Lock Arbitrage

From SharpTrader Arbitrage Software Wiki: A Detailed Overview of High-Speed Trading Technology
Revision as of 08:14, 25 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 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

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)