Statistical Arbitrage Settings: Difference between revisions
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'''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. | |||
''' | |||
''' | '''UTC offset''' - difference between your broker server time and GMT time | ||
''' | '''History file dir''' - statistical arbitrage uses historical data for the correlation between symbols calculation. You can use data from our server and it is recommended method, and in this case, you do not need to specify the path to your MT4 or MT5 history folder. But if you want to use historical data from your MT4 or MT4 for correlation indicator calculation you need to specify the path to the historical folder. | ||
''' | '''''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. | |||
'''Time to | |||
''' | '''Trade pause''' – pause between opening arbitrage orders on a certain instrument. | ||
''' | '''Min. order lifetime''' – allows to set minimal trade duration. | ||
''' | '''Calculate second based on first''' – check if you want to calculate second lot automatically based on the first one | ||
'''Check news filter''' | '''Check news filter''' – enables news filter for the strategy. | ||
'''Trade on | '''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. | |||
'''Automatically close all locks''' | |||
=== Force close group === | === ''Force close group'' === | ||
You can close all | You can close all open orders at a specific time. | ||
'''Disabled''' | '''Disabled''' – do not close orders | ||
'''End of day''' | '''End of day''' – close all profitable and not profitable orders at the spesified time | ||
'''Profitable''' | '''Profitable''' – close only all orders with profit equal or hihger then Min profit value in Instruments and orders tab. | ||
'''from''' | '''from -''' time (your VPS time) when the software will start closing orders, | ||
'''to''' | '''to''' – time (your VPS time) when the software will stop closing orders. | ||
Latest revision as of 18:19, 4 September 2023
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.
UTC offset - difference between your broker server time and GMT time
History file dir - statistical arbitrage uses historical data for the correlation between symbols calculation. You can use data from our server and it is recommended method, and in this case, you do not need to specify the path to your MT4 or MT5 history folder. But if you want to use historical data from your MT4 or MT4 for correlation indicator calculation you need to specify the path to the historical folder.
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.
Calculate second based on first – check if you want to calculate second lot automatically based on the first one
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 spesified time
Profitable – close only all orders with profit equal or hihger 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.