order-execution-style: Order execution styles

In DavisVaughan/flyingfox: An Interface to the Quantopian Zipline Financial Backtester

Description

The execution style of the order to be placed. This can be a market, limit, stop or stop-limit order. For use with fly_order().

Usage

MarketOrder(exchange = NULL)

LimitOrder(limit_price, exchange = NULL)

StopOrder(stop_price, exchange = NULL)

StopLimitOrder(limit_price, stop_price, exchange = NULL)

Arguments

exchange	The exchange to execute the order on.
limit_price	The limit price for the order.
stop_price	The stop price for the order.

Details

• MarketOrder() - Class encapsulating an order to be placed at the current market price.

• LimitOrder() - Execution style representing an order to be executed at a price equal to or better than a specified limit price.

• StopOrder() - Execution style representing an order to be placed once the market price reaches a specified stop price.

• StopLimitOrder() - Execution style representing a limit order to be placed with a specified limit price once the market reaches a specified stop price.

Zipline Documentation

• MarketOrder()

• LimitOrder()

• StopOrder()

• StopLimitOrder()

See Also

fly_order()

DavisVaughan/flyingfox documentation built on May 5, 2019, 12:28 a.m.