Commit Graph

2 Commits

Author SHA1 Message Date
AlexCatarino aac5cb65ce Updates Framework example algorithms to use Set model methods 2018-05-07 14:20:35 +01:00
Michael Handschuh 92c5e64024 Adds VWAP and STD execution models
VWAP will submit market orders while the current price is more favorable than VWAP.
STD will submit market orders while the current price is a configured number of
standard deviations away from the mean in the favorable direction.
2018-04-06 16:30:26 -04:00