Pair Trading Lab Helpdesk & Forum

PTL Trader => Questions & Answers => Topic started by: Anthony Sichi on March 12, 2014, 11:59:53 am

Title: Waiting for a slot --two or more pairs
Post by: Anthony Sichi on March 12, 2014, 11:59:53 am

If there are two or more pairs waiting for a slot to open, what determines which pair gets entered?

Anthony

Title: Re: Waiting for a slot --two or more pairs
Post by: admin on March 12, 2014, 05:54:13 pm

The fastest one claiming the free slot.

Trade solutions are done based on asynchronous tick/quote events from IB data streams, so they almost never occur at the same time. So, the pair with the first appropriate incoming event takes the free slot.