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Published 20 hours ago • verified publisher icon robcarver17

Make all instrument orders limit orders, with a price limit set x sigma around the sampled price

Open robcarver17 opened this issue 1 year ago • 2 comments

Prevents us getting stuffed by a flash crash.

Forced to rerun system in the event of a genuine large price move.

robcarver17 avatar Mar 16 '23 13:03 robcarver17

Rob, Is this item related? https://github.com/robcarver17/pysystemtrade/issues/1016

ak2k avatar Mar 27 '23 17:03 ak2k

Not really, no.

robcarver17 avatar Mar 28 '23 07:03 robcarver17