StdDev, Corel, Count, Avg, Mode, Zscore,

FX_Rates
USDINR_Rate, EURINR_Rate, GBPINR_Rate, USDGBP_Rate

Position Builder
So most readymade algos which allow you to trade options give
you the facility to select the strike, expiry and quantity which is fixed. We go beyond that..
way beyond -we allow you to add a custom formula which you can build using our powerful keywords and it will eventually translate into whats required by you at runtime.

Example

Imagine a scenario where you want to make an algo where you short the current weeks straddle and buy the next week straddle. With our Position Builder it’s very simple.

Don’t choose a fixed expiry which you will need to keep updating every week. Simply select it as a formula it in the expiry drop down.

For Strike select a 0.20 delta strike for both calls and puts to make a strangle.

If you want to have the strikes 1 SD away from a spot based on the current volatility or you want to have a 5% buffer from the current spot price simply key in the formula: Spot – 5% for Puts and Spot + 5% for calls.

Your strangle strategy is ready and good to go.

For quantity, select the actual quantity or the lots or then a formula to make the strategy deltaneutral.

Use a fixed strike or a formula for defining Strike using the following keywords

CurrWeek

CurrMonth

NextWeek + 2

NextMonth

User a fixed quantity or a formula for defining quantity using the following keywords

DeltaNeutral

GammaNeutral

VegaNeutral

ThetaNeutra

User a fixed expiry or a formula for defining expiry using the following keywords

ATM + / – x no of strikes

Spot + / – x %

Delta x number

Algo Strategies for every kind of investor or trader
I’m getting started

Directional Strategies using fundamental or technical data.

Wealth building strategies – Buy and Hold. Portfolio building based on fundamental factors.

Options or Futures strategies using Technical analysis based conditions

I know what I’m doing

Quant model strategies: using any statistical / mathematical logic you can think of can be used to develop the conditions for Entry / Repair or Exiting. Could be trend following or mean reverting; intraday or positional.

Pair trading strategies using any correlation / co-integration model you might already have. When the correlation between two securities demonstrate a temporary weakness, a pairs trade is opened by shorting the outperforming stock and going long on the underperforming stock.

Event based strategies taking into account factors like Corporate results, Central Bank policy events, Political uncertainty.

Income focused strategies such as Expiry trading, theta scalping

Arbitrage strategies across exchanges. If you have an account with 2 different commodity exchanges, you can buy the same commodity in one and sell in the other when a certain price difference condition is satisfied. With live FX rates to calculate the price difference.

Greeks management on all live strategies by making them delta neutral, gamma neutral, theta neutral amongst other adjustments.

Paper Trading

A paper trade is simulated trading which allows investors to buy and sell securities without risking real money. We offer you just that with robotrader.in.

Live – Offline execution

Assume your broker is not algo enabled. No worries. Once the strategy is ready to take a trade we will reach out to you or your broker using a wide gamut of communication methods (whatsapp, email, SMS, voice call). And then leave the rest to you and broker to take forward in whatever manner you are comfortable with.

Live – Auto execution with one click
confirmation

If you do have a broker who is algo enabled, strategy execution is fairly simple. Assuming your broker uses a robotrader.in compatible order management algo software, just link your account with to execute the trades in your strategies automatically. Of course, you are in control every step of the way and can choose to execute these trades only after you give a one-click confirmation. As per your communication preference, you will be notified.

Live – Fully Auto

Pretty much the same as a one-click confirmation. With one major exception. Your strategy will be executed automatically without seeking any confirmation from you.

Graphics
Reports
In the world of algo trading, reports are like a torch in a dark room. Their data sheds light on where you made money, where you lost money, what you’re getting right and what needs to be fixed. With robotrader.in you get a single interface, with unlimited easy-to-understand reports. Simply save them in a PDF/Excel to refer to in your own time.

Filter reports based on Broker / Underlying / Strategy/ Creator / ExecutionType / Strategy Type

Group reports based on Broker / Strategy / Creator/ Underlying / Profitable/ StrategyType / ExecutionType

Sum / Avg / Count of all numerical fields

Multiple Asset
Classes
• Indices
• Equities
• Forex
• Futures
• Option
• Cryptocurrencie
• Commodities

Multiple Exchanges
• NSE
• MCX
• NYSE
• NASDAQ
• Bitcoin Exchanges

Multiple Currencies
• USD
• INR
• EUR
• GBP

Multiple Communication methods
• Whatsapp
• SMS
• Email
• Voice Call

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