Primitives
vola
Vola - using at or any L1 defined algos
vola (all)
Vola - using at or any L1 defined algos
Input parameters
| Prop | Type | Default | Description |
|---|---|---|---|
at | string | - | the scale of the adaptVola at a specific time, format: algo/min/scale, separated by : e.g tp/10/100:fsl/10/100:trp/10/100 |
minutes | number | - | the minute of the day to use for adaptVola |
scale | string | - | the scale of the adaptVola, can be numbers or percent |
transmit | boolean | - | whether to transmit the vola to the algos |
SQL example
TICK adaptVola WITH minutes=10 = 10 THEN FINAL custom