Batch.SIG command used to identify markets that have stopped trading
Where Legal
Resources
Entry Logic
Exit Logic
Initial Size
Resize
(Pre-Category)
Resize
(Category-Level)
l
Syntax
DEADMARKET
Example
Sample code
DEADMARKET = 10
This tells Mechanica to assume that an open trade lasting more than 10 days with no new data should be considered dead. When stocks are delisted or companies merge, the data for the symbol will disappear leaving a trade that can't exit. Otherwise the PSR would carry the open trade indefinitely.