SetShaveImprove (Reserved Word)
Adjusts the strategy calculated limit price by the user defined ShaveImproveVal.
No validation of orders will be done. Any incorrect combination will result in the trade server rejecting the order.
Usage
SetShaveImprove(dShaveImprove)
Return
None
Inputs
dShaveImprove is a double value. If zero the strategy limit price is not adjusted. If greater than or less than zero the strategy limit price is added to dShaveImprove before being sent to the market.
Example
A limit order to buy at the InsideBid and shave .01;
if lastbaronchart then begin
SetShaveImprove(-.01);
Buy next bar at InsideBid Limit;
end;
A limit order to buy at the InsideBid and Improve .01;
if lastbaronchart then begin
SetShaveImprove(.01);
Buy next bar at InsideBid Limit;
end;