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Date/Time: Tue, 07 May 2024 03:18:02 +0000



Post From: Spreadsheet question . place limit order if not fill market order

[2018-07-20 05:40:21]
Sawtooth - Posts: 3993
Assuming 'Signal Only On Bar Close' is Yes, and you are using 1 min bars, your K3 formula would look something like this:
=OR(limitordercondition,AND(P3=16,$J$4>0))

Column P will start an incrementing count from 1 when the Limit order is placed.
Column K will have a 1 at the Limit entry, then zeros until P3 is 16 where it will have a 1 again.
The unfilled Limit order is cancelled in the 15th bar, and the Market order is placed at the open of the 16th bar.

Obviously I haven't tested this, but this is the concept.
Date Time Of Last Edit: 2018-07-20 05:41:24