Support Board
Date/Time: Sat, 08 Feb 2025 19:01:03 +0000
Post From: ACSIL and Executing OCO Fails
| [2020-07-16 03:19:00] |
| User684204 - Posts: 1 |
|
Hello, First, I just wanted to say I am super impressed with what you have managed to do with SC. It's really impressive. Anyways, I have an issue when I'm trying to create a OCO order and I bet this will be user error. So I am able to get my proper signals for long/short. I then want to submit an order at the current price with a 20 tick profit and a 30 tick stop, which I have tried to do below. To verify the logic code is working, I have a boolean variable `Input_PreviewCrosses` that when enabled, just draws some arrows for me where it would take entries and they show up correctly so that part is working. However, when I set the `Input_PreviewCrosses` to false, and the OCO order fires, I get a Result of 0 (hence my debug message saying the order failed). I'm not sure how to debug this further or figure out what parts of a NewOrder need to be set or configured. I was following `SCSFExport scsf_ACSILTradingOCOExample(SCStudyInterfaceRef sc)` from the examples - thanks for providing the samples by the way. Thanks for your help! // Only evaluate when the bar closes if(sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_NOT_CLOSED ) return; // Declare the NewOrder to be executed, should we meet criteria s_SCNewOrder NewOrder; NewOrder.OrderQuantity = 1; NewOrder.OrderType = SCT_ORDERTYPE_OCO_BUY_STOP_SELL_STOP; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT; NewOrder.Target1Offset = Input_TargetTicks.GetInt()*sc.TickSize; // 20 ticks NewOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP; NewOrder.Stop1Offset = Input_StopTicks.GetInt()*sc.TickSize; // 30 tick stop if(IsLong && IsEntrySignal) { // We use the PreviewCrosses variable that just draws where we would have entries. // This is mainly just to help us debug if(Input_PreviewCrosses.GetYesNo()) { // Apply offset so the arrows don't draw on candles Subgraph_BuyEntry[sc.Index] = sc.Close[sc.Index] - Input_OffsetArrowDisplay.GetFloat(); } else { int Result = (int)sc.SubmitOCOOrder(NewOrder); if (Result > 0) { //If there has been a successful order entry, then draw an arrow // Apply offset so the arrows don't draw on candles Subgraph_BuyEntry[sc.Index] = sc.Close[sc.Index] - Input_OffsetArrowDisplay.GetFloat(); // Remember the order IDs for subsequent modification and cancellation // Target1OrderID = NewOrder.Target1InternalOrderID; // Stop1OrderID = NewOrder.Stop1InternalOrderID; } else { sc.AddMessageToLog("Long entry OCO failed!", 1); } } } else if(!IsLong && IsEntrySignal) { // We use the PreviuewCrosses variable that just draws where we would have entries. // This is mainly just to help us debug if(Input_PreviewCrosses.GetYesNo()) { // Apply offset so the arrows don't draw on candles Subgraph_SellEntry[sc.Index] = sc.Close[sc.Index] + Input_OffsetArrowDisplay.GetFloat(); } else { int Result = (int)sc.SubmitOCOOrder(NewOrder); if (Result > 0) { //If there has been a successful order entry, then draw an arrow // Apply offset so the arrows don't draw on candles Subgraph_SellEntry[sc.Index] = sc.Close[sc.Index] + Input_OffsetArrowDisplay.GetFloat(); } else { sc.AddMessageToLog("Short entry OCO failed!",1); } } } |