Latency Arbitrage Settings: Difference between revisions

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'''Label''' - the software generates a unique label for each strategy
== Strategy settings ==
In this tab general strategy parameters are configured:


'''Fast quotes session''' - you can select the fast feed session provided by our company: BJF Feed (London) or BJF Feed (NY), or add any of your fast connections in sessions and select it.
[[File:Latency settings1.png|none|frameless|border|705x705px]]


'''Slow session''' - your slow session (broker) for arbitrage trading
; 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 ===
=== Trading options group ===
'''Time to strat trade''' - a time when the software will start searching for the arbitrage situations.
; Time to start trade
 
: time to start searching for arbitrage signals. VPS local system time is used for this option.
'''Time to stop trade''' - the time when the software will stop searching for the arbitrage situations.
; Time to stop trade
 
: time to start searching for arbitrage signals. VPS local system time is used for this option.
'''Leverage''' - If you use DAAS for arbitrage on crypto exchanges with margin trading support, please specify leverage if you want to use margin. Please set 1 if the crypto exchange provides leverage, but you can't change it.
; 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''' - Please check, If you want to send a buy order when the sell arbitrage signal appears and vise versa.
; 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''' - please, check if you want to take into account economic news releases.
; Check news filter
 
: enables news filter for the strategy.
'''Trade on the news''' - please, check if you want to trade only on specific news releases.
; Trade on news
 
: enables trading during news period only. The rest of the time trading will be disabled.
'''Do not trade on the news''' - please, check if you do not want to trade on specific news releases.
: '''Don't trade on news''' – disables trading during news period only.
 
; Disable trading after disconnect
'''Minimal order lifetime''' - this option is not available for the latency arbitrage
: disables strategy if slow session gets disconnected.
 
; Min. order lifetime
'''Trade pause''' - pause in seconds between orders
: 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 ===
=== Safety management group ===
'''Max delay''' - maximally allowed delay for order opening in ms
; 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''' - maximal order of allowed errors
; Max errors
 
: maximum allows number of errors. When exceeded strategy is disabled.
'''Max consecutive loses orders''' - maximal number of allowed consecutive losses
; Max consecutive losing orders
 
: maximum allowed number of losing trader in a row.
'''S/L delay''' - set time in ms to make a pause before SL and TP applying
; S/L delay
: allows to set delay for applying initial S/L and T/P. Expressed in milliseconds.


=== Open/close parameters section ===
=== Open/close parameters section ===
If you use the FIX API connection for trading, you can open FOK or IOC limit orders instead of market orders.
Parameters in this section are used only for FIX API and crypto exchange accounts.


'''Open with limit''' - please, tick if you want to use limit orders instead of the market and select FOK limit or IOC limit.
; Open with limit
 
: allows to send FOK or IOC limit orders for opening trade.
'''Close with limit''' - please, tick if you want to use limit orders instead of the market and select FOK limit or IOC limit.
; Close with limit
: allows to send FOK or IOC limit orders for closing trades.


=== Offset recalculation group ===
=== Offset recalculation group ===
'''Period''' – time distance between recalculations.
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.


'''Interval''' – time interval, which is used to collect the ticks used for recalculations (from fast and slow broker)
; Period
 
: time between recalculations.
'''Min ticks''' – minimum number of ticks on any (fast or slow) broker to perform recalculation.
; Interval
 
: interval used to collect the ticks used for recalculation (from both fast and slow broker)
'''Show results in log''' - please, tick if you want to check offset recalculation results.
; 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 ===
=== Mapping group ===
'''Suffix''' – if your broker provides symbols in format EURUSDxxx, you need to specify xxx as Postfix
; 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''' – in this field you need to specify specific symbols (CFDs, commodities) mappings. Each new mapping should be in separate line. The format is SymbolNameOnFast= SymbolNameOnMT5. For example. GDAXI=GER30.
; 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 ===
=== Equity management group ===
'''Enable''' – controls if the equity management enabled or not
; Max accumulated lots
 
: maximum allowed sum of lots that can be open simultaneously on all instruments in the strategy.
'''Max total equty''' – the part of equity you can afford to lose. Can be expressed either in currency or in percents.
; Max total orders on 1 instrument
 
: maximum number of simultaneous orders on one instrument.
'''Equity total minimum''' – if equity on account reaches specified value, the trading on the connection will be disabled.
; Copy signal from
 
: allows to select master 1 leg strategy to copy signal from.
'''Max accumulated lots''' – the maximum total sum of lots, that can be opened on all instruments of this connection.
; Emulator mode
 
: allows to run virtual (paper) trades based on real quotes. Mostly used for testing strategies on crypto exchange accounts.
'''Max total orders on 1 instrument''' - maximal number of allowed orders by one instrument
; 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.
'''Copy signal from''' - you can select another slow broker session to copy arbitrage signals from this account
; Real comments
: allows to make comments visible for broker (by default they are hidden).


'''Emulation mode''' - check this box if you want to emulate arbitrage trading, and do not send any orders to your account.
=== 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.

Latest revision as of 19:55, 21 October 2026

Strategy 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.
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