DEADMARKET

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Keyword Description

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

 

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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.

See also:

Introduction to batch files