Minimum time in ms between subsequent intrabar function calls (TMF or tick) in trade mode; default = 100*sqrt(BarPeriod). 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; set it 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 = 60000 ms).
Applies smoothing to deviating price quotes in trade mode (default = 0 = no smoothing). 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 10 pips. F.i. with TickSmooth at 3 deviating quotes 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 smoothing will be applied.
Time to be added to or subtracted from M1 ticks in historical data, in ms (default = 0). 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.
Sensitivity factor of the bar-to-bar outlier detection, for historical and for live prices (default = 1+2*sqrt(BarPeriod/1440)). Outliers above the given factor or below its reciprocal are suppressed. For instance, Outlier = 1.15; suppresses all outliers that deviate from the last price by more than 15%.
TickSmooth = 10; // suppress strong deviations
Outlier = 1.005; // suppress prices deviating by more than 0.5%
Mode, run, tick, tock
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