CQG RICEBERG

CQG RICEBERG is a Randomized Iceberg.

 

Order types: MKT, LMT, STP, STL

Benchmark: Random Iceberg.

Method: Randomly size iceberg slices, replenishing once the prior slice is filled.

Parameters:

Name

Tag number

Format

Comment

TargetStrategy

847

Int

1002 - CQG RICEBERG

ShowQuantity

8051

Int

Maximum child order size to show.

Value range: [1; algo order size].

If value is greater than algo order size it will be capped by order size.

PauseBetweenOrdersMs

8053

Int

Pause between order slices in milliseconds.

Min value – 0.

Default – 0.

There is no upper limit for this parameter.

UseMbo

9360

Boolean

Randomize child sizes based on market-by-order population.

Default – false.

RandMin

9370

Int

Minimum value for random sizing.

Default – 0.

Value range: [0, algo order size].

Shall be less than or equal to RandMax.

RandMax

9380

Int

Minimum value for random sizing.

Min value – 0.

Default – 0.

Value range: [0, algo order size].

Shall be greater than or equal to RandMin.

TickOffset

8402

Int

Initial placement of child orders relative to best level. 0 means join best, -1 means one tick through the market.

This parameter value is not limited.

PayupModel

9105

Char

See CQG PAYUP algo.

ModelSensitivity

9111

Float

See CQG PAYUP algo.

OppositeSizeRatio

9120

Float

See CQG PAYUP algo.

OppositeSizeRaw

9130

Float

See CQG PAYUP algo.

OnMiss

9106

Char

See CQG PAYUP algo.

MaxChaseTicks

8202

Int

See CQG PAYUP algo.