order execution revision in my simulator
I modified the trade.py script so that orders are executed only when the ticker price equals the order price. In this way if the price gaps through an order price, the order will not be executed. Before, the order would be executed at the given price or at market price in case of a gap.
trade.py
Categories: trading simulator
trade.pyCategories: trading simulator
![Blogger Feed [Blogger Feed]](http://adwords.blogspot.com/media/blogger-feed.png)
![Add to My Yahoo! [Add to My Yahoo!]](http://us.i1.yimg.com/us.yimg.com/i/us/my/addtomyyahoo4.gif)
![Subscribe with Bloglines [Subscribe with Bloglines]](http://www.bloglines.com/images/sub_modern1.gif)

![Blogroll Me! [Blogroll Me!]](http://img107.imageshack.us/img107/3803/blogrollme1uw.png)
![Add to Technorati Favorites! [Add to Technorati Favorites!]](http://static.technorati.com/pix/fave/tech-fav-4.gif)
posted by Benz at 09:05 










0 Comments:
Post a Comment
<< Home