Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Running the ATA Samples : Using Algorithmic Trading strategies : Iceberg
The iceberg strategy (also known as wave-trading, clipping, and quantity hiding) splits a given quantity into a number of smaller volumes, and then regularly issues partial orders into the market for the full order. This allows potentially large orders to be filled with minimum market impact and helps with situations of poor liquidity. The dashboard shows the progress of each scenario in summary and in detail when selected.
Select an instance in the Scenario Instances to view its data in the graphic section.
To run strategies, click Create New. In the Iceberg Trading: Create dialog box, choose from the symbolsets to which you are subscribed, and then an instrument in the selected set.
When you change the value of a parameter, press Enter (while focus is on that field) to persist the change.
Click Create to save the parameters, and then click on its line on the page to run the strategy. Create as many strategies as you want.
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