Statistical Arbitrage Settings: Difference between revisions
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'''Suffix''' – if your broker provides symbols in format EURUSDxxx, you need to specify xxx as Postfix | '''Suffix''' – if your broker provides symbols in format EURUSDxxx, you need to specify xxx as Postfix | ||
'''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=SymbolNameOnBroker. For example. GDAXI=GER30. | '''Mapping''' – in this field you need to specify specific symbols (CFDs, commodities) mappings. Each new mapping should be in a separate line. The format is SymbolNameOnFast=SymbolNameOnBroker. For example. GDAXI=GER30. | ||
'''UTC offset''' - the difference between your | '''UTC offset''' - the difference between your broker server time and GMT | ||
=== Trading options group === | === Trading options group === | ||
'''Time to start trade''' - a time when the software will start searching for | '''Time to start trade''' - a time when the software will start searching for arbitrage situations. | ||
'''Time to stop trade''' - | '''Time to stop trade''' - when the software stops searching for arbitrage situations. | ||
'''Trade pause''' - pause in seconds between orders. | '''Trade pause''' - pause in seconds between orders. | ||
'''Minimal order lifetime''' - this option is not available for | '''Minimal order lifetime''' - this option is not available for latency arbitrage. | ||
'''Check news filter''' - please, check if you want to take into account economic news releases. | '''Check news filter''' - please, check if you want to take into account economic news releases. | ||
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'''Trade on the news''' - please, check if you want to trade only on specific news releases. | '''Trade on the news''' - please, check if you want to trade only on specific news releases. | ||
'''Do not trade on the news''' - please, check if you do not want to trade on specific news releases | '''Do not trade on the news''' - please, check if you do not want to trade on specific news releases. | ||
'''Calculate second lot based on first''' - check if you want to calculate second lot automatically based on first lot. | '''Calculate second lot based on first''' - check if you want to calculate the second lot automatically based on the first lot. | ||
=== Lock Management | === Lock Management Group === | ||
'''Automatically close all locks''' - you can select day(s) of week and Close time | '''Automatically close all locks''' - you can select day(s) of the week and Close time corresponding to your VPS time, when the software will close all opened locks automatically. | ||
=== Force close group === | === Force close group === | ||
You can close all opened orders at specific time. | You can close all opened orders at a specific time. | ||
'''Disabled''' - do not close orders. | '''Disabled''' - do not close orders. | ||
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'''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 | '''Profitable''' - close only all orders with profit equal or higher to them "Min profit" check "instruments and orders tab." | ||
'''from''' -a time (your VPS time) when the software will start closing orders. | '''from''' -a time (your VPS time) when the software will start closing orders. | ||
'''to''' -a time (your VPS time) when the software will | '''to''' -a time (your VPS time) when the software will stop closing orders. | ||
'''Warning''': you must press the "Apply changes" button | '''Warning''': you must press the "Apply changes" button to take effect. | ||
Revision as of 15:16, 28 June 2023
Label - the software generates a unique label for each strategy
Slow Session 1, Slow Session 2 - your accounts for statistical arbitrage
Mapping group
Suffix – if your broker provides symbols in format EURUSDxxx, you need to specify xxx as Postfix
Mapping – in this field you need to specify specific symbols (CFDs, commodities) mappings. Each new mapping should be in a separate line. The format is SymbolNameOnFast=SymbolNameOnBroker. For example. GDAXI=GER30.
UTC offset - the difference between your broker server time and GMT
Trading options group
Time to start trade - a time when the software will start searching for arbitrage situations.
Time to stop trade - when the software stops searching for arbitrage situations.
Trade pause - pause in seconds between orders.
Minimal order lifetime - this option is not available for latency arbitrage.
Check news filter - please, check if you want to take into account economic news releases.
Trade on the news - please, check if you want to trade only on specific news releases.
Do not trade on the news - please, check if you do not want to trade on specific news releases.
Calculate second lot based on first - check if you want to calculate the second lot automatically based on the first lot.
Lock Management Group
Automatically close all locks - you can select day(s) of the week and Close time corresponding to your VPS time, when the software will close all opened locks automatically.
Force close group
You can close all opened 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 to them "Min profit" check "instruments and orders tab."
from -a time (your VPS time) when the software will start closing orders.
to -a time (your VPS time) when the software will stop closing orders.
Warning: you must press the "Apply changes" button to take effect.