Apama 10.3 | Apama Capital Markets Foundation Documentation | Algorithmic Trading Accelerator (deprecated) | Running the ATA Samples | Using Algorithmic Trading strategies | Crossover
 
Crossover
The Crossover scenario calculates two moving averages for a given instrument—one over a long period and the other over a shorter period. The length of the windows can be configured to suit market and instrument volatility. A trading opportunity is identified when the two moving averages cross each other. The direction of the cross directs the side of the order. When the long term line rises above the short term line, a BUY order is issued for the clip quantity. When the short term line rises above the long term line, a SELL order is issued for the clip quantity.
Select an instance in the Scenario Instances to view its data in the graphic section.
To run strategies, click Create New. In the Crossover: 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. This type of strategy has no defined end, so you need to explicitly stop each strategy instance.
This strategy exposes an important concept. The strategies that you create in a dashboard are active in the server on behalf of the current user. When you close all your running dashboards, the strategy will continue until the server is stopped. When you reconnect later from any browser, the active strategies can be viewed. After a server restart, the strategies and pending orders are not active. The user's position in each instrument was persisted and is displayed in the dashboard.

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