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Direct MessagesDate/Time: Thu, 02 May 2024 03:49:10 +0000
scale in question 3
View Count: 792
| [2015-04-24 04:01:27] |
| onnb - Posts: 661 |
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I have an ACSIL trading system that has sc.SupportTradingScaleIn = 1; I am seeing something strange. I submit a market order with attached stop and then I submit a limit order with attached stop. When the limit order gets filled, the stop order increments and all is working fine. Now I have another case where the first order submitted is a limit order. So in this case, I submit a limit order with attached stop that gets filled. Then there is a second limit order with attached stop that gets filled. In this case a separate stop order is created. Any ideas why? For what its worth, the order creation code posted below so you can see how the order properties are set. void TradeBase::InitMarketOrder(SCStudyGraphRef sc, float stop_price, s_SCNewOrder &order)
{ int quantity = GetMarketOrderQuantity(sc); order.OrderType = SCT_MARKET; order.OrderQuantity = quantity; order.Stop1Price = stop_price; } void TradeBase::InitLimit1Order(SCStudyGraphRef sc, float stop_price, s_SCNewOrder &order) { int quantity = GetLimit1OrderQuantity(sc); float price = GetLimit1Price(sc); order.OrderType = SCT_LIMIT; order.OrderQuantity = quantity; order.Price1 = price; order.Stop1Price = stop_price; } void TradeBase::InitLimit2Order(SCStudyGraphRef sc, float stop_price, s_SCNewOrder &order) { int quantity = GetLimit2OrderQuantity(sc); float price = GetLimit2Price(sc); order.OrderType = SCT_LIMIT; order.OrderQuantity = quantity; order.Price1 = price; order.Stop1Price = stop_price; } |
| [2015-04-25 06:24:50] |
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The obvious reason that this would happen is that the Attached Stop of the first order has not yet gone into an Open status before the second limit order is submitted.
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