chasecloseall: chasecloseall
In chenhaotian/High-Frequency-Trading-Simulation-System: High-Frequency Trading Simulation System
Description
Usage
Arguments
Details
Value
See Also
Description
chase close all holdings of a specific instrument.
Usage
1
chasecloseall(instrumentid, chasesleep = 1)
Arguments
instrumentid
character, specyfing instrument to be closed.
chasesleep
numeric, specyfing order chasing interval.
Details
chasecloseall can only close one instrument at a time, simulator
will recheck if the order price is equal to current bid1 or ask1 price every
chasesleep seconds, if not, simulator will cancel it and submit a new one.
This action will be repeated until all specified holdings are executed.
Value
nothing
See Also
closeall
chenhaotian/High-Frequency-Trading-Simulation-System documentation built on May 13, 2019, 3:52 p.m.
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Description Usage Arguments Details Value See Also
Description
chase close all holdings of a specific instrument.
Usage
1 | chasecloseall(instrumentid, chasesleep = 1)
|
Arguments
instrumentid |
character, specyfing instrument to be closed. |
chasesleep |
numeric, specyfing order chasing interval. |
Details
chasecloseall can only close one instrument at a time, simulator will recheck if the order price is equal to current bid1 or ask1 price every chasesleep seconds, if not, simulator will cancel it and submit a new one. This action will be repeated until all specified holdings are executed.
Value
nothing
See Also
closeall
R Package Documentation
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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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