Latency Arbitrage Settings: Difference between revisions
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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 === | === Trading options group === | ||
'''Time to | '''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. | '''Time to stop trade''' - the time when the software will stop searching for the arbitrage situations. | ||
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'''Do not trade on the news''' - please, check if you do not want to trade 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 | '''Minimal order lifetime''' - this option is not available for the latency arbitrage. | ||
'''Trade pause''' - pause in seconds between orders | '''Trade pause''' - pause in seconds between orders. | ||
=== Safety management group === | === Safety management group === | ||
'''Max delay''' - maximally allowed delay for order opening in ms | '''Max delay''' - maximally allowed delay for order opening in ms. | ||
'''Max errors''' - maximal order of allowed errors | '''Max errors''' - maximal order of allowed errors. | ||
'''Max consecutive loses orders''' - maximal number of allowed consecutive losses | '''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 | '''S/L delay''' - set time in ms to make a pause before SL and TP applying. | ||
=== Open/close parameters section === | === Open/close parameters section === | ||
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=== Equity management group === | === Equity management group === | ||
'''Enable''' – controls if the equity management enabled or not | '''Enable''' – controls if the equity management enabled or not. | ||
'''Max total | '''Max total equity''' – 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. | '''Equity total minimum''' – if equity on account reaches specified value, the trading on the connection will be disabled. | ||
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'''Max accumulated lots''' – the maximum total sum of lots, that can be opened on all instruments of this connection. | '''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 | '''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 | '''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. | '''Emulation mode''' - check this box if you want to emulate arbitrage trading, and do not send any orders to your account. | ||
Revision as of 18:24, 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 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.
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=SymbolNameOnBroker. For example. GDAXI=GER30.
Equity management group
Enable – controls if the equity management enabled or not.
Max total equity – 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.