PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY
Abstract
Limit order price estimation algorithm is considered in the article. Algorithm increases execution probability. It is based on the processing of the first level capital market data such as tick trades and quotes. It is shown and proved by practical results that algorithm allows successfully detect price of limit order for good position entry and exit.
About the Authors
I. O. Morozov
Белорусский государственный университет информатики и радиоэлектроники
Belarus
Belarus
S. A. Pottosina
Белорусский государственный университет информатики и радиоэлектроники
Belarus
Belarus
References
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Review
For citations:
Morozov I.O., Pottosina S.A. PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY. Doklady BGUIR. 2013;(7):78-83. (In Russ.)
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