Latency Arbitrage: Difference between revisions
Created page with "'''Enabled''' - controls if the instrument is allowed to trade or not. '''Name''' – instrument name on feeder. '''Lot size''' – lot size to be traded. '''Lot type''' - You can select from the list 2 type of the lot size. The lot size can be Fixed or Balance %. Fixed - software will trade set lot size. Balance % - software will calculate lot size like set percent from the current balance on the account. '''Digits''' – how much digits instrument has in decimals..." |
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'''Digits''' – how much digits instrument has in decimals. | '''Digits''' – how much digits instrument has in decimals. | ||
'''S/L''' – hidden stop loss for the position | '''S/L''' – hidden stop loss for the position. | ||
'''T/P''' – hidden take profit for the position | '''T/P''' – hidden take profit for the position. | ||
'''Min profit''' – how much profit the order should get (in points) for system to start trailing on this position | '''Min profit''' – how much profit the order should get (in points) for system to start trailing on this position. | ||
'''Pips for Min Profit''' – reserved, not used | '''Pips for Min Profit''' – reserved, not used. | ||
'''Trailing distance''' – the distance (in points) that is used for trailing on position | '''Trailing distance''' – the distance (in points) that is used for trailing on position. | ||
'''Trailing units''' - Points / Present . The software can calculate trailing stop in points or like percent from instrument's price | '''Trailing units''' - Points / Present . The software can calculate trailing stop in points or like percent from instrument's price. | ||
'''Order lifetime''' – the maximum time the position can be opened | '''Order lifetime''' – the maximum time the position can be opened. | ||
'''Slippage''' – for instant execution brokers - maximum allowed distance from requested price | '''Slippage''' – for instant execution brokers - maximum allowed distance from requested price. | ||
'''Commissions''' - you can set commissions for round turn for your broker | '''Commissions''' - you can set commissions for round turn for your broker. | ||
'''Diff calculation method''' - please select one of 3: Standard, Reversed, SpreadCorrected | '''Diff calculation method''' - please select one of 3: Standard, Reversed, SpreadCorrected | ||
Standard | Standard. | ||
BuyDiff = FastAsk - SlowAsk | BuyDiff = FastAsk - SlowAsk | ||
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'''Include spread''' - check this box if you want to include the spread for differ to open calculation. The slow broker's spread will be extracted from the difference to open. | '''Include spread''' - check this box if you want to include the spread for differ to open calculation. The slow broker's spread will be extracted from the difference to open. | ||
'''Diff to open''' – distance between price on slow and fast to open the position | '''Diff to open''' – distance between price on slow and fast to open the position. | ||
'''Units''' - select units points or percent for difference to open calculation. the percent is useful for crypto currencies arbitrage. | '''Units''' - select units points or percent for difference to open calculation. the percent is useful for crypto currencies arbitrage. | ||
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'''Ask offset''' - constant distance between ask on fast and ask on slow (in points) | '''Ask offset''' - constant distance between ask on fast and ask on slow (in points) | ||
'''Offset Calc''' – controls if the offset recalculation is used on instrument or not | '''Offset Calc''' – controls if the offset recalculation is used on instrument or not. | ||
'''Comment''' - internal identifier. The comment should be different for similar instruments. | '''Comment''' - internal identifier. The comment should be different for similar instruments. | ||
'''Diff limit''' – maximum allowed difference for arbitrage signal | '''Diff limit''' – maximum allowed difference for arbitrage signal. | ||
'''Curr Buy Diff-''' current difference for buy arbitrage signal | '''Curr Buy Diff-''' current difference for buy arbitrage signal. | ||
'''Curr Sell Diff'''- current difference for sell arbitrage signal | '''Curr Sell Diff'''- current difference for sell arbitrage signal. | ||
'''Max Buy Diff''' – the maximum difference for buy arbitrage signal that was detected during software was | '''Max Buy Diff''' – the maximum difference for buy arbitrage signal that was detected during software was | ||
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'''Max Sell Diff''' – the maximum difference for sell arbitrage signal that was detected during software was | '''Max Sell Diff''' – the maximum difference for sell arbitrage signal that was detected during software was | ||
running | running. | ||
'''Curr Spread Slow''' – current spread on slow broker (in points) | '''Curr Spread Slow''' – current spread on slow broker (in points) | ||
'''Curr Spread Fast''' – current spread on feeder (in points) | '''Curr Spread Fast''' – current spread on feeder (in points) | ||
Revision as of 08:45, 25 June 2023
Enabled - controls if the instrument is allowed to trade or not.
Name – instrument name on feeder.
Lot size – lot size to be traded.
Lot type - You can select from the list 2 type of the lot size. The lot size can be Fixed or Balance %. Fixed - software will trade set lot size. Balance % - software will calculate lot size like set percent from the current balance on the account.
Digits – how much digits instrument has in decimals.
S/L – hidden stop loss for the position.
T/P – hidden take profit for the position.
Min profit – how much profit the order should get (in points) for system to start trailing on this position.
Pips for Min Profit – reserved, not used.
Trailing distance – the distance (in points) that is used for trailing on position.
Trailing units - Points / Present . The software can calculate trailing stop in points or like percent from instrument's price.
Order lifetime – the maximum time the position can be opened.
Slippage – for instant execution brokers - maximum allowed distance from requested price.
Commissions - you can set commissions for round turn for your broker.
Diff calculation method - please select one of 3: Standard, Reversed, SpreadCorrected
Standard.
BuyDiff = FastAsk - SlowAsk
SellDiff = SlowBid - FastBid
Reversed
BuyDiff = FastBid - SlowBid
SellDiff = SlowAsk - FastAsk
SpreadCorrected
BuyDiff = (FastBid - SlowAsk)
SellDiff = (SlowBid - FastAsk)
Include spread - check this box if you want to include the spread for differ to open calculation. The slow broker's spread will be extracted from the difference to open.
Diff to open – distance between price on slow and fast to open the position.
Units - select units points or percent for difference to open calculation. the percent is useful for crypto currencies arbitrage.
Bid offset - constant distance between bid on fast and bid on slow (in points)
Ask offset - constant distance between ask on fast and ask on slow (in points)
Offset Calc – controls if the offset recalculation is used on instrument or not.
Comment - internal identifier. The comment should be different for similar instruments.
Diff limit – maximum allowed difference for arbitrage signal.
Curr Buy Diff- current difference for buy arbitrage signal.
Curr Sell Diff- current difference for sell arbitrage signal.
Max Buy Diff – the maximum difference for buy arbitrage signal that was detected during software was
running
Max Sell Diff – the maximum difference for sell arbitrage signal that was detected during software was
running.
Curr Spread Slow – current spread on slow broker (in points)
Curr Spread Fast – current spread on feeder (in points)