Time and latency


Minimum time in ms per asset between processing price ticks, in live trading and in backtests with tick-based (.t1 or .t2) historical data. Default = 500*sqrt(BarPeriod), i.e. 500 ms for a strategy with 1-minute bars. When multiple price quotes arrive during that time or are read from historical data, intrabar functions (TMF or tick) are excuted only with the most recent price quote. Set this to a higher value for faster backtests and for saving memory. Set it to a smaller value for reducing latency and for backtesting with higher time resolution. By setting TickTime to a negative value, TMF and tick functions run at the given time period in live trading even when no new price quote is arrived. For affecting tick-based backtests, set this variable before loading the price history with asset().


Time in ms between subsequent tock calls in trade mode (default = 60000 ms).


Time delay to be added to or subtracted from ticks in historical data, in ms (default = 0). Can be used for compensating inaccuracies in timestamps that lead to backtest differences between T1 and M1 ticks, or for determining the effect of small tick time differences on the result of the strategy. Set this variable before loading the price history by calling asset().


Maximum number of requests per second to the broker API (0.1 .. 1000; default = 0 = no limit). Price and account requests, orders and status requests, and brokerCommand calls are limited to this rate. If it is exceeded, further requests are automatically delayed. Automatically set up by broker plugins that support the GET_MAXREQUESTS command. If the broker has a request limit and several Zorros are trading simultaneously on the same connection, reduce the request rate accordingly.


int, r/w 


Time in ms for retrieving price updates for all used assets in live trading mode; determines the maximum possible speed of high-frequency strategies. The more assets are used and the slower the broker API, the broker server, or the Internet connection, the higher is the time needed for updating all assets.


int, r/o



function run()
  TockTime = 1000; // run the tock function any second

See also:

Mode, run, tick, tock, Outlier


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