Support Board
Date/Time: Sat, 08 Feb 2025 17:19:58 +0000
[Programming Help] - Does ACS allow to set OCO attached group quantity less than quantity in main order
View Count: 539
| [2020-07-13 16:56:55] |
| User824278 - Posts: 2 |
|
I wrote below code. It aims to stop or limit 50% quantity of main order in attached OCO order, and another 50% stop is controlled in other order (ORDERTYPE_STOP). newOrder.OrderQuantity = 10; newOrder.OrderType = SCT_ORDERTYPE_MARKET; newOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; newOrder.Target1Offset = targetOffset * sc.TickSize; newOrder.Stop1Offset = stopOffset * sc.TickSize; newOrder.OCOGroup1Quantity = 5; newOrder.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT; newOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP; sc.BuyEntry(newOrder); But I found 10 units are selt when OCO STOP is touched, instead of 5 units. Why? Does SC ask the total quantity in all OCO groups must equal to the quantity in main order? Thanks a lot. |
To post a message in this thread, you need to log in with your Sierra Chart account: