LoadTickData

date

ticker

'BUY', 'SELL' or 'TRADE', depends on the chunk of the data wanted.

CALL

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

market


Since the format of the data may vary, this funcation is expecting to vary among 
different datasets and data structures.


laod data

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.

LoadTickData: Locate and Load Tick Data of Given Instrument at Given Date

Description

Usage

Arguments

Value