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Direct MessagesDate/Time: Tue, 07 May 2024 02:30:14 +0000
Spread Trading Programming
View Count: 1347
| [2019-02-28 20:28:59] |
| TraderD - Posts: 56 |
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Hello, I'm looking to create an automated spread trading system in SC and I'd appreciate it if you could point me in the right direction. 1. I want the system to start by placing multiple live limit orders in various markets according to a certain spread price between 2 instruments, automatically cancelling/replacing according to a fixed offset of the bid/ask of a stock or futures contract; when filled on one side, the system sends an offsetting order to hedge the position with another symbol. 2. since this is a market-making style of trading and will be performed over a large number of symbols, what would be the lowest latency/resource approach? 3. do you know of any relevant sample code or 3rd party studies that could be referenced? Thanks for your help. |
| [2019-03-01 20:14:05] |
| TraderD - Posts: 56 |
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Unfortunately that doesn't help since it doesn't work bids and offers as previously described. Could I please get an SC engineer to provide direction on my original post? Thanks. Date Time Of Last Edit: 2019-03-01 20:14:52
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| [2019-03-04 00:37:24] |
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You can do this and you can use ACSIL: Automated Trading From an Advanced Custom Study You can submit an order for any symbol. Also refer to: ACSIL Programming Concepts: Accessing Current Symbol Data for Other Symbols Or you could use the DTC server: Data and Trading Communications (DTC) Protocol Server The DTC server might be better because it would provide the very lowest latency for trading but you just have to evaluate this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-03-04 00:38:02
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