CQG OFFSETTICK deploys tick Payup logic at an offset to best levels.
Order types: MKT, LMT, STP, STL
Method: Deploys Payup logic at an offset to best levels.
Parameters:
|
Name |
Tag number |
Format |
Comment |
|
TargetStrategy |
847 |
Int |
1015 - CQG OFFSETTICK |
|
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. This parameter value is not limited. |
|
MaxChaseTicks |
8202 |
Int |
See CQG TICK algo |
|
TradeTowardBehavior |
8205 |
Char |
See CQG TICK algo |
|
ImbalanceRatio |
8240 |
Float |
See CQG TICK algo |
|
EnableImbalance |
8235 |
Boolean |
See CQG TICK algo |
|
OppositeSizeRatio |
9120 |
Float |
See CQG PAYUP algo. |
|
OppositeSizeRaw |
9130 |
Int |
See CQG PAYUP algo. |
|
TowardSizeRaw |
9131 |
Int |
When greater than zero market is considered to be moved toward algo order if inside market size is lower than this parameter’s value. Min value – 0. Default – 0. There is no upper limit for this parameter. |