LockCL3 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 1''' – lot size to be traded on the left side account Lot size 2 - lot size to be traded on the right side account '''Digits''' – how much digits instrument has in decimals '''Spread SL''' - please check this box if you want to calculate Stop Los like percent from the spread '''S/L''' – hidden stop loss for the position in points, if box..." |
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'''Enabled''' - controls if the instrument is allowed to trade or not | '''Enabled''' - controls if the instrument is allowed to trade or not. | ||
'''Name''' – instrument name on feeder | '''Name''' – instrument name on feeder. | ||
'''Lot size 1''' – lot size to be traded on the left side account | '''Lot size 1''' – lot size to be traded on the left side account. | ||
Lot size 2 - lot size to be traded on the right side account | '''Lot size 2''' - lot size to be traded on the right side account. | ||
'''Digits''' – how much digits instrument has in decimals | '''Digits''' – how much digits instrument has in decimals. | ||
'''Spread SL''' - please check this box if you want to calculate Stop Los like percent from the spread | '''Spread SL''' - please check this box if you want to calculate Stop Los like percent from the spread. | ||
'''S/L''' – hidden stop loss for the position in points, if box "Spread SL" is not checked and in percent from the spread, if box "Spread SL" is checked | '''S/L''' – hidden stop loss for the position in points, if box "Spread SL" is not checked and in percent from the spread, if box "Spread SL" is checked. | ||
'''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. | ||
'''Trail distance''' – the distance (in points) that is used for trailing on position | '''Trail 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 1''' – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the left side account | '''Slippage 1''' – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the left side account. | ||
'''Slippage 2''' – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the right side account | '''Slippage 2''' – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the right side account. | ||
'''Commissions1''' - you can set commissions for round turn for your left side account | '''Commissions1''' - you can set commissions for round turn for your left side account. | ||
'''Commissions2''' - you can set commissions for round turn for your right side broker | '''Commissions2''' - you can set commissions for round turn for your right side 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 | ||
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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. | ||
'''Max spread slow 1''' - maximum allowed spread for the left side broker | '''Max spread slow 1''' - maximum allowed spread for the left side broker. | ||
'''Max spread slow 2''' - maximum allowed spread for the right side broker | '''Max spread slow 2''' - maximum allowed spread for the right side broker. | ||
'''Max spread slow''' - | '''Max spread slow''' - | ||
'''Max spread Fast''' - maximum allowed spread for the fast feed | '''Max spread Fast''' - maximum allowed spread for the fast feed. | ||
'''Bid offset 1''' - constant distance between bid on fast and bid on the slow left side broker (in points) | '''Bid offset 1''' - constant distance between bid on fast and bid on the slow left side broker (in points) | ||
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'''Ask offset 2''' - constant distance between ask on fast and ask on the slow right side broker (in points) | '''Ask offset 2''' - constant distance between ask on fast and ask on the slow right side broker (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 Diff 1-''' current difference for between fast feed and the left side broker | '''Curr Diff 1-''' current difference for between fast feed and the left side broker. | ||
'''Curr Diff 2'''- current difference for between fast feed and the right side broker | '''Curr Diff 2'''- current difference for between fast feed and the right side broker. | ||
'''Max Diff 1''' – the maximum difference between the fast feed and the left side broker that was detected during software was running | '''Max Diff 1''' – the maximum difference between the fast feed and the left side broker that was detected during software was running. | ||
'''Max Diff 2''' – the maximum difference between the fast feed and the right side broker that was detected during software was running | '''Max Diff 2''' – the maximum difference between the fast feed and the right side broker that was detected during software was running. | ||
'''Curr Spread Slow 1''' – current spread on the left side broker (in points) | '''Curr Spread Slow 1''' – current spread on the left side broker (in points) | ||
Revision as of 09:12, 25 June 2023
Enabled - controls if the instrument is allowed to trade or not.
Name – instrument name on feeder.
Lot size 1 – lot size to be traded on the left side account.
Lot size 2 - lot size to be traded on the right side account.
Digits – how much digits instrument has in decimals.
Spread SL - please check this box if you want to calculate Stop Los like percent from the spread.
S/L – hidden stop loss for the position in points, if box "Spread SL" is not checked and in percent from the spread, if box "Spread SL" is checked.
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.
Trail 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 1 – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the left side account.
Slippage 2 – for instant execution brokers or FIX API brokers if you use limit orders - maximum allowed distance from requested price for the right side account.
Commissions1 - you can set commissions for round turn for your left side account.
Commissions2 - you can set commissions for round turn for your right side 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.
Max spread slow 1 - maximum allowed spread for the left side broker.
Max spread slow 2 - maximum allowed spread for the right side broker.
Max spread slow -
Max spread Fast - maximum allowed spread for the fast feed.
Bid offset 1 - constant distance between bid on fast and bid on the slow left side broker (in points)
Bid offset 2 - constant distance between bid on fast and bid on the slow right side broker (in points)
Ask offset 1 - constant distance between ask on fast and ask on the slow left side broker (in points)
Ask offset 2 - constant distance between ask on fast and ask on the slow right side broker (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 Diff 1- current difference for between fast feed and the left side broker.
Curr Diff 2- current difference for between fast feed and the right side broker.
Max Diff 1 – the maximum difference between the fast feed and the left side broker that was detected during software was running.
Max Diff 2 – the maximum difference between the fast feed and the right side broker that was detected during software was running.
Curr Spread Slow 1 – current spread on the left side broker (in points)
Curr Spread Slow 2 – current spread on the right side broker (in points)
Curr Spread Fast – current spread on feeder (in points)