CQG OFFSETPAYUP algo is a variation of CQG PAYUP algo with additional tick offset to the inside market.
Order types: MKT, LMT
Method: Deploys an order with given tick offset from the inside market with payup logic.
Parameters:
|
Name |
Tag number |
Format |
Comment |
|
TargetStrategy |
847 |
Int |
1010 - CQG OFFSETPAYUP |
|
PayupModel |
9105 |
Char |
See CQG PAYUP algo. |
|
ModelSensitivity |
9111 |
Float |
See CQG PAYUP algo. |
|
OppositeSizeRatio |
9120 |
Float |
See CQG PAYUP algo. |
|
OppositeSizeRaw |
9130 |
Int |
See CQG PAYUP algo. |
|
OnMiss |
9106 |
Char |
See CQG PAYUP algo. |
|
MaxChaseTicks |
8202 |
Int |
See CQG PAYUP algo. |
|
TickOffset |
8402 |
Int |
Initial placement of child orders relative to best level. 0 means join best, -1 means one tick through the market. Default – 0. |