0
Follow
0
Followers
Mengenai isu slippage dan harga purata, saya mohon pakar untuk membantu menjawabnya
Created 2019-06-09 09:18:56
1
1731
Jika anda membuat pesanan dengan harga jual + slipp, atau beli dengan harga - slipp, GetOrder akan menanyakan pesanan dan mendapati bahawa 'Price' adalah harga yang saya tetapkan, tetapi 'AvgPrice' adalah harga beli atau jual, adakah ini menyebabkan slipp tidak sah?
Related Recommendations
Get Started with FMZ Quant PlatformSECURITY BUGI keep getting error: Exchange_GetAccount: Invalid ContractTypeWe have an incredibly profitable market making algorithm for sideways markets on Bitmex - but need expert to help eliminate wait times during downward volatility in the marketError with deribitLimitations of the backtesting engineHow to install ta-lib on linux docker?5.5 Trading strategy optimization5.4 Why do we need an off-sample test5.3 How to read the strategy backtest performance report
Comment
All comments (1)
- 1
