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Support Order Quantity as an Indicator Column in mktdata

Open rossb34 opened this issue 8 years ago • 0 comments

Support numeric or name of indicator column in mktdata for orderqty argument in ruleSignal(). The orderqty argument would then be handled the same as the threshold argument. It is reasonable to support this as strategies may size positions based on an indicator (e.g. volatility, signal strength, etc.).

rossb34 avatar Sep 12 '16 13:09 rossb34