Hi, I am debugging a strategy by going through my order book, but missing
the net position of my strategy in the output:
ob <- getOrderBook("xyz")$xyz$ABC
ob.df <- data.frame(Date=time(ob),coredata(ob))
View(ob.df)
Is there a way to display the actual position size line by line with each
trade in ob.df?
Many thanks in advance,
Peter
Position size in order book
1 message · Peter Neumaier