InitLogEntry

dateIn

ticker for traget instrument, characters or numbers are both acceptable.

ticker

amount of money wanted to fully invested on the instrument.

capital

The time when the trade was first executed.

timeIn

execVol

execQuant

avgPrice

the level of ask prices that trade had reached. 0 for limit orders.

depthIn


This function should only be called buy 'MarketBuy', 'MarketSell', 'LimitBuy' or 
'LimitSell', not by users.


trade log

Functions to execute orders in backtesting using tick data. A testing platform was established by the four major execution functions, namely 'LimitBuy', 'LimitSell', 'MarketBuy' and 'MarketSell', which enclosed all tedious aspects (such as queueing for order executions and calculate actual executed volumes) for order execution using tick data. Such that one can focus on the logic of strategies, rather than its execution.

InitLogEntry: Initialize Log for Each Trade

Description

Usage

Arguments

Value