Statistical Arbitrage Settings: Difference between revisions
Created page with "Label - the software generates a unique label for each strategy Slow Session 1, Slow Session 2 - your accounts for statistical arbitrage" |
No edit summary |
||
| Line 1: | Line 1: | ||
Label - the software generates a unique label for each strategy | '''Label''' - the software generates a unique label for each strategy | ||
Slow Session 1, Slow Session 2 - your accounts for statistical arbitrage | '''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 separate line. The format is SymbolNameOnFast= SymbolNameOnMT5. For example. GDAXI=GER30. | |||
'''UTC offset''' - the difference between your MT4 or MT5 broker server time and GMT time | |||
'''History files dir''' - the Statistical arbitrage built-in strategy 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. | |||
To find the right path to your MT4 or MT5 history directory folder go to the File menu and select Open Data Folder. | |||
=== Trading options group === | |||
'''Time to start 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. | |||
'''Trade pause''' - pause in seconds between orders. | |||
'''Minimal order lifetime''' - this option is not available for the 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 second lot automatically based on first lot. | |||
=== Lock Management group === | |||
'''Automatically close all locks''' - you can select day(s) of week and Close time correspondent to your VPS time when the software will close all opened locks automatically. | |||
=== Force close group === | |||
You can close all opened orders at 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 equel or higher 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 stopclosing orders. | |||
'''Warning''': you mast press the "Apply changes" button for the changes to take effect. | |||
Revision as of 12:18, 25 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 separate line. The format is SymbolNameOnFast= SymbolNameOnMT5. For example. GDAXI=GER30.
UTC offset - the difference between your MT4 or MT5 broker server time and GMT time
History files dir - the Statistical arbitrage built-in strategy 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.
To find the right path to your MT4 or MT5 history directory folder go to the File menu and select Open Data Folder.
Trading options group
Time to start 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.
Trade pause - pause in seconds between orders.
Minimal order lifetime - this option is not available for the 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 second lot automatically based on first lot.
Lock Management group
Automatically close all locks - you can select day(s) of week and Close time correspondent to your VPS time when the software will close all opened locks automatically.
Force close group
You can close all opened orders at 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 equel or higher 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 stopclosing orders.
Warning: you mast press the "Apply changes" button for the changes to take effect.