Mariner Backtesting - Simple Orders in the order object

Order Object (order) Simple Order Methods - to aid the quick development of trading algorithms

CQ Lite and Elite Simple Order Methods

• send MKT - Enter a Market Order
• send LMT - Enter a Limit Order
• send STP - Enter a Stop Order

CQ Elite Additional Simple Order Methods

• send STL - Enter a Stop Limit order
• send MIT - Enter a Market If Touched Order
• send MOO / MOC - Enter a Market On Open or Market On Close Order
• send LOO / LOC - Enter a Limit On Open or Limit On Close Order

Cancel and Replace Simple Order Methods

• cancel - Cancel an Order
• replace - Replace an Order

Full Order Methods

If you are taking a model live, you will need to take more direct control over the order types sent and respond to Fills, Cancellations, Rejects, Partial Fills etc. In order to manage these scenarios you would use the full order handling Methods listed below.

CQ Lite and Elite Methods:

• algo_buy() - Enter a buy order into the market
• algo_sell() - Enter a sell order into the method
• cancel() - cancel an exitsting order

CQ Elite Methods

• twap() - Initiate a Time-Weighted Average Pricing (TWAP) order schedule to buy or sell over a specified period. This will generate multiple sub-orders.
• twap_cancel() - Cancel an existing TWAP order schedule.
• vwap() - Initiate a Volume-Weighted Average Pricing (VWAP) order schedule to buy or sell over a specified period. This will generate multiple sub-orders in a statistically drive method to meet the volume curve for the period of time and symbol specified.
• vwap_cancel() - Cancel an existing VWAP order schedule