desktop:custom_strategies

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desktop:custom_strategies [2025/03/27 19:57] – [T4 Custom Strategies Calculations] robdesktop:custom_strategies [2025/08/25 19:30] (current) – [Custom Strategies Window] grant
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 ====== Custom Strategies Window ====== ====== Custom Strategies Window ======
  
-{{:desktop:sniper4.png|}}+{{:desktop:updatedcs.png?400|}}
  
   - Custom Strategies:Lists all user created Strategies.   - Custom Strategies:Lists all user created Strategies.
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   - Trade: Will Launch a trading ladder of your selected strategy. Note: You can still pull up a ladder if you are in the charting only package, you just wont be able to enter any trades.   - Trade: Will Launch a trading ladder of your selected strategy. Note: You can still pull up a ladder if you are in the charting only package, you just wont be able to enter any trades.
   - Chart: Will launch a chart of the selected strategy. Note Once the chart is pulled up then you can edit it and add studies.   - Chart: Will launch a chart of the selected strategy. Note Once the chart is pulled up then you can edit it and add studies.
-  - Market Profile: Will launch a Market Profile of the selected strategy. Note Once the Market Profile is pulled up then you can edit it and add studies.+  - Profile Chart: Will launch a Profile Chart of the selected strategy. Note Once the Profile Chart is pulled up then you can edit it and add studies.
   - Market History: Will launch a Market History of the selected strategy.   - Market History: Will launch a Market History of the selected strategy.
   - Spread Matrix: Will launch a Spread Matrix of the selected strategy.   - Spread Matrix: Will launch a Spread Matrix of the selected strategy.
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 {{:desktop:sniper_quick_start_legs.png|}} {{:desktop:sniper_quick_start_legs.png|}}
  
-After a custom strategy has been created, it can be edited by selecting it and clicking the Edit button (1). To trade or see quotes for a strategy, select it from the Custom Strategies window then click the Trade/Quotes button (2). To open other windows for the selected strategy, click Chart (3), Market Profile (4), or Market History (5). The Spread Matrix (6) button will provide the option to open a spread matrix window for any of the legs of the selected strategy. The Quote Snapshot (7) will provide detailed information that breaks down the spread quotes into the constituent leg quotes and volumes for each depth level.+After a custom strategy has been created, it can be edited by selecting it and clicking the Edit button (1). To trade or see quotes for a strategy, select it from the Custom Strategies window then click the Trade/Quotes button (2). To open other windows for the selected strategy, click Chart (3), Profile Chart (4), or Market History (5). The Spread Matrix (6) button will provide the option to open a spread matrix window for any of the legs of the selected strategy. The Quote Snapshot (7) will provide detailed information that breaks down the spread quotes into the constituent leg quotes and volumes for each depth level.
  
 {{:desktop:ts-qs-005.png|}} {{:desktop:ts-qs-005.png|}}
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 ====== T4 Custom Strategies Calculations ====== ====== T4 Custom Strategies Calculations ======
-Inputs Description + 
-Ticks This is the price of the product as published by the exchange. Note that this value may not match the display price. +^ **Inputs**                      ^ **Description**  ^ 
-TickValue This is the cash value of a minimum tick for the product multiplied by the leg multiplier chosen for that leg, i.e. a leg multiplier of 3 with a $10 minimum tick creates a $30 TickValue. +|**Ticks** |This is the price of the product as published by the exchange. Note that this value may not match the display price.| 
-Numerator The minimum tick increment in the same terms as the "Ticks" of the product, i.e. a display price of 1170.3 may have a minimum tick of 0.1, but if the Ticks are published by the exchange as 11703, the Numerator will be 1, not 0.1 +|**TickValue** |This is the cash value of a minimum tick for the product multiplied by the leg multiplier chosen for that leg, i.e. a leg multiplier of 3 with a $10 minimum tick creates a $30 TickValue.| 
-Denominator The value sent from the exchange that divides into Ticks to create a decimal value. +|**Numerator** |The minimum tick increment in the same terms as the "Ticks" of the product, i.e. a display price of 1170.3 may have a minimum tick of 0.1, but if the Ticks are published by the exchange as 11703, the Numerator will be 1, not 0.1 | 
-PriceCode If applicable, this applies a special conversion to a decimal value to create a more legible display price, i.e. a 10yr Note decimal price of 127.296875 becomes 127095 after applying the appropriate PriceCode. +|**Denominator** |The value sent from the exchange that divides into Ticks to create a decimal value. | 
-DisplayFormat The decimal precision applied to a display price, i.e. a price of 1258.75 with a DisplayFormat of 0.0 will truncate the last digit, leaving 1258.7 as the display price+|**PriceCode** |If applicable, this applies a special conversion to a decimal value to create a more legible display price, i.e. a 10yr Note decimal price of 127.296875 becomes 127095 after applying the appropriate PriceCode.| 
 +|**DisplayFormat** |The decimal precision applied to a display price, i.e. a price of 1258.75 with a DisplayFormat of 0.0 will truncate the last digit, leaving 1258.7 as the display price. |
  
  
  • desktop/custom_strategies.1743105464.txt.gz
  • Last modified: 2025/03/27 19:57
  • by rob