github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
6,206 Commits 16 Branches 4,269 Tags
e034fd396012b9dbc2da11743d6763ab320fac8e
Commit Graph

1 Commits

Author SHA1 Message Date
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