This function is available only in the Formula Toolbox.
Aggregation allows you to trade similar instruments in two or more exchanges and let the system manage where you get filled.
Example: AGGR(CLE&ET, L1, 1/2 of 1/32, 1:1, 1)
NOTE: This function is used with the DOMTrader, Order Ticket, etc. It’s not available on a chart.
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Parameter |
Description |
|
Calc Mode |
Identifies how you would like the formula calculated, by legs or currency. |
|
Tick Size |
Use Auto or enter a tick size value. |
|
Trade Ratio |
Quantity for each leg. |
|
Rollover |
If turned on, when one leg expires, all legs roll over to the same month. |