TickExec (version 1.1)

LimitSell: Execute Limit Sell Order

Description

(Try) to sell a given instrument at given date and time slot, by limit order. If limit price was not given, then use the last trading price as limit price. If both 'orderTo' and 'orderLast' was given, then the smaller one will be adopted.

Usage

LimitSell(dir = dir, date, dfLog, limitPrice = NA, orderFrom, orderTo = 150000,  orderLast = 7 * 3600, costOut = 0.001, market = 'SHSZ')

Arguments

dir

The directory containing the Tick data.

date

the date for placing the order.

dfLog

The dataframe generated by buy-orders.

limitPrice

the limit price to sell.

orderFrom

time of the order being placed.

orderTo

time of the order being withdrawed.

orderLast

duration of the order, in seconds.

costOut

transaction cost for selling.

market

specifying the sub-function to call depending on the market.

Value

The same dataframe dfLog, with corresponding entries updated.

Examples

## locate tick data directory ##
dir <- system.file("extdata", '', package = "TickExec")

## establish a posiyion to sell ##
dfLog = LimitBuy(dir = dir, date = 20141013, ticker = 000001, capital = 1e6, 
                 limitPrice = NA, orderFrom = 94545, orderLast = 600, 
                 costIn = 0.001, , market = 'SHSZ')

## sell ##
dfLogSold = LimitSell(dir = dir, date = 20141013, dfLog = dfLog, limitPrice = 10.1, 
                      orderFrom = 142020, orderTo = 150000, costOut = 0.001, 
                      market = 'SHSZ') 
                       
## see result ##
dfLogSold