[122] SQX AND WIZARD: Trade if spread smaler n pips within x seconds

Hi,
I need a block "spread per time period". The block should contain two variables: pips and time span. 1. Spread less than or equal to n pips. 2. Time span: spread within x seconds.
Example: Trade only if the spread is less than or equal to 2.5 within 10 seconds. Within a period of time, the spread for an auction may be <= the average daily spread. For the next auction, however, the spread is again above the average or desired spread spread. The order execution time to the broker can be up to 2 seconds in a market order is settled in a poorer spread. To improve this fact, this improvement proposal serves.
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

Dw
#1

Diwi

15.09.2019 21:21

Task created

MF
#2

Mark Fric

26.11.2020 10:59

Status changed from New to Archived

Dw
#3

Diwi

29.11.2020 18:41
Great Marc, I

'm curious what that looks like.


Diwi


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