CQG RICEBERG

CQG RICEBERG is a Randomized Iceberg.

 

Order types: MKT, LMT

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.

PauseBetweenOrdersMs

8053

Int

Pause between order slices in milliseconds.

UseMbo

9360

Boolean

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

Default – false.

RandMin

9370

Int

Minimum value for random sizing.

RandMax

9380

Int

Minimum value for random sizing.

TickOffset

8402

Int

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

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.