Support Board
Date/Time: Sun, 28 Apr 2024 20:21:17 +0000
Post From: Quantity Distribution from Parent Order to Multiple Attached Orders in ACSIL
[2019-03-27 12:41:13] |
User525733 - Posts: 126 |
I tried the below and it didn't work: // Create an s_SCNewOrder object. s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 3; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; //Define the Attached Orders to be attached to the main Market order //Target 1 NewOrder.Target1Offset = In_target1.GetFloat() * sc.TickSize; NewOrder.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT; //Target 2 NewOrder.Target2Offset = In_target2.GetFloat() * sc.TickSize; NewOrder.AttachedOrderTarget2Type = SCT_ORDERTYPE_LIMIT; //Common Stop NewOrder.StopAllOffset = In_commonstop.GetFloat() * sc.TickSize; NewOrder.AttachedOrderStopAllType = SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_LIMIT_3_OFFSETS; NewOrder.TriggeredTrailStopTriggerPriceOffset = In_TriggeredTrailStopTriggerPriceOffset.GetFloat() * sc.TickSize; NewOrder.TriggeredTrailStopTrailPriceOffset = In_TriggeredTrailStopTrailPriceOffset.GetFloat() * sc.TickSize; //Set up a move to breakeven action for the common stop. When Target 1 is filled, the order will be moved to breakeven +1 NewOrder.MoveToBreakEven.Type = MOVETO_BE_ACTION_TYPE_OCO_GROUP_TRIGGERED; NewOrder.MoveToBreakEven.BreakEvenLevelOffsetInTicks = 0; NewOrder.MoveToBreakEven.TriggerOCOGroup = OCO_GROUP_1; NewOrder.OCOGroup1Quantity = 1; NewOrder.OCOGroup2Quantity = 1; NewOrder.OCOGroup3Quantity = 1; please pay attention to the requirements mentioned in post #5. Only TWO contracts should exit on fixed targets, the THIRD one should exit on the trailing stop. not sure what i am doing wrong/how to implement it? thanks |