Interval Return is measured from mid point of spread when order began to mid point when the order completed:
MidRetBps = sgn * (TerminalMidPx - ArrivalMidPx) / ArrivalMidPx * 10000
where sgn = +1 for buy and -1 for sell.
Interval Return in Bps parameters
|
Parameter |
Description |
|
Display |
Opens sub-window to set parameters •Color = Line color. •Weight = Line thickness. •Display = Line style: line or histogram. •Text color = Color of order ID text. |
|
MarkIt |
Opens Specify Conditions window. |
|
GW Account ID |
Account identifier. |
|
Place Order GUID |
Order identifier. |