Latency Arbitrage Settings
In this tab general strategy parameters are configured:
Label – allows to assign a unique label to strategy. By default it is generated automatically.
Fast quotes session – allows to select one of the fast feed session provided by our company, BJF Feed (London), BJF Feed (New York), BJF Feed (Tokyo), or any other of your connections from session list to be used as a source of fast quotes.
Slow session – allows to select slow session (account) for arbitrage trading.
Trading options group
Time to start trade – time to start searching for arbitrage signals. VPS local system time is used for this option.
Time to stop trade – time to start searching for arbitrage signals. VPS local system time is used for this option.
Leverage – used only for crypto exchanges. Allows to activate margin trading where available or set certain leverage. 0 means that margin trading is disabled. 1 – margin trading is enabled. Some exchanges also allow to set leverage value.
Reverse trading – allows to open a trade in opposite to arbitrage signal direction, i.e. buy on sell signal and vice versa. Please use this option with caution.
Check news filter – enables news filter for the strategy.
Trade on news – enables trading during news period only. The rest of the time trading will be disabled.
Don't trade on news – disables trading during news period only.
Disable trading after disconnect – disables strategy if slow session gets disconnected.
Min. order lifetime – allows to set minimal trade duration. Setting this option with break core strategy logic so use it with caution.
Trade pause – pause between opening arbitrage orders on a certain instrument.
Trail pause – allows to apply trailing stop with a selected delay.
Safety management group
Max delay – if no updates during max delay period arbitrage signals are ignored till the next update. Used to prevent opening trades triggered by outdated quotes.
Max errors – maximum allows number of errors. When exceeded strategy is disabled.
Max consecutive losing orders – maximum allowed number of losing trader in a row.
S/L delay – allows to set delay for applying initial S/L and T/P. Expressed in milliseconds.
Open/close parameters section
Parameters in this section are used only for FIX API and crypto exchange accounts.
Open with limit – allows to send FOK or IOC limit orders for opening trade.
Close with limit – allows to send FOK or IOC limit orders for closing trades.
Offset recalculation group
Sometimes there is a constant shift in prices between liquidities from different sources. It is rarely happens on currencies, but usual thing if you trade indexes or spot vs futures. Offset calculation allows to consider this shift in calculation of arbitrage differences automatically.
Period – time between recalculations.
Interval – interval used to collect the ticks used for recalculation (from both fast and slow broker)
Min ticks – minimum number of ticks on any (fast or slow) required for calculation.
Show results in log – allows to show or do not show offset calculation results in strategy log.
Mapping group
Suffix – if your broker uses symbols with suffix, like EURUSD.ecn, you need to put .ecn to suffix field to apply it for all instruments automatically.
Mapping field – used to set mapping for specific symbols (CFDs, commodities). Mapping for each instrument should be placed in a separate line in the following format: SymbolNameOnFast=SymbolNameOnSlow. For example: GDAXI=GER30.
Equity management group
Max accumulated lots – maximum allowed sum of lots that can be open simultaneously on all instruments in the strategy.
Max total orders on 1 instrument – maximum number of simultaneous orders on one instrument.
Copy signal from – allows to select master 1 leg strategy to copy signal from.
Emulator mode – allows to run virtual (paper) trades based on real quotes. Mostly used for testing strategies on crypto exchange accounts.
Hard S/L factor – allows to set visible to broker SL (by default it is hidden). Visible SL is calculated as SL value in Instruments and orders table*Hard S/L factor value. For instance, if S/L is set to 30 points and Hard S/L factor is set to 20 points, visible stop will be set to 30*20=600 points.
Real comments – allows to make comments visible for broker (by default they are hidden).
Price calculation method (for crypto) group
Top of the book – only Top of the book price is used for price calculation.
Weighted average from X to X level – calculation based on weighted average price from the specified number of levers
Weighted average (for specified volume) – calculation based on weighted average price based on selected lot size and available liquidity on each level of the book.