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Direct MessagesDate/Time: Thu, 23 May 2024 16:53:03 +0000
[Programming Help] - Custom order type, LIT that refills based on available liquidity
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| [2020-12-06 16:24:49] |
| mazzy /| blast - Posts: 54 |
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I see the need of a new order type that allows to not reveal the intentions in advance and when the level hit, have its execution not induce slippage. In concrete, what I have in mind is a LIT order type (triggered based on Ask price & volume for long and Bid price and volume for the short side) that would only send quantities based on the available liquidity. In concrete, if pending long, asking for a quantity of 50, if the Ask price reaches the level but the available volume is only 15, then SC would send a limit of 15 instead of 50, then wait that the price level’s volume refills and sends again a new limit order on the same principles until the whole quantity is fully met. Sort of a sliced (& potentially delayed or sequenced) LIT based on the top on market conditions of liquidity. Can it be achieved already, directly or by a trick ? I’d prefer an official release than using an external programmer. If SC wants me to pay for the development (which shouldn’t be outstanding), I’m ready for it. Thanks for your understanding |
| [2020-12-07 01:04:51] |
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You would have to create this using ACSIL: Automated Trading From an Advanced Custom Study Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-12-07 01:04:58
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| [2020-12-07 01:50:05] |
| mazzy /| blast - Posts: 54 |
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Any programmer interested about this task ?
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