The Immediate Execution Model submits market orders to achieve desired portfolio targets. This is a custom implementation of the model that contains log information about number of shares traded, average holding prices, profit and profit percent for both long and short positions.
The below algorithm is a simple example to show how it works and what information displays in the Logs tab, but this module can be plugged into any other strategy requiring execution with market orders.
Test it with our free algo Long Short – Moving Average Crossover – Manual Universe