128: Timebased Spread - for all clients conditions

It would be nice if the spread could be measured on the average of the last 5 - 10 seconds, since there is still a period between order and order execution time, which can be 2-4 seconds in global trading in the forex area and especially in thin markets. You don't need this for the SQ tasks, but in the live state. This is a standard for competitive products. And we want to be able to keep up with the competition.

The competition then looks like as in the attached picture. The average seconds that the spread is below a value can be set. If the value 0 is entered, only the current spread is taken into account. This would bring together all SQ customers' spread requirements in this project task chat and would not burden SQ optimizations. The default setting can be set to 10000 or 100000 pips so that there are no problems outside the forex markets (stocks, futures).

And if you change the broker once, you can set the new pread here - awesome! This also saves money.
Attachments
time spread.jpg
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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

Dw
#1

Diwi

27.06.2020 17:33

Task created

Dw
#2

Diwi

27.06.2020 17:43
.....this function should also be selectable in the AlgoWizard in order to not only save money but also time. By calculating over a period of time, it helps to sustainably reduce the slippage, which is the third advantage.
e
#3

extpan

28.06.2020 00:26
Voted for this task.
MF
#4

Mark Fric

16.03.2021 11:14

Status changed from New to Archived


Votes: +1

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