Latency Arbitrage

From SharpTrader Arbitrage Software Wiki: A Detailed Overview of High-Speed Trading Technology
Revision as of 19:07, 24 June 2023 by Admin (talk | contribs) (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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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)