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Some strategies work based on past profitability, so they require a way to calc the profits of previous trades. Because ping pong does not make assumptions about execution of trades (buys and sells are not necessarily interleaved) a module for ensuring that the strategy executes only 1 trade at a time is required. And the method to track profitability should be implemented in such module
The text was updated successfully, but these errors were encountered:
Some strategies work based on past profitability, so they require a way to calc the profits of previous trades. Because ping pong does not make assumptions about execution of trades (buys and sells are not necessarily interleaved) a module for ensuring that the strategy executes only 1 trade at a time is required. And the method to track profitability should be implemented in such module
The text was updated successfully, but these errors were encountered: