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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 Handling and Manipulating Date, Time, and Time Series Data Stock Markets - Primer on Trading Fetching Financial Data Computing Candlesticks and Historical Data Computing and Plotting Technical Indicators Placing Regular Orders on the Exchange Placing Bracket and Cover Orders on the Exchange Algorithmic Trading Strategies - Coding Step by Step Algorithmic Trading - Backtesting Algorithmic Trading - Paper Trading Algorithmic Trading - Real Trading Other Books You May Enjoy Appendix I
Appendix II
Appendix III

MACD-Bracket-Order strategy – fetching a backtesting report order history

After submitting a backtesting job on the AlgoBulls platform, the AlgoBulls backtesting engine starts executing the strategy. During its execution, along with the logs, the P&L table, and the statistics table, the AlgoBulls backtesting engine also generates an order history log in real time. This log contains the 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 an 'OPEN' to 'COMPLETE' or 'CANCELLED' state. For example, MARKET orders would immediately go from 'OPEN' to 'COMPLETE' but LIMIT orders may take a while, based on the market conditions, to go from 'OPEN' to 'COMPLETE' they may even get 'CANCELLED'. All this information is available in the...

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