by Fred_b » Tue Apr 12, 2016 11:32 am
I need an add on to my existing pnl logging spreadsheet that will allow me to do the following:
I want to put a price in a cell which I will call a mid price.
From that mid price, I want triggers that will place back and lay bets around that price at X percentage away from it, by pressing a button, or upon exiting the mid price cell, so long as it contains a valid real number.
I need buttons to:
- cancel all bets
- cancel all BACK bets but leave LAY bets
- cancel all LAY bets but leave BACK bets
Example:
If MID PRICE = 1.6 spread level =1
then: LAY at these prices away from 1.6 at these intervals 15% 27 % 37 % 47% 57%
BACK at these prices away from 1.6 at these intervals 15% 27 % 37 % 47% 57%
If MID PRICE = 1.6 spread level =2
then: LAY at these prices away from 1.6 at these intervals 20% 30 % 37 % 47% 57%
BACK at these prices away from 1.6 at these intervals 20% 30 % 37 % 47% 57%
If MID PRICE = 1.6 spread level =3
then: LAY at these prices away from 1.6 at these intervals 25% 35 % 43 % 50% 57%
BACK at these prices away from 1.6 at these intervals 25% 35 % 43 % 50% 57%
So the parameters I require are:
1. Spread level
2. % away from midprice ( If this was in some sort of matrix or table so I could easily change it)