Latency Arbitrage
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)