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.


'''Label''' - the software generates a unique label for each strategy
'''Slow session 1''' – allows to select slow session (account) for strategy.


'''Slow Session 1, Slow Session 2''' - your accounts for statistical arbitrage
=== ''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 group ===
'''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.
'''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''' - difference between your broker server time and GMT time


'''UTC offset''' - the difference between your broker server time and GMT
'''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 ===
'''''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.
'''Time to start trade''' – time to start searching for arbitrage signals. VPS local system time is used for this option.


'''Trade pause''' - pause in seconds between orders.
'''Time to stop trade''' – time to start searching for arbitrage signals. VPS local system time is used for this option.


'''Minimal order lifetime''' - this option is not available for latency arbitrage.
'''Trade pause''' – pause between opening arbitrage orders on a certain instrument.  


'''Check news filter''' - please, check if you want to take into account economic news releases.
'''Min. order lifetime''' – allows to set minimal trade duration.  


'''Trade on the news''' - please, check if you want to trade only on specific news releases.
'''Calculate second based on first''' – check if you want to calculate second lot automatically based on the first one


'''Do not trade on the news''' - please, check if you do not want to trade on specific news releases.
'''Check news filter''' – enables news filter for the strategy.  


'''Calculate second lot based on first''' - check if you want to calculate the second lot automatically based on the first lot.
'''Trade on news''' – enables trading during news period only. The rest of the time trading will be disabled.


=== Lock Management Group ===
'''Don't trade on news''' – disables trading during news period only.
'''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 ===
'''''Lock management group'''''
You can close all opened orders at a specific time.


'''Disabled''' - do not close orders.
'''Automatically close all locks –''' allows to automatically close locks on selected day and time. VPS local system time is used for these options.


'''End of day''' - close all profitable and not profitable orders at the specified time.
=== ''Force close group'' ===
You can close all open orders at a specific time.


'''Profitable''' - close only all orders with profit equal or higher to them "Min profit" check "instruments and orders tab."
'''Disabled''' – do not close orders


'''from''' -a time (your VPS time) when the software will start closing orders.
'''End of day''' – close all profitable and not profitable orders at the spesified time


'''to''' -a time (your VPS time) when the software will stop closing orders.
'''Profitable''' – close only all orders with profit equal or hihger then Min profit value in Instruments and orders tab.


'''Warning''': you must press the "Apply changes" button to take effect.
'''from -''' time (your VPS time) when the software will start closing orders,
 
'''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.

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