Pairs Trading Settings: Difference between revisions

From SharpTrader Arbitrage Software Wiki: A Detailed Overview of High-Speed Trading Technology
Jump to navigation Jump to search
No edit summary
Formatting cleanup: unified image layout (block, no float, border)
 
(3 intermediate revisions by the same user not shown)
Line 1: Line 1:
[[File:Pairs trading settings.png|left|1000x1000px]]
[[File:Pairs trading settings.png|none|frameless|border|1000x1000px]]
'''Label''' – allows to assign a unique label to strategy. By default it is generated automatically.


'''Slow session 1''' – allows to select slow session (account) for strategy.
; Label
: allows to assign a unique label to strategy. By default it is generated automatically.
; Slow session 1
: allows to select slow session (account) for strategy.


'''<u>Mapping group</u>'''  
'''<u>Mapping group</u>'''


'''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.
; 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.
; 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.


'''<u>Trading options group</u>'''
'''<u>Trading options group</u>'''


'''Time to start trade''' – time to start searching for arbitrage signals. VPS local system time is used for this option.
; 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.
; Time to stop trade
 
: time to start searching for arbitrage signals. VPS local system time is used for this option.
'''Trade pause''' – pause between opening arbitrage orders on a certain instrument.
; Trade pause
 
: pause between opening arbitrage orders on a certain instrument.
'''Min. order lifetime''' – allows to set minimal trade duration.
; Min. order lifetime
 
: allows to set minimal trade duration.
'''Emulator''' - Software will generate and manage order in emulation mode, but do not open real orders.  
; Emulator
 
: Software will generate and manage order in emulation mode, but do not open real orders.
'''Allow flat candles''' - Do not exclude candles with no price change from the calculations.
; Allow flat candles
 
: Do not exclude candles with no price change from the calculations.
'''Calculate second based on first''' – check if you want to calculate second lot automatically based on the first one
; Calculate second based on first
 
: check if you want to calculate second lot automatically based on the first one (this option takes into account contract size)
'''Fill gaps in candles''' - Fill in missing candles artificially using the closing price of the previous candle.
; Fill gaps in candles
 
: Fill in missing candles artificially using the closing price of the previous candle.
'''<u>News Filter</u>'''
 
'''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.
'''<u>News Filter</u>'''


'''Don't trade on news''' – disables trading during news period only.
; 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.


'''Lock management group'''
'''Lock management group'''


'''Automatically close all locks''' – allows to automatically close locks on selected day and time. VPS local system time is used for these options.
; Automatically close all locks
: allows to automatically close locks on selected day and time. VPS local system time is used for these options.


'''<u>Force close group</u>'''  
'''<u>Force close group</u>'''


You can close all open orders at a specific time.
You can close all open orders at a specific time.


'''Disabled''' – do not close orders
; Disabled
 
: do not close orders
'''End of day''' – close all profitable and not profitable orders at the specified time
; End of day
 
: close all profitable and not profitable orders at the specified time
'''Profitable''' – close only all orders with profit equal or higher then Min profit value in Instruments and orders tab.
; Profitable
 
: close only all orders with profit equal or higher then Min profit value in Instruments and orders tab.
'''from''' - time (your VPS time) when the software will start closing orders,
; from
 
: time (your VPS time) when the software will start closing orders,
'''to''' – time (your VPS time) when the software will stop closing orders.
; to
 
: time (your VPS time) when the software will stop closing orders.
 


'''<u>Error control group</u>'''
'''<u>Error control group</u>'''


'''Min dev. hold time -'''  This is the minimum Z-index deviation time required to open orders.
; Min dev. hold time
 
: This is the minimum Z-index deviation time required to open orders.
The parameter is designed to filter out entries during highly volatile market conditions, such as arbitrage situations.
: The parameter is designed to filter out entries during highly volatile market conditions, such as arbitrage situations.
 
; Pause between orders
'''Pause between orders -''' Minimal pause between orders
: Minimal pause between orders
 
; Max consecutive rejections
'''Max consecutive rejections -''' allowed max number of consecutive rejections
: allowed max number of consecutive rejections
 
; Max consecutive loses
'''Max consecutive loses -'''  allowed max number of consecutive loses
: allowed max number of consecutive loses
 
; Max trades daily
'''Max trades daily -''' max number trades per day
: max number trades per day
 
 


'''<u>Crypto options group</u>'''
'''<u>Crypto options group</u>'''


'''Price based 2d lot calc'''
; Price based 2d lot calc
: – check if you want to calculate second lot automatically based on the first one (for crypto exchanges via API)

Latest revision as of 19:55, 21 October 2026

Label
allows to assign a unique label to strategy. By default it is generated automatically.
Slow session 1
allows to select slow session (account) for strategy.

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.

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.
Trade pause
pause between opening arbitrage orders on a certain instrument.
Min. order lifetime
allows to set minimal trade duration.
Emulator
Software will generate and manage order in emulation mode, but do not open real orders.
Allow flat candles
Do not exclude candles with no price change from the calculations.
Calculate second based on first
check if you want to calculate second lot automatically based on the first one (this option takes into account contract size)
Fill gaps in candles
Fill in missing candles artificially using the closing price of the previous candle.

News Filter

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.

Lock management group

Automatically close all locks
allows to automatically close locks on selected day and time. VPS local system time is used for these options.

Force close group

You can close all open orders at a specific time.

Disabled
do not close orders
End of day
close all profitable and not profitable orders at the specified time
Profitable
close only all orders with profit equal or higher then Min profit value in Instruments and orders tab.
from
time (your VPS time) when the software will start closing orders,
to
time (your VPS time) when the software will stop closing orders.

Error control group

Min dev. hold time
This is the minimum Z-index deviation time required to open orders.
The parameter is designed to filter out entries during highly volatile market conditions, such as arbitrage situations.
Pause between orders
Minimal pause between orders
Max consecutive rejections
allowed max number of consecutive rejections
Max consecutive loses
allowed max number of consecutive loses
Max trades daily
max number trades per day

Crypto options group

Price based 2d lot calc
– check if you want to calculate second lot automatically based on the first one (for crypto exchanges via API)