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      Mariner Backtesting - order algorithms Limit on Close

      GUIDs for LOC orders

      Limit On Close

      Below are order algorithms that place limit orders when the market closes.

      gr8py name CloudQuant short name GUID Notes
      Buy Limit ARCA at Script Price LOC arca_loc_buy a03c2644-0cad-42d6-9922-44f1e534ee11 Elite order logic

       

      Lite order logic

       
      Buy Limit FLOOR at Script Price LOC floor_loc_buy dcd42fdf-190c-420a-9fed-08b32210d11e Elite order logic

       

      Lite order logic

       
      Buy Limit NASD at Script Price LOC nasdaq_loc_buy a3d068a6-f2ba-4270-b029-57eb455decae Elite order logic

       

      Lite order logic

       
      Buy Limit NASD at Script Price LOC IO nasdaq_loc_buy_io f7221ac9-7178-4e9e-baca-d68199c06c95 Elite order logic

       

      Lite order logic

       
      Buy Limit NYSE at Script Price LOC nyse_loc_buy a4f5de75-1f6c-4bb5-bea5-c649c4515a8e Elite order logic

       

      Lite order logic

       
      Sell Limit ARCA at Script Price LOC arca_loc_sell 24c5a68c-dded-40b0-85a2-30482a333f35 Elite order logic

       

      Lite order logic

       
      Sell Limit FLOOR at Script Price LOC floor_loc_sell ad4ec364-54c1-45b5-8d83-dbb9c81256ec Elite order logic

       

      Lite order logic

       
      Sell Limit NASD at Script Price LOC nasdaq_loc_sell e1302f13-3c4b-4d07-b43d-b7b32f29700a Elite order logic

       

      Lite order logic

       
      Sell Limit NASD at Script Price LOC IO nasdaq_loc_sell_io 3120f982-e103-4175-8421-9966bf665c96 Elite order logic

       

      Lite order logic

       
      Sell Limit NYSE at Script Price LOC nyse_loc_sell 8e15d90b-5842-4e6a-81ea-5d404400913c Elite order logic

       

      Lite order logic