[Haskell-cafe] Re: Composing trading strategies (was: Should I step into a minefield? / Writing a trading studio in Haskell)
Hi Joel, Can you post a couple of examples of what the trading strategies look like? Here are some very simple strategies, which are written in the context of just one stock. If these aren't very convincing, could you post some more complex strategies that you'd like to see built using this library? -- open long when price drops to 109.34 myOpenStrategy = limitOrder 109.34 -- close after done increasing or price drops below 105.12 myCloseStrategy openPrice = increasing openPrice | limitOrder 105.12 -- succeed when the current price reaches or drops below the given price limitOrder price = satisfy (= price) Thanks, Greg ___ Haskell-Cafe mailing list Haskell-Cafe@haskell.org http://www.haskell.org/mailman/listinfo/haskell-cafe
[Haskell-cafe] Re: Composing trading strategies (was: Should I step into a minefield? / Writing a trading studio in Haskell)
Greg, Can you post a couple of examples of what the trading strategies look like? Thanks, Joel On Nov 8, 2007, at 7:32 PM, Greg Fitzgerald wrote: The idea is that the user composes an 'openPosition' and 'closePosition' trading strategies from a combinator library and gives them to the trading platform. The user's trading strategies are nothing more than a numeric parser combinators. -- http://wagerlabs.com ___ Haskell-Cafe mailing list Haskell-Cafe@haskell.org http://www.haskell.org/mailman/listinfo/haskell-cafe
