Support Board
Date/Time: Sun, 24 Nov 2024 08:51:50 +0000
[Programming Help] - How to submit Trail stop and a limit OCO with ACSIL
View Count: 246
| [2024-06-16 21:02:22] |
| User806682 - Posts: 14 |
|
I'm building a trading system with ACSIL and at one point once the system is in a position, I want to submit an OCO that has a trailing stop and a target limit order. I haven't been able to figure out to do this, and I've tried a few different configurations from the different forum posts I've read. For example, if the system is already LONG 1 contract. Here are two order types I've tried without success: // This order just flattens position because I think it doesn't have an OrderQuantity and it seems to default to a market order s_SCNewOrder NewOrder; NewOrder.OCOGroup1Quantity = 1; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.Target1Price = xxx; // This is a higher value than where the market is trading NewOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_TRAILING_STOP; NewOrder.Stop1Offset = xxx; // This is a lower value than where the market is trading sc.SellOrder(NewOrder); // This order successfully submits the trailing stop but there is no target s_SCNewOrder NewOrder; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.OrderType = SCT_ORDERTYPE_TRAILING_STOP; NewOrder.OrderQuantity = 1; NewOrder.Price1 = xxx; // This is a lower value than where the market is trading NewOrder.Price2 = xxx; // This is a higher value than where the market is trading (expecting this to be the target) sc.SellOrder(NewOrder); Lastly, I noticed that it is possible to send this type of attached order manually using the trade window. I just need help on how to do this with ACSIL. Thank you. |
| [2024-06-19 01:19:36] |
| ForgivingComputers.com - Posts: 960 |
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// You are using two different ways to specify targets and stops. The Target and Stop offsets will be used to calculate the actual price of the order s_SCNewOrder NewOrder; NewOrder.OCOGroup1Quantity = 1; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.Target1Offset = xxx; // This a positive number of points. You don't need to worry about above or below market NewOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_TRAILING_STOP; NewOrder.Stop1Offset = xxx; // This a positive number of points. You don't need to worry about above or below market sc.SellOrder(NewOrder); |
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