To create aggregation QFormulas

1.  Click the Formula button to open Formula Builder.

2.  Click the QFormulas tab.

3.  Click the New button.

4.  Type a name for the QFormula.

5.  Click OK. The new QFormula is displayed in the list, and the next QNumber in the series is automatically assigned to it. Click the arrow to change the QNumber, or type a new number.

6.  Enter your strategy in the Formula Editor. As soon as you have typed AGGR( the system displays the strategy formula and an example to assist you. Replace @ with your strategy.

Alternatively, you can apply the aggregation function.

7.  If you prefer to select calculation settings using a parameters window instead of typing them into the formula editor, click the Setup button. This button is active when the spread formula is selected.

8.  Click the Trading Execution Patterns button to set trading parameters. Choose which legs to work, the order type, volume ratio, stacked orders parameters, and incomplete order behavior.

9.  Close Formula Builder. Now, you’re able to enter the QFormula number directly on the DOMTrader and Order Ticket.

It is displayed as a number, name, or formula depending on your display format setting.

Setting Aggregation Calculation Parameters (Setup Button)

Click the Setup button to open the calculation parameters window. If the Setup button is not active, make sure the aggregation formula is selected in the Formula Editor.

Changes entered here are reflected in the formula in the editor. Field definitions

Field

Description

Calc Mode

Identifies how you would like the strategy calculated, by legs or currency.

Auto = Displays difference in price between symbols.

L1, L2, L3, etc. = Displays price based on tick value of leg selected.

CUR = Displays the price based on the full currency values of the legs.

Default = Auto.

Rollover

If turned on, when one leg expires, all legs roll over to the same month. Allowed values:

OFF = Same month rollover is turned off.

ON = Same month rollover is turned on.

Default = OFF.

Tick Size

Select Auto or a tick size from the drop-down menu.

Auto (default) = Uses L1 tick size for strategy tick size.

Trade Strategy

Opens the trading parameters window.

Yield

Select Yes to quote by yield instead of price.