Latency Arbitrage Settings: Difference between revisions
Created page with "Label - the software generates a unique label for each strategy Fast quotes session - you can select the fast feed session provided by our company: BJF Feed (London) or BJF Feed (NY), or add any of your fast connections in sessions and select it. Slow session - your slow session (broker) for arbitrage trading" |
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Label - the software generates a unique label for each strategy | '''Label''' - the software generates a unique label for each strategy | ||
Fast quotes session - you can select the fast feed session provided by our company: BJF Feed (London) or BJF Feed (NY), or add any of your fast connections in sessions and select it. | '''Fast quotes session''' - you can select the fast feed session provided by our company: BJF Feed (London) or BJF Feed (NY), or add any of your fast connections in sessions and select it. | ||
Slow session - your slow session (broker) for arbitrage trading | '''Slow session''' - your slow session (broker) for arbitrage trading | ||
=== Trading options group === | |||
'''Time to strat trade''' - a time when the software will start searching for the arbitrage situations. | |||
'''Time to stop trade''' - the time when the software will stop searching for the arbitrage situations. | |||
'''Leverage''' - If you use DAAS for arbitrage on crypto exchanges with margin trading support, please specify leverage if you want to use margin. Please set 1 if the crypto exchange provides leverage, but you can't change it. | |||
'''Reverse trading''' - Please check, If you want to send a buy order when the sell arbitrage signal appears and vise versa. | |||
'''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. | |||
'''Minimal order lifetime''' - this option is not available for the latency arbitrage | |||
'''Trade pause''' - pause in seconds between orders | |||
=== Safety management group === | |||
'''Max delay''' - maximally allowed delay for order opening in ms | |||
'''Max errors''' - maximal order of allowed errors | |||
'''Max consecutive loses orders''' - maximal number of allowed consecutive losses | |||
'''S/L delay''' - set time in ms to make a pause before SL and TP applying | |||
=== Open/close parameters section === | |||
If you use the FIX API connection for trading, you can open FOK or IOC limit orders instead of market orders. | |||
'''Open with limit''' - please, tick if you want to use limit orders instead of the market and select FOK limit or IOC limit. | |||
'''Close with limit''' - please, tick if you want to use limit orders instead of the market and select FOK limit or IOC limit. | |||
=== Offset recalculation group === | |||
'''Period''' – time distance between recalculations. | |||
'''Interval''' – time interval, which is used to collect the ticks used for recalculations (from fast and slow broker) | |||
'''Min ticks''' – minimum number of ticks on any (fast or slow) broker to perform recalculation. | |||
'''Show results in log''' - please, tick if you want to check offset recalculation results. | |||
=== 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 separate line. The format is SymbolNameOnFast= SymbolNameOnMT5. For example. GDAXI=GER30. | |||
=== Equity management group === | |||
'''Enable''' – controls if the equity management enabled or not | |||
'''Max total equty''' – the part of equity you can afford to lose. Can be expressed either in currency or in percents. | |||
'''Equity total minimum''' – if equity on account reaches specified value, the trading on the connection will be disabled. | |||
'''Max accumulated lots''' – the maximum total sum of lots, that can be opened on all instruments of this connection. | |||
'''Max total orders on 1 instrument''' - maximal number of allowed orders by one instrument | |||
'''Copy signal from''' - you can select another slow broker session to copy arbitrage signals from this account | |||
'''Emulation mode''' - check this box if you want to emulate arbitrage trading, and do not send any orders to your account. | |||
Revision as of 08:37, 25 June 2023
Label - the software generates a unique label for each strategy
Fast quotes session - you can select the fast feed session provided by our company: BJF Feed (London) or BJF Feed (NY), or add any of your fast connections in sessions and select it.
Slow session - your slow session (broker) for arbitrage trading
Trading options group
Time to strat trade - a time when the software will start searching for the arbitrage situations.
Time to stop trade - the time when the software will stop searching for the arbitrage situations.
Leverage - If you use DAAS for arbitrage on crypto exchanges with margin trading support, please specify leverage if you want to use margin. Please set 1 if the crypto exchange provides leverage, but you can't change it.
Reverse trading - Please check, If you want to send a buy order when the sell arbitrage signal appears and vise versa.
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.
Minimal order lifetime - this option is not available for the latency arbitrage
Trade pause - pause in seconds between orders
Safety management group
Max delay - maximally allowed delay for order opening in ms
Max errors - maximal order of allowed errors
Max consecutive loses orders - maximal number of allowed consecutive losses
S/L delay - set time in ms to make a pause before SL and TP applying
Open/close parameters section
If you use the FIX API connection for trading, you can open FOK or IOC limit orders instead of market orders.
Open with limit - please, tick if you want to use limit orders instead of the market and select FOK limit or IOC limit.
Close with limit - please, tick if you want to use limit orders instead of the market and select FOK limit or IOC limit.
Offset recalculation group
Period – time distance between recalculations.
Interval – time interval, which is used to collect the ticks used for recalculations (from fast and slow broker)
Min ticks – minimum number of ticks on any (fast or slow) broker to perform recalculation.
Show results in log - please, tick if you want to check offset recalculation results.
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 separate line. The format is SymbolNameOnFast= SymbolNameOnMT5. For example. GDAXI=GER30.
Equity management group
Enable – controls if the equity management enabled or not
Max total equty – the part of equity you can afford to lose. Can be expressed either in currency or in percents.
Equity total minimum – if equity on account reaches specified value, the trading on the connection will be disabled.
Max accumulated lots – the maximum total sum of lots, that can be opened on all instruments of this connection.
Max total orders on 1 instrument - maximal number of allowed orders by one instrument
Copy signal from - you can select another slow broker session to copy arbitrage signals from this account
Emulation mode - check this box if you want to emulate arbitrage trading, and do not send any orders to your account.