Minimum time in ms between subsequent intrabar function calls (TMF or tick) in trade mode (default = 250 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 (especially when several Zorro instances trade simultaneously), 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.
Time to be added to or subtracted from M1 ticks in historical data, in ms (default = 10). Can be used for compensating tiny inaccuracies in tick composition that lead to backtest differences between T1 and M1 ticks, or for determining the influence of small tick time differences on the result of the strategy.
TickSmooth = 10; // remove outliers
Mode, run, tick, tock
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