tickexec-package: Execution Functions for Tick Data Back Test
In TickExec: Execution Functions for Tick Data Back Test
Description
Functions to execute orders in backtesting using tick data. A testing platform was established by the four major execution functions, namely 'LimitBuy', 'LimitSell', 'MarketBuy' and 'MarketSell', which enclosed all tedious aspects (such as queueing for order executions and calculate actual executed volumes) for order execution using tick data. Such that one can focus on the logic of strategies, rather than its execution.
Details
Package: TickExec
Type: Package
Version: 1.1
Date: 2015-04-20
License: PGL-3
Author(s)
HKUST.
Maintainer: SONG Yang <ysongad@connect.ust.hk>
TickExec documentation built on May 2, 2019, 9:58 a.m.
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Description
Functions to execute orders in backtesting using tick data. A testing platform was established by the four major execution functions, namely 'LimitBuy', 'LimitSell', 'MarketBuy' and 'MarketSell', which enclosed all tedious aspects (such as queueing for order executions and calculate actual executed volumes) for order execution using tick data. Such that one can focus on the logic of strategies, rather than its execution.
Details
| Package: | TickExec |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2015-04-20 |
| License: | PGL-3 |
Author(s)
HKUST. Maintainer: SONG Yang <ysongad@connect.ust.hk>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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