Support Board

Date/Time: Fri, 24 Jan 2025 20:27:56 +0000

[Programming Help] - SC Support: Market if Touched - Client not in ASCIL

[2019-01-28 18:03:21] #1 [Go To First Post]
rahul - Posts: 167
Hello, I have entering market orders through a study when order conditions are met and the bar has closed. What I have noticed is that i see a lot of slippage in market orders. So instead i was exploring Limit orders instead. This was not giving me accurate backtest results. So I decided to use Market if Touched orders. My trade service is CQG WebAPI. Reading the documentation, I noticed that Sierra chart offers Market if Touched - Client side orders. However I noticed that in ASCIL only offers SCT_ORDERTYPE_MARKET_IF_TOUCHED order for s_SCNewOrder::Price1. I believe this is not the same as client side order which Sierra Chart handles internally and sends only market order to trading service. I don't know if CQG WebAPI offers Market if Touched orders and if they are reliable. So I would prefer to have sierra chart handle it internally. How do I use SCT_ORDERTYPE_MARKET_IF_TOUCHED for client side. Will code like this work? s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_MARKET_IF_TOUCHED_CLIENT_SIDE; // instead of SCT_ORDERTYPE_MARKET_IF_TOUCHED?? NewOrder.TimeInForce = SCT_TIF_DAY; NewOrder.Price1 = BarLow; Date Time Of Last Edit: 2019-01-29 01:01:49

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