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Strategies
General
Position type
The strategy is intended for automatic management of positions on instruments to maintain broker's risks within specified limits.
Overview
The block displays the current Status of the strategy and the Account for which it is configured.
Clicking the Positions button will open a sidepage that displays a table with information on the positions generated during the strategy's operation.
The following information is displayed in the sidepage:
| Name | Description |
|---|---|
| Instrument | The instrument for which the position is formed. |
| Position size | Current position size for the instrument. |
| Max position Size | The maximum position size set for the instrument in the strategy. |
| Utilization | Ratio of Position size to Max position size. |
| Status | Position Status. |
| Comment | Comment with an explanation for ERROR type statuses. |
The strategy starts working at the moment when the Enabled checkbox is active.
Strategy
In order for the strategy to work, the Account ID field must contain the account of the BBook executor to which the strategy will be applied.
Please note! For the strategy to work correctly, it is necessary to setData source type=ABookand enable theB-Book executoroption in the aggregator settings of the BBook executor account.
Position manager rules
Using the Add Rule button it is possible to form a set of parameters for interaction of a strategy with a group of instruments. Each rule in a strategy can contain only one instrument group.
The Max position size field defines the maximum position size for any instrument in the group. Any volume in excess of the set amount will be transferred to ABook execution.
Note! The position will be transferred to the ABook account only if the position volume for the instrument exceeds the maximum by Minimum order volume available for execution at the liquidity provider.
Interval between orders in milliseconds - frequency of repetition of attempts to transfer a position to an ABook account.
First order delay in milliseconds - if it is impossible to transfer a position to an ABook account at a particular moment, the system will repeat the attempt in a specified time interval (in milliseconds).
The Active checkbox allows to enable or disable the rule operation.
Click the Create button (for a new setting) or Save button (for an existing setting) to apply and save your changes.
To change an existing setting, click the Edit button.
In edit mode, the setting can be deleted by clicking the Delete button.