Class: ZISpreadAgent

ZISpreadAgent(optionsopt)

ZISpread agent: equivalent to ZIAgent if there is no current Bid or Ask price. prices are distributed U[currentBid,currentAsk] if V>=currentAsk or C<=currentBid U[currentBid,V] if currentBid<=V<=currentAsk U[c,currentAsk] if currentBid<=c<=currenAsk undefined if VcurrentAsk

Constructor

new ZISpreadAgent(optionsopt)

creates "ZISpread" robot agent
Parameters:
Name Type Attributes Description
options Object <optional>
 passed to Trader, Agent constructors
Source:

Classes

ZISpreadAgent