quantopian/zipline

Advanced order types: BracketOrders/OCO/OTO/TrailingStops

Open

#1.357 geöffnet am 31. Juli 2016

Auf GitHub ansehen
 (2 Kommentare) (1 Reaktion) (0 zugewiesene Personen)Python (4.633 Forks)batch import
Feature RequestHelp Wanted

Repository-Metriken

Stars
 (17.019 Stars)
PR-Merge-Metriken
 (Keine gemergten PRs in 30 T)

Beschreibung

See also #366 and #189.

Bracket Orders:

Simultaneous orders that aim to limit profits and losses http://www.investopedia.com/terms/b/bracketedbuyorder.asp http://www.investopedia.com/terms/b/bracketedsellorder.asp

One-Cancels-the-Other(OCO):

An order that cancels a different open order upon success (necessary for brackets) http://www.investopedia.com/terms/o/oco.asp

One-Triggers-Other(OTO):

An order that triggers another order to be placed upon success http://www.investopedia.com/university/intro-to-order-types/conditional-orders.asp

Trailing Stops:

A fixed nominal or percentage amount from the peak price after purchase that triggers an order http://www.investopedia.com/terms/t/trailingstop.asp

Most of these could be implemented by adding an optional trigger callback to order objects, which can then be used with the already implemented order types.

Contributor Guide