Annexure 1 [Algo Test Lab Services User Manual]

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1 Annexure 1 [Algo Test Lab Services User Manual] Page 1 of 23

2 Presto Back Testing Tool A. Introduction Back Testing is the process of testing a trading strategy on prior time periods. By using this, a trader can do a simulation of their trading strategies on relevant past data in order to gauge its effectiveness. To automate the Back Testing, a Back Testing Tool (BT Tool) has been developed. With the use of BT Tool, user can back test different strategies on different days, even if user want to back test for specific time on specific day. With BT tool we can do the back testing as well as we can run all the components automatically. With the help of BT tool we do not need to start each component manually. We can select the components we wish to start for back testing and can run them from BT tool. B. STEPS TO START BT TOOL 1. To open BT Tool click on Presto Back Testing.exe. 2. When user clicks on Presto Back Testing.exe BDF, ORS, SimFO/SimCM/SimCDX, SM, Tomcat and Presto are the mandatory components which will start automatically. 3. After opening the BT Tool user will have to select and ADD the segment on which the user wants to run BT. Refer to screenshot provided below. Page 2 of 23

3 4. Then the user needs to select the date of which the recorded data needs to be played and then have to click on Save and Start Data Feed. 5. Same way the user can select all 3 segment and run BT. (Refer to screenshot provided below) Page 3 of 23

4 6. If the user selects the date for which the back data is not available the system will show a message Data does not exist. (Refer to screenshot provided below) 7. When you click on Start Data Feed the RDP- BSE-CM/ RDP- BSE-FO/ RDP- BSE-CDX will open. (Refer to screenshot provided below) Page 4 of 23

5 How to start Presto Smart Jobbing: 1. When we login in Presto using DealerCLI (Login and Password is same) then we will get one pop up message saying Do you want to connect to Strategy Agent? then we have to select Yes. (Please Refer Screen Shot for the same.) Page 5 of 23

6 2. After Successful login, we have to go in Presto Smart Jobbing View tab. If Presto Smart Jobbing View is already not opened, then we have to click Window menu, then select Open View and go to Other option. (Please Refer Screen Shot for the Same.) Page 6 of 23

7 3. Once Other option is selected one Show View will appear, in that view Expand Photon folder (if it is not already expanded). In that folder, select Presto Smart Jobbing View option. (Please refer Screen Shot for the same) Page 7 of 23

8 4. After selecting Presto Smart Jobbing View, Please provide proper parameters. (Please refer Screenshot for the same.) 5. After selecting proper parameters, click on load button. (Please Refer Screenshot for the same.) Page 8 of 23

9 6. After Clicking Load Button, one new View will get appear. Please select that view. (Please refer Screenshot for the same). Page 9 of 23

10 7. Please select that view and double click it. You will see like this (Please refer screenshot for the same.) Page 10 of 23

11 8. Please click on select/de-select button and then click Start button. (Please refer screenshot for the same). Page 11 of 23

Module 2: Paper Trading Introduction It is used - To display market feed received from exchange - To place/modify/cancel orders - To create and run customized strategies to perform automated trading

12 Module 2: Paper Trading Introduction It is used - To display market feed received from exchange - To place/modify/cancel orders - To create and run customized strategies to perform automated trading - To view custom Reports 1. HOW TO START PRESTO DASHBOARD 1. Run the.exe file: User can do this in following two ways: a. Double click on the shortcut provided on the desktop for presto.exe file under folder presto-shortcuts. b. Go to the path Drive: \Path where presto Components are located \presto Dashboard and double click on the presto.exe file. 2. Confirmation of successful execution of presto.exe: a. User will receive the application view as shown below on the screen shot. Page 12 of 23

13 b. After successful initialization of the application, user login window will appear. Login with the defined user name and correct password. To connect the strategy agent the user has to check mark the Connect to Strategy Agent c. At the bottom of the window, green indicator M is shown. It means data feeder is connected properly 3. Once the user is logged in successfully, another indicator S at the bottom next to M will also turn green. User id will be shown at the bottom with which user has logged in, with the respective broker details. See the screenshot below for more details: d. Restart the application if it failed to start as mentioned in steps a and b 2. HOW TO USE PRESTO 2.1 MARKET WATCH Market watch in Presto lets user to subscribe / unsubscribe the Scrip, save the scrips, load the saved scrips SUBSCRIBING (ADDING) SCRIPS Scrips in Presto-Market watch can be added from Market watch itself. At the top of Market Watch, the panel is provided to add new scrips.. Select Exchange, Segment, Symbol, Maturity, Option Type, Strike Price and Click on ADD button User can press INSERT button to subscribe another scrip in Market Watch Page 13 of 23

2 UNSUBSCRIBING (DELETING) SCRIPS Scrip from

14 Screenshot below shows the Scrips added in Market Watch UNSUBSCRIBING (DELETING) SCRIPS Scrip from Market Watch can be removed by Right clicking on Scrip and Selecting REMOVE option. Page 14 of 23

2.2 PLACING ORDERS Presto provides an easy to use hot keys which can be used to place order. Orders can be placed by either by Quick Buy (+)/Quick Sell (-) or Buy (F1)/Sell (F2).

15 2.2 PLACING ORDERS Presto provides an easy to use hot keys which can be used to place order. Orders can be placed by either by Quick Buy (+)/Quick Sell (-) or Buy (F1)/Sell (F2). In Presto Orders can be placed of 3 types: MARKET, LIMIT and STOP LIMIT ORDERS BY + AND + And Keys can be used to place a quick Buy and Sell order respectively. By placing this type of order, the Exchange, Segment, Symbol, Maturity, Option Type and Strike Price are selected automatically. While placing the order, User can increase and decrease quantity by using UP and DOWN arrow key respectively. Similarly Price and Trigger Price (only for Stop Limit Order) can also be Increase and Decrease in ticks by using UP and DOWN arrow keys. In order to place Quick Buy or Sell Order, User have to select in Market watch and press either + or and enter the required details and Click on Respective BUY or SELL button. QUICK BUY SCREENSHOT Page 15 of 23

QUICK SELL SCREENSHOT 2.2.2 ORDERS BY F1 AND F2 F1 and F2 Keys can be used to place a Buy and Sell order respectively.

Similarly Price and Trigger Price can also be Increase and Decrease in ticks by using UP and DOWN arrow keys.

16 QUICK SELL SCREENSHOT ORDERS BY F1 AND F2 F1 and F2 Keys can be used to place a Buy and Sell order respectively. While placing the order, User can increase and decrease quantity by using UP and DOWN arrow key respectively. Similarly Price and Trigger Price can also be Increase and Decrease in ticks by using UP and DOWN arrow keys. In order to place Buy or Sell Order, User can press either F1 or F2 and enter the required details and Click on Respective BUY or SELL button. BUY SCREENSHOT Page 16 of 23

17 SELL SCREENSHOT REPLACING ORDER Orders which are not executed can also be replace or modify. To modify or replace order, user needs to select Order in Open Order view and press SHIFT + F2 Users can also Right-Click on Order and Select REPLACE ORDER. Page 17 of 23

Users can also Right-Click on Order and Select CANCEL ORDER.

18 2.2.4 CANCELLING ORDER Orders which are not executed can be Cancel with a Single button. In order to cancel order, Select Order from Open Order View and Press DELETE key. Users can also Right-Click on Order and Select CANCEL ORDER. If users want to get a Confirmation Pop-up before deleting an order, this can be achieved by enabling the Delete Confirmation Dialog from Edit Preferences Presto. Confirmation Dialog won t appear if user is cancelling an order by Right-click order in Open order and Selecting Cancel Order. Page 18 of 23

2.3 OTHER VIEWS Other views like Open Order, Trade Book, Snap Quote, Fix Message and Average View are also available to provide the details of Executed and Unexecuted Orders.

This view is use for Replacing (Modifying) Orders as well as for Cancelling Orders. In order to view, Open Order view user can select any Scrip in Market Watch and Press F3 or F4.

19 2.3 OTHER VIEWS Other views like Open Order, Trade Book, Snap Quote, Fix Message and Average View are also available to provide the details of Executed and Unexecuted Orders. These views can also be detached and can be used as a pop-up window, which on pressing ESCAPE key gets close OPEN ORDER VIEW Open Order View shows the Orders which are not yet executed. This view is use for Replacing (Modifying) Orders as well as for Cancelling Orders. In order to view, Open Order view user can select any Scrip in Market Watch and Press F3 or F4. By Pressing F3 user can see Orders which are not executed for that particular symbol whereas Pressing F4 can show all the Open Orders for all the scrips TRADE BOOK Trade Book shows the Orders which are executed. In order to view Trade Book user can select any Scrip in Market Watch and Press F8 or F9. By Pressing F8 user can see Orders which are executed for that particular symbol whereas Pressing F9 can show all the Orders executed. Page 19 of 23

In order to open Snap Quote of any scrip, user had to select any scrip and press F6. 2.3.

20 2.3.3 MARKET DEPTH Market depth view shows the details of the selected Scrips. Market Depth view shows Top 5 Bid/Ask Quantity and Price. It also Provide the provision of seeing the Snap Quote of scrips which are available or unavailable in Market Watch. In order to open Snap Quote of any scrip, user had to select any scrip and press F TRANSACTION DETAILS VIEW Fix Message view show the details of the orders from Pending New Status to Filled Status. It is very important view if user wants to see the flow of their Order. Page 20 of 23

Reports will show you the Intraday Report and Historical Day Reports. The Reports has been classified as Net Position Reports, Scrip Position Reports and Instance wise Reports.

21 2.3.5 AVERAGE PRICE VIEW Average Price view shows the Average Price of Order Executed. 4. HOW TO VIEW REPORTS To view the Reports we have to go to Reports tab (If Report tab is not available, then open Reports tab in same way as we open Strategy View). Reports will show you the Intraday Report and Historical Day Reports. The Reports has been classified as Net Position Reports, Scrip Position Reports and Instance wise Reports. We can see the Reports for Clients as well as for Users. We can also see reports Segment-wise. There are many combinations available from which one can see the reports. Following screen shows the Reports Main Page from where you can decide the Format in which you want to see the Reports. From these Reports, user have the option of Exporting the data in CSV file, Exporting Reports in different formats, Print Report and Print Report on the Server options for backing up the Reports. Page 21 of 23

22 Please see below the screenshot of Report A. Net Position Reports: In this Report, User can see the Net Position of all the Scrip client-wise. B. Scrip Position Reports: In this Report, User can see the Positions Scrip-wise. Page 22 of 23

23 C. Instance wise Reports: In this Report, User can see the Positions according to the Strategy instances. D. Instance wise Reports: In this Report, User can see the Positions according to the Strategy instances. Reports FO & CD Page 23 of 23

ANNEXURE. Page 1. Release of BOLT TWS ver

ANNEXURE. Page 1. Release of BOLT TWS ver TABLE OF CONTENTS 1. Enhancements in Order entry screen on account of introduction of paired & straddle option contracts in Currency Derivative segment....2 2. Individual Contract information for Spread