Strategy Editor-Reverse Tab
Modified on 2016/07/07 09:06 by Rob Rrickson (CTS) — Categorized as: Uncategorized
Reverse Tab
Reverse Strategy Enable:
Determines whether a balancing Reverse Strategy is executed if a leg is rejected.
A Reverse Strategy attempts to balance potential fills of non-rejected orders from the original strategy.As the strategy market is executing client-side, some leg rejection scenarios may not be covered.If Reverse Strategy is not Enabled, leg rejections may result in an Unbalanced Strategy. Such Unbalanced Strategy would have to be balanced
manually
by launching the constituent Leg Contracts.
Reverse Only To Open:
Only execute the Reverse Strategy when opening a position (i.e. the strategy market is flat).
Pulls on Reverse:
Determines if pulls are allowed while a balancing Reverse Strategy is executing per a previous leg rejection.")
Reverse Fills at Market:
Determines if the balancing orders of the Reverse Strategy are entered at market price instead of the filled price.
If both Reverse Fills At Market and Reverse Fills At TOB are unchecked, the Reverse Strategy orders are submitted at the fill prices of the non-rejected orders. This default behavior attempts to reverse fills without a loss.")
Reverse Fills at TOB:
Determines if the balancing orders of the Reverse Strategy are entered at the top-of-book (tob) price instead of the filled price.
If both Reverse Fills At Market and Reverse Fills At TOB are unchecked, the Reverse Strategy orders are submitted at the fill prices of the non-rejected orders. This default behavior attempts to reverse fills without a loss.")
Dialog Display:
Determines if a Strategy Manager's confirm dialog is displayed when a Reverse Strategy is launched upon strategy leg rejection.