Symbol Lists

Symbol Lists
Symbol lists include the symbols and names of traded securities. A symbol list corresponds to a category, a branch or index or is assembled by the trader. You can use the symbol lists for the following:
  • As an "extended memory" for a high number of symbols
  • Sorting symbols according to branches, countries or other criteria
  • As a basis for Charts, Scanners and other documents
  • For filing symbols from the Scanner or Symbol Search
  • For filing formulas or other calculations with which to generate charts
Tradesignal offers a symbol list manager in which you can administrate and sort a large number of lists. You can find it in the toolbox under the button Symbol List.

Since single symbols are always managed as part of a symbol list, the special functions for those are also described in this chapter.

Start a New Symbol List

When starting Tradesignal for the very first time, you are asked if you want to receive lists from your data provider. If you confirm this, you will use the Symbol List wizard for the first time. However, you can start the wizard any time to create a new list.
  1. In the toolbox, click the Symbol Lists button.
  2. In the Related Task area, click on New Symbol List.
The Symbol List wizard opens. Three options are available:
Symbol List Wizard
  • Predefined Symbol List from Your Data Provider - Receive standard lists, for example NASDAQ indexes.
  • User-defined Symbol List - Start a new, empty symbol list to which you can add symbols or symbol lists, see below.
  • Import Symbol List from File - Import a symbol list from a file in CSV format (comma separated value) or XML format. The expected separators for CSV in Tradesignal are a comma or semicolon. One way to create files in such a format is to save your data in Excel as CSV text file or use export on a symbol list.

Manage Symbols and Symbol Lists

Edit via the Context Menu

You can manage Symbols and Symbol Lists with the functions offered in the context menus.
  • You can open a symbol from a list in an editor as long as it is a composite symbol.
  • You can add a new symbol to your existing list.
  • A symbol list can be refreshed. This option is only available for predefined symbol lists from the data provider. Tradesignal will update changes of the predefined lists after restart of the application, unless you do a manual refresh.
  • You can rename a symbol or symbol list.
  • You can delete a symbol or symbol list from the list.
  • You can duplicate a list. A one-to-one copy will be created, which can be modified and renamed.
  • You can print a symbol or symbol list. With this function, all information for each symbol is printed. This can take a while if you print a long list of symbols. For more information, see the chapter Publishing.
  • Select Optimize to start the optimizer for the symbol or symbol list. This starts the Optimizer. In the case of a symbol list, all symbols included in the list will be optimized. The results will be displayed in a table, sorted by total net profit.
  • You can export a symbol list in either CSV or XML format. The XML format supports all symbol types, whereas CSV only supports standard symbols.
  • You can Allow Forward Curves for a user-defined symbol list to be able to create a Forward Curve from it.

Add a Symbol to a Symbol List

Single symbols are always managed in symbol lists. To add a new symbol, open the context menu of a symbol list and select New Symbol. The New Symbol wizard opens.
New Symbol Wizard
You can choose between the following options:
  • A standard symbol (from the data provider) - This corresponds to the Symbol Search and is the standard way to add a symbol.
  • A composite symbol calculated from a formula - This way you can add a formula, which refers to other securities, as a symbol itself. You can find more information below in the section Create Composite Symbols.
  • A user-defined continuation - Here you can set up continuations for futures. You can also add symbols to symbol lists by dragging symbols into them from other lists. For more information see the chapter Continuous Contracts.
  • A combined symbol created from multiple standard symbols This option allows you to create a combination of standard symbols, e.g. the same security traded on multiple exchanges. For more information see section Create Combined Symbols.

Drag and Drop Symbols

  • You can move single symbols into another symbol list by Drag&Drop.
  • You can drag a symbol into a document in the workspace, for example to add the symbol to a Scanner table.
  • Drag a symbol into an existing chart to create a subchart or drag a symbol while holding CTRL to replace the chart.
  • You can also go the other way round and drag a symbol from an open document (like a Chart, Scanner, Watchlist or Portfolio) into a symbol list. To do this, click into the chart legend or - in case of tables - click into a table cell until a plus symbol and a rectangle appear under the mouse cursor. Then drag the symbol into the symbol list.
  • If you drag a symbol to an open editor, its symbol shortcut will be inserted enclosed in single quotes. This can be used for Equilla inline instruments.

Drag and Drop Symbol Lists

  • Symbol lists can be moved between folders. To do this, simply drag the list into the target folder.
  • Symbol lists can also be dragged into an open Scanner, Watchlist or Portfolio. They can also be dragged to an open Chart, this will open all contained symbols.
  • If you drag a symbol list to an open editor, its symbol list shortcut will be inserted in double quotes. This can be used for lists of Equilla inline instruments. For further details see the Equilla help in Tradesignal.

Set up a Symbol List with Several Symbols

When creating a new symbol list, you can add symbols in the process.
  1. In the symbol list manager, click on the folder in which the new list should be created.
  2. Select New Symbol List in the context menu of the folder. The Symbol List wizard opens. Enter a name for the list and click the Add button to start the symbol search for finding and adding symbols.

Sort Symbol Lists

Symbol List Sorting Wizard
You can sort a symbol list in two ways. Select the entry Sort Symbol List in the context menu of a symbol list to start the Symbol List Sorting wizard.

Automatically sort the list - Sort the list automatically using criteria defined by you. The possible sorting criteria are Ticker Symbol (default) and Instrument Display Name (full name of the symbol, displayed in brackets [ ] after the symbol). Set a sorting direction of ascending (default) or descending.

You can also choose the options Sort numerically if your securities include numbers, and Ignore the case of items. Both options take longer for sorting.

Manually sort the list - Select this to sort the list manually. A dialog opens in which you can select symbols and change their position in the list by clicking the Move up/Move Down buttons. When finished sorting, click Done.

A changed order only affects the current symbol list, not all.

Create New Groups

When you are handling many different symbol lists, it may be useful to structure them further. To do so, create new groups. Click on New Group in the Related Task area.

Create Composite Symbols

Create a "Composite Instrument" in a symbol list
Composite instruments are artificial instruments, calculated from Equilla formulas which refer to other symbols. You can save composite instruments as symbols if the relevant references to symbols and their prices are included in the formulas.
  • For a simple composite instrument, a formula can be entered directly into the command line to create a new chart.
  • To create a more complex composite instrument, choose New Symbol in the context menu of a symbol list and select A composite symbol calculated from a formula. Enter the Equilla code and a name. The new composite symbol is added to the current symbol list.
In Tradesignal you can use the symbol picker to quickly add a symbol to the formula as an inline instrument.

Example for a simple composite instrument

We want to calculate the difference between the open and close of each trading period. The Equilla code for this is
Open - Close
Since we want to save the formula as a composite symbol in a symbol list, references to a security have to be included in the formula, for example .DJI (Dow Jones Industrial). The resulting code is
Open .dji - Close .dji
Enter this formula in the Command Line and select the option New Formula Chart in the drop-down menu. The formula is instantly calculated and ready for use. Save the formula as a symbol by dragging its name from the chart legend into a symbol list.

Example for a more complex composite instrument

The following code would result in a composite instrument that includes the spread between the Intel symbol and the Dow Jones Industry index.

Variables: openRatio, closeRatio;

openRatio = Open of 'intc nas' / Open of '.dji';
closeRatio = Close of 'intc nas' / Close of '.dji';

DrawForest( openRatio, closeRatio );
Copy this code into the editor window of a composite instrument, enter a name, and generate the symbol. Afterwards you can display the spread by calling up the composite symbol.

Create Combined Symbols

Create a combined symbol dialog
Combined symbols are synthetic instruments created by combining the input values of an ordered list of standard symbols and cumulated to a target period from a specified base period.

A combined symbol is very useful when you have a similar product traded at multiple different sources (e.g. Forex and Commodity Brokers) and you would like a combined view of the whole market for that product.

When a combined symbol is created, a base period must be specified, the data from this base period for each of the component symbols will be combined to make the new instrument. Obviously, for periods other than tick there is likely to be some overlapping of data; in this case the values from the component symbol that is specified earlier in the list will be used.

It is recommended to only use tick as a base period when absolutely necessary. The calculation time of the composite will be excessively long and it is unlikely there will be a suitable quantity of tick data to create a daily chart of reasonable length.

Create Multi-Venue Symbol Lists

Create a multi-venue symbol list dialog
The Multi-Venue Symbol List dialog allows an entire set of lists of combined symbols and continuations for a related set of products to be easily created in a single action.

To create a set of multi-venue symbol lists:
  1. Right-click on a folder in the Symbol Lists sidebar and select Create Multi-Venue Symbol Lists to show the Multi-Venue Symbol List Dialog
  2. For each venue, click Click here to add a new product/venue... and select the products from each venue to aggregate
  3. Choose a combined product name for the resulting symbols
  4. Specify how many continuation symbols should be generated (the default is normally sufficient)
  5. Choose a fallback cumulation period (what period data to use to combine the various instruments, the default option is normally sufficient)
  6. Select if individual contracts should be generated in addition to continuations (available from version 8)
  7. Select how many expired contracts should be generated (available from version 8)
  8. Select which contract periods to generate symbols for
  9. Click OK to generate the symbol lists
Please note: Generating the lists may take some time.

To edit the generated lists (for example to add another venue), right-click on the root folder of the multi-venue lists, in the symbol lists sidebar, and select Edit.