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requires dom.cfg file with a symbol and dynamic indicator settings:
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to trade, check 'Arm'. ** left-click in yellow buy/sell column. no more than one column at once, else IB complains about being both sides of market ** right-click to cancel.
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currently need to watch IB for order confirmation and p/l - next step is on-dom p/l
symbol = <symbol name>
depth = <mm|order>
block_size=1
levels=10
period_width=7
ma1_periods=5
ma2_periods=8
ma3_periods=12
stochastic1_periods=15
stochastic2_periods=48
stochastic3_periods=125
- Depth: mm (market maker for stocks), or order (orders based for futures)
- Block Size: typically 100 for stocks, 1 for futures
- Levels: number of levels in the Feature Vector Set
- Period Width: seconds