Research method
Good till cancelled order
Good till cancelled order is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Research filter
- Input
- Order book, spread, volume, auction and trading costs
- Horizon
- Seconds to the order life cycle
- Best use
- Choose an executable order and account for implementation cost.
- Input: Order book, spread, volume, auction and trading costs.
- Output: filter.
- Use boundary: Choose an executable order and account for implementation cost.
The archive
Where the method has been read
Read in the archive8 readings
1982Swing charts, stop-loss orders, and good-till-cancelled covers in a bond-market coil1982Park good-till-cancelled targets after commissions at the chart bands1987Write the danger-point stop before the trade is accepted1989Christmas tree construction as a five-week monthly procedure2006Constructing the single-price open from overnight flow2008Overnight session routing for good-till-cancelled, limit, and market orders2013Session cutoffs, good-till-cancelled orders, and exchange margin2013Depth of market ladder versus resting order ticket
This registry entry describes a research method. It is not investment advice and does not make a performance claim.