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Python Algorithmic Trading Cookbook

You're reading from  Python Algorithmic Trading Cookbook

Product type Book
Published in Aug 2020
Publisher Packt
ISBN-13 9781838989354
Pages 542 pages
Edition 1st Edition
Languages
Author (1):
Pushpak Dagade Pushpak Dagade
Profile icon Pushpak Dagade

Table of Contents (16) Chapters

Preface 1. Handling and Manipulating Date, Time, and Time Series Data 2. Stock Markets - Primer on Trading 3. Fetching Financial Data 4. Computing Candlesticks and Historical Data 5. Computing and Plotting Technical Indicators 6. Placing Regular Orders on the Exchange 7. Placing Bracket and Cover Orders on the Exchange 8. Algorithmic Trading Strategies - Coding Step by Step 9. Algorithmic Trading - Backtesting 10. Algorithmic Trading - Paper Trading 11. Algorithmic Trading - Real Trading 12. Other Books You May Enjoy Appendix I
1. Appendix II
2. Appendix III

MACD-Bracket-Order strategy – fetching a paper trading report – order history

After submitting a paper trading job on the AlgoBulls platform, the AlgoBulls paper trading engine starts executing the strategy. During the execution, along with the logs, P&L table, and statistics table, the AlgoBulls paper trading engine also generates an order history log in real time. This log contains state transitions of every order, along with the timestamps and additional information (if any) for each order state. The order history log is crucial in understanding how long it has taken for a trade to go from 'OPEN' to 'COMPLETE' or to the 'CANCELLED' state. For example, the MARKET orders would immediately go from an 'OPEN' to 'COMPLETE' state but the LIMIT orders may take a while, based on the market conditions, to go from an 'OPEN' to 'COMPLETE' state, or they may even get to the 'CANCELLED' state. All...

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