Minimum time in ms between subsequent intrabar function calls (TMF or tick) in trade mode (default = 100 ms). Even when several price quotes arrive during that time, the intrabar function is only excuted once and receives the most recent price quote. Set this to a higher value for saving CPU resources, or to a smaller value for reducing latency. By setting TickTime to a negative value, TMF and tick functions run at every given time period even when no new price quote is arrived.
Minimum time in ms between subsequent tock calls in trade mode (default = 60,000 ms).
Applies smoothing to outliers in the stream of incoming price quotes in trade mode (default = 0 = no smoothing, remove only extreme outliers). The given value serves as the time period of an EMA that is applied to all price quotes that deviate to the last quote by more than 2 pips. F.i. with TickSmooth at 3 outliers are suppressed by 50%; at 10 they are suppressed by 90%. The disadvantage is that sudden extreme price moves are detected with a delay. If set to -1, no outliers will be removed at all.
- The Tick variables only affect live trading and are ignored in the simulation with historical data.
TickSmooth = 100; // remove outliers
Mode, run, tick, tock
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