Statistical Arbitrage
Enabled - controls if the instrument is allowed to trade or not.
Symbol 1, Symbol 2 – instrument names.
Lot size 1, Lot size 2 – lot size to be traded.
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.
Trailing distance – the distance (in points) that is used for trailing on position.
Trailing units - Currency / Present . The software can calculate trailing stop in account currency or like percent from instrument's price.
Order lifetime – the maximum time the position can be opened.
Strong correlation - correlation between instruments at which or at a higher the software can open a deal.
Max Spread slow 1, Max Spread slow 2 - maximal allowed spread for the particular symbol.
Comment - internal identifier. The comment should be different for similar instruments.
Correlation period - the number of bars for correlation calculation.
MA period - moving average period.
Spread STD - standard deviation. The standard deviation is always positive or zero. The standard deviation is small when the data are all concentrated close to the mean, exhibiting little variation or spread. The standard deviation is larger when the data values are more spread out from the mean, exhibiting more variation.
Curr corr - current correlation between 2 instruments.
Min corr - minimal correlation between instruments that was detected during software was running.
Max corr - maximal correlation between instruments that was detected during software was running.
Curr Spread Slow 1, Curr Spread Slow 2 – current spread for instrument 1 and instrument 2.
Right mouse menu
Columns - show or hide columns from the grid.
Clear Max diff - clear maximal correlation between instruments that was detected during software was running
Add pair - add pair of instruments for the statistical arbitrage trading
Remove pair -remove the select pair of instruments from the grid
Save instrument settings - save selected instruments settings
Open lock on the selected instrument - open the lock on the selected instruments manually
Close lock on the selected instrument - close the lock on the selected instruments manually
Charts - open charts menu
Symbol 1, Symbol 2 - show chart for symbol 1/ symbol 2.
Indicators - show correlation indicator for the selected instruments.
OHLC history - open OHLC (open, high low, close) history menu.
Load from file - load the history for the selected instruments from the file.
Load from server - load the history for the selected instruments from the BJF Trading Group history server.
Clean - Clean all historical data for the selected instruments