Date/Time: Sun, 04 Dec 2022 22:43:47 +0000
Spreadsheet System for Trading - can't get 2nd Working Exit Limit Order to appear/ send
View Count: 81
|PeaceFrog - Posts: 54|
Thank you for taking the time to answer my question.
In the Spreadsheet System for Trading I'm working on, I have 2 different strategies running in columns P onwards. While running through a Playback, I've run into the problem of not being able to get a second Exit Limit Order to appear that should appear. In Strategy A have an open long entry position and a Working Exit Order and then, in Strategy B, a second long entry position fills but then the second Working Exit Order won’t appear and I can't figure out why not.
The following cells read:
L3: Buy Exit: 1
I & J 3: Working Orders Quantity (read-only): -1
I & J 4: Position with Working Orders Quantity (read-only): 1
I & J 5: Position Quantity (read-only): 2
I & J 6: Position Quantity with Working Exit Orders (read-only): 2
I & J 7: Prior Position Quantity (read-only): 1
I & J 8: Position Quantity (read-only): 2
I & J 22: Limit or Stop Price - Buy Exit (L) (read/write): The proper Exit Limit Price
I & K 59: Allow Multiple Entries in Same Direction (read-only): 1
I & J 62: Allow Entry With Working Orders (read-only): 1
I & J 66: Maximum Position Allowed (read-only): 6
I & J 69: Allow Opposite Entry with Opposing Position or Orders (read-only): 1
I & K 72: Buy Exit: Order Type. M=Market,L=Limit,S=Stop,SL=Stop-Limit,MIT=MarketIfTouched (read/write): L
I & J 82: Use Separate Exit Order Quantity (write-only): <blank>
I & J 83: Exit Order Quantity (write-only): <blank>
I & J 84: Working Orders Exist (read-only): 1
Thank you for taking the time to respond. I appreciate it very much.
|tomgilb - Posts: 3474|
It looks like you do have two Working Exit Orders.
If you are expecting the Strategy B exit to be at a different price, then the J23 formula must differentiate between strategies.
|PeaceFrog - Posts: 54|
MaryWilliams and tomgilb, thank you both for taking the time to respond.
I think I figured it out. I changed the formula in Column L so that once a “1” appeared in L3, to signal the Sell Order to be sent, I made it so that L3 returned to “0” afterwards. This allowed for the second Sell Order to be sent. Previously, Column L and L3 was repeating "1” after signaling for the first Sell Order to be sent and I’m guessing that’s why the second Sell Order wasn’t recognized.
Thanks again to both of you for your help. All the best.
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