Maximum Spread allowed (stop trading if spread is too large)

Please add a feature to cease trading if spread gets too wide (during live trading). This should keep us out of trouble during news or data releases if used correctly. I'd prefer the spread limit to be expressed in ATR so a blanket rule could be applied across different currencies. The cease trading mechanism should remove all limit  (entry) orders but should not exit positions already open.




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  • Votes +14
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

b
#1

bentra

12.02.2019 21:06

Task created

b
#2

bentra

12.02.2019 22:33
Voted for this task.
e
#3

extpan

13.02.2019 05:41
Voted for this task.
KL
#4

kainc301

17.02.2019 16:33
Voted for this task.
m
#5

Martin

05.03.2019 10:50
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HH
#6

Hans

12.03.2019 20:29
Voted for this task.
GS
#7

glenn

04.05.2019 14:01
Voted for this task.
Kc
#8

coensio

03.09.2019 12:00
Voted for this task.
a
#9

Venus

04.09.2019 08:50
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t
#10

tnickel

12.09.2019 10:29
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Dw
#11

Diwi

15.09.2019 20:48
Voted for this task.
Rr
#12

Partizanas

21.10.2019 21:16
Voted for this task.
b
#13

bentra

11.02.2020 19:42
This will be annoying for coders to implement in to pending order strategies because of: is spread too wide? Then- remove all pending orders and wait then replace when spread normalizes.

Multi symbol strats can get complex too since now we have to turn off trading for only one of the symbols. Also, It ends up using a lot more CPU too so it's best to be able to keep this turned off during initial development and testing which makes it even more tricky to code. BUT it's so important!!


JK
#14

Insanity82007

12.02.2020 11:37
Voted for this task.
MF
#15

Mark Fric

16.02.2020 13:58

Status changed from New to Refused

after a consideration we are refusign this feature. SQ is a strategy generator, it cannot cover every aspect of live trading. 


This is somethong out of its scope, you can hire a programmer to create a snippet for you to put to your strategies.

k
#16

Karish

12.09.2020 11:05
Voted for this task.
CG
#17

Chris G

08.02.2022 19:49
Voted for this task.

Votes: +14

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