New Strategies

Glean 4 allows you to create strategies directly from english, with no programming. 

New Idea Helper

Here's how to use our English-to-Strategy Creator.

  1. Start glean
  2. Click 'New'
  3. 'Continue' through introduction prompt
  4. Type your idea as what triggers which type of orders.  Separate different triggers and their orders with periods. Examples :
    • when we hit the low, buy.  when we hit the high, sell.
    • when trade hits the bid and we're above the 30minute MA, take the offer.
    • when customsignal > 50 then buy market.   when customsignal < 60, sell.
  5. If Glean cannot automatically detect your triggers, it will give you an additional 'trigger select' prompt.
    • Highlight the words that describe the conditions that will be used to enter or exit (trigger) trades.   
    • As you highlight each trigger, it will appear in the trigger item review on the right.
    • Highlight as many triggers as you need.
    • If you want to wait for several conditions to occur before triggering, create a seperate trigger for each condition.
    • Don't worry about orders at this point, that will come later.
    • Here is an example of highlighting manual triggers : 
  6. Click continue, enter a descriptive name for strategy and then continue again.
  7. Review orders automatically discovered :
    • If an order is missing, choose the 'add new order' option.
    • If an order is present but incorrect, choose 'order XYZ is wrong, lets correct it'.
    • If everything looks ok, choose this option.
    • If you're not sure, you can click help button or buy Glean if you want deeper assistance from pracplay in reviewing and finishing up your idea.
    • You can also just say everything looks ok now, and change it later after you've tested it.
  8. Click continue when you're done reviewing orders.
  9. Review the triggers discovered (important) :
    • Glean will attempt to discover not just your trigger conditions but all the details that define them.
    • This is possible for many simple triggers, but more advanced signals may be left as 'fill in the blank' for you to define and fill in.
    • If a trigger is listed as 'unknown' and needing more information from you, choose to correct these triggers in the drop down.
    • If you need help, click '?'.
  10. Review automatically discovered market data :
    • Glean can automatically detect most common market data like bar and tick data.
    • You will want to review to ensure that details are correct (eg if you don't specific a bar interval or glean can't discover it, it will use 5min bars which you can correct).
    • You can always come back and add or correct data later if need be.
  11. Choose if you want to automatically download or import market data (this can be done at any time).
  12. Once your idea has been saved, Glean will automatically open the 'Change' button on your idea, so you can run real data through it and verify you get the trades you desire.

Change Existing Strategy

You can change existing strategies strategy designs using only the mouse.

Design Changes

  1. Start Glean if it's not already started
  2. Click 'Change' button (or if you're somewhere else in Glean, click toolbar home icon, then 'change')
  3. Choose strategy design to change from the drop down.
  4. From the list of available changes, choose one of the following :
    • Orders - to review / change / add / removing orders (same prompts you saw when creating strategy)
    • Triggers - to review / change /add / remove conditions that trigger orders. (same prompts you saw when creating strategy)
    • Trades - to review how your strategy trades on real historical data (and see why a particular trade occurred).
    • The Rest - to edit any signal or order directly, from one single list.

Change Rollback

Delete something by accident?   A change didn't work out the way you wanted?

Just undo the change.   Glean supports 10+ levels of undo.

To undo a change in an open design :
  1. Open the design
  2. Switch to Blocks View : Views > Design > Blocks 
  3. In the blocks toolbar, click the undo / redo buttons to move back and forward through the changes.
  4. To make any current change the latest version, just double click on any signal in block view and accept it.

Design Trade Review

Trade Review

Trade review allows you to see in detail how your design is trading, so you can modify the design if it's incorrect.

To review your trades :

  1. Start Glean (or click 'Home' icon on Glean toolbar)
  2. Click 'Change'
  3. Choose design to change.
  4. Choose 'Trades' from the change buttons.
  5. Choose one of the following Trade Review buttons :
    • Trades - To see what trades occurred on your current design + data set.
    • Signals - To see raw signal values over time in your data set (eg Trigger fires and non fires, custom signals, raw prints/high/lows/etc).
    • Chart - To see chart of your current data set (plus any trades that occured).   Chart supports signal drill down via double-click.
    • Equity - To see equity curve for current data set.
    • New Data - To change your data set.
    • Flow - To see how all your market, custom and trigger-ing signals interact to create order flow.
  6. If you identify certain orders, triggers or custom signals as needing change, modify them using the 'Change' button (described in previous section).

If you have questions, hit nearest '?' button or Ctrl+H.