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Algo Trade Analytics Docs

Algo Trade Analytics Documentation

Welcome to the Algo Trade Analytics documentation! 🎯

🚀 What You’ll Find Here

Section titled “🚀 What You’ll Find Here”

📚 Core Documentation

Section titled “📚 Core Documentation”

🎯 Key Features

Section titled “🎯 Key Features”
  • 🆕 Backtesting vs Alert Analysis: Revolutionary first step comparison of backtesting results against alert signals with visual chart analysis and detailed match statistics
  • 🔥 Enhanced Exit Strategies: Full support for stop-limit orders on both profit targets AND stop losses
  • 🎯 Precise Cost Attribution: Setup cost vs execution slippage analysis
  • 📊 Three-Tier Analytics: marketPrice → intendedPrice → actualFillPrice
  • 🔄 Platform Agnostic: Transforms to Alpaca, Interactive Brokers, TD Ameritrade formats
  • ✅ Auto-Detection: Intelligent order type detection from webhook data
  • 📈 Risk Management: Comprehensive exit strategy analysis and recommendations
  • ⏰ Complete Time-In-Force Support: All Alpaca TIF options (day, gtc, opg, cls, ioc, fok)
  • 💰 Dollar-Based Trading: Support for notional trading with custom order IDs
  • 📋 Official Position Intent: Alpaca enum values (buy_to_open, sell_to_close, etc.)
  • 🔧 100% Backward Compatible: All existing webhooks continue working

🎯 Problem Solved

Section titled “🎯 Problem Solved”

Original Issue: Inaccurate price impact analysis that treated all price differences as “slippage” without considering order type strategies.

Solution: Algo Trade Analytics webhook API that precisely attributes costs by order type (setup cost vs execution slippage), supports all major order types, and provides enhanced analytics with market price context.

🚀 Quick Start

Section titled “🚀 Quick Start”

Basic Webhook Structure

Section titled “Basic Webhook Structure”
{
  "ticker": "AAPL",
  "direction": "long",
  "auth_key": "your_auth_key",
  "orderType": "stop_limit",
  "qty": 100,
  "stopPrice": 150.50,
  "limitPrice": 151.00,
  "takeProfit": {
    "limitPrice": 155.00
  },
  "stopLoss": {
    "stopPrice": 145.00,
    "limitPrice": 144.50
  }
}

Alpaca Integration

Section titled “Alpaca Integration”

Automatically converts to Alpaca’s bracket order format:

{
  "symbol": "AAPL",
  "side": "buy",
  "type": "limit",
  "qty": "100",
  "order_class": "bracket",
  "stop_price": "150.50",
  "limit_price": "151.00",
  "take_profit": {
    "limit_price": "155.00"
  },
  "stop_loss": {
    "stop_price": "145.00",
    "limit_price": "144.50"
  }
}

📖 Next Steps

Section titled “📖 Next Steps”
  1. Read the Webhook Standard - Understand the complete API
  2. Follow the Integration Guide - Implement in your app
  3. Check the Algo Trade Analytics README - See examples and use cases

Ready to implement precise, platform-agnostic automated trading with enhanced analytics! 🚀