TickTime

Minimum time in ms between processing price ticks in live trading and in TICKS mode backtests. 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. Set this variable before loading the price history by calling asset().

TockTime

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

TickFix

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().

MaxRequests

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.

Type:

int 

Remarks:

Example:

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

See also:

Mode, run, tick, tock, Outlier

 

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