Support Board
Date/Time: Wed, 14 May 2025 11:52:38 +0000
Post From: Spreadsheet trading questions
| [2016-04-13 10:24:36] |
| phaedonk - Posts: 352 |
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I'm trying to build an automated trading system, with these specifications: 1) determines if it will enter today, based on previous days Daily data 2) if there is entry (buy entry formula is same as sell entry), entry price is based on price at a specific time (+- offset) 3) entry is two OCO orders (OCO Buy StpLmt Sell StpLmt), system needs the ability to set "Auto-set Prices Offset for OCO Buy Sell Orders" 4) entries are GTD orders, with a specific time expiry 5) exit is a trailing stop At first I tried to do this with Daily charts, but got stuck, so I decided to use intraday charts and overlay Daily charts to analyze them for entry critersia. My questions: 1) Can I use OCO entry orders (essentially the OCO Buy Sell StpLmt)? I haven't figured out the way, it appears that we can use OCO only for child orders. So, K and M trigger simulaneously (as they have same formulas) and the sent orders will be OCO. If this is not currently possible, can you make it so? 2) Can I set, through the spreadsheet, the "Auto-set Prices Offset for OCO Buy Sell Orders" in the Set tab? This is a necessity as it changes for each order. If not, can you make it so? Question is tied with 1, as this is not necessary if I can send OCO parent orders through the ss. 3) Can I use GTD orders and set their expiration time through the spreadsheet? 4) What is the reason for "allow entry with working orders", if set to NO, to not allow Sell orders if only Buy orders are working? It would seem a better choice to offer this per-side flexibility. 5) (edit) If, for whatever reason, an entry is missed and I manually enter the market through the chart, will the spreadsheet continue to monitor the fill and behave as if the entry had been realised through its use? Date Time Of Last Edit: 2016-04-13 10:43:41
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