finantic.WLC2 is a broker adapter for WealthLab7 and Collective2.
The finantic.WLC2 Extension allows you to publish aour WL7 startegies’ trading signals to Collective2. To use the interface, you must obtain an API Key from Collective2 (Deatiuls see below) and a ssociate a Collective2 System ID with finantic.WLC2 or your WealthLab7 strategy (Details see below).
You can establish associations with any number of Collective2 Systems. Whenever an associated strategy generates signals, you can Place the signals in the WealthLab Order Manager to publish them on Collective2.
Automatic position synchronization between WealtLab7 Strategies and the conneted strategy on Collective2
Realtime Updates of Order Status
semi automatic Equity Sync
check exit orders for existing positions
adjust Exit Orders to existing positions
Follow the instructions in the Collective2 API Documentation to optain your personal API Key. WLC2 works with a World API Key.
In WealthLab 7 open the order Manager:
Select the Broker “finantic.WLC2” and klick the “Configure…” Button.
This will open the finantic.WLC2 Settings Dialog:
Enter your personal C2 API Key here.
Also enter the C2 System ID. You’ll find this ID in the URLin your browsers adress bar if you view your C2 System:
In this section all Settings of the finantic.WLC2 broker adapter are described.
Adjust Sell Orders
Checkbox: Adjust order size of a sell order to an existing position’s size.
The Collective2 system Id. Shown in the URL of your C2 System. this can be overriden with an entry “C2SystemID=NNN” in the startegie’s description.
Checkbox: WLC2 synchronizes positions between WL7 and C2 by generating extra orders.
Checkbox: Show a message if equity diverges too much between WL7 and C2 simulated accounts. This can be overridden in strategy code by
Accepted Equity Mismatch in Percent. This is used by the Sync.Equity feature.
C2 API Key
The C2 API Key. See C2 API Documentation for details. WLC2 works with a World API Key.
The default symbol type used in orders if not specified otherwise.
Various settings of finantic.WLC2 may be overriden from a coded startegy.
if set overrides the Sync.Equity setting.
if set overrides the Sync.Positions setting.
You may set qc2tag.conditionalUpon to the WLC2Tag of another transaction to make the transaction conditional upon another transaction.
Supported Order Types
|WL Order Type||Collective2 Order Type||Description|
|Buy @ Limit||BuyToOpen @ Limit|
|Buy @ Market||BuyToOpen @ Market|
|Buy @ Stop||BuyToOpen @ Stop|
|Sell @ Limit||SellToClose @ Limit||check if Position exists and adjust quantity|
|Sell @ Market||SellToClose @ Market||check if Position exists and adjust quantity|
|Short @ Limit||SellToOpen @Limit|
|Short @ market||SellToOpen @ Market|
|Cover @ Limit||BuyToClose @ Limit|
|Cover @ market||BuyToClose @ Market|
All Orders are sent to Collective2 with a duration of “Day”.
If an order is already sent the same day it is not sent again.
WL’s Order manager reports the signal status of a Collective2 order in realtime.
|WL Status||C2 Status|
|Staged||internal: Signals shows in SignalHub, not sent to Broker API|
|Placed||C2 reports C2SignalStatus.Posted|
|Active||C2 reports C2SignalStatus.Working|
|Filled||C2 reports C2SignalStatus.Traded, t.FillQty = t.Quantity|
|PartialFilled||C2 reports C2SignalStatus.Traded, t.FillQty < t.Quantity|
|CancelPending||Cancel Message sent to Collective2|
|Canceled||C2 reports C2SignalStatus.Canceled|
|Canceled||C2 reports C2SignalStatus.Expired|
|Error||Exception from Cancel Signal|
|Error||Exception from Submit Signal|
|Error||Unknown OrderTypes (MarketClose, Stop)|
|WaitForClose||(used internally when a MarketClose order is placed)|
|Published||(used internally, Submit Signal returned successfully)|