Minimum time in ms between processing price ticks, in live trading and in backtests
with tick-based (.t1 or .t2) historical data. Default = 500*sqrt(BarPeriod), i.e.
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 the backtest, set this variable before loading the price history
Time in ms between subsequent tock calls in trade mode (default
= 60000 ms).
Time delay to be added to or subtracted from M1 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.
- Price requests can be temporarily disabled with the
- TickTime cannot be greater than BarPeriod
or TockTime. The minimum time between ticks is determined
by the time for broker API requests.
- Backtests with historical data in .t6 or .t8
format are not affected by TickTime. The time between ticks
is then given by the data resolution.
TockTime = 1000; // run the tock function any second
Mode, run, tick, tock,
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