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. |