Mariner Backtesting - order algorithms Imbalances Only

GUIDs for Imbalance orders

Below are order algorithms that place limit orders during imbalances only.

gr8py name CloudQuant short name GUID Notes
Buy 0.00B Limit NASD at Script Price LOO IO   813ee45b-0b42-4eb9-817d-d69bd030b147 Elite default limit logic

 

Lite default limit 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 NASD at Script Price LOO IO nasdaq_loo_buy_io c582f7b3-0f83-4eb0-a776-b50527c833cb Elite order logic

 

Lite order logic

 

Sell 0.00B Limit NASD at Script Price LOO IO   7e74b6db-d340-4a7b-907d-7ca70e3aad43 Elite default limit logic

 

Lite default limit 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 NASD at Script Price LOO IO nasdaq_loo_sell_io 0a7411a7-fa34-4293-805d-14fb4e77e6b9 Elite order logic

 

Lite order logic