Pairs Trading Settings: Difference between revisions
mNo edit summary |
No edit summary |
||
| (4 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
[[File:Pairs trading settings.png|left | [[File:Pairs trading settings.png|left|1000x1000px]] | ||
'''Label''' – allows to assign a unique label to strategy. By default it is generated automatically. | '''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. | '''Slow session 1''' – allows to select slow session (account) for strategy. | ||
'''Mapping group''' | '''<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. | ||
| Line 10: | Line 10: | ||
'''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. | ||
'''Trading options group''' | '''<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. | ||
| Line 22: | Line 22: | ||
'''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. | |||
'''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. | ||
''' | '''<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. | ||
'''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. | |||
'''<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 | |||
'''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. | |||
'''<u>Error control group</u>''' | |||
'''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 | |||
'''<u>Crypto options group</u>''' | |||
to | '''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 19:25, 7 July 2025
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)