Support Board
Date/Time: Tue, 24 Dec 2024 17:59:20 +0000
Post From: Арбитражный робот.
| [2015-10-30 21:03:51] |
| User215800 - Posts: 2 |
|
Alright, thank you for the answer. Sierra works with charts, but my strategy doesn't use charts at all. My arbitrage strategy requires to work with two instruments. The algo is that: first, the robot waits till the limit order which I set manualy on the first instrument is realised, then robot goes market second instrument, then robot is going to compare PnL1(PnL of the first instrument) and PnL2(PnL of the second instrument), and when PnL1+PnL2 is equal or higher than some amount, robot is going to carefuly watch the spread of the first and the second instrument, if required spread is reached robot is going to go limit first instrument, and if this limit is realised, rodot goes market the second instrument. That's the short version of the strategy:) Can you please help me with code a little, the rest I will do myself. Really apreciate your help! |