Support Board
Date/Time: Fri, 28 Feb 2025 18:14:07 +0000
Post From: Limit Chase Orders
| [2021-08-16 02:29:10] |
| User155017 - Posts: 41 |
|
Hi I have monitored sell chase orders for instruments with few trades, and they do not follow the bid/ask mid price. According to documentation "If there is no last trade price available, then the average of the Bid and Ask prices will be used if those are available." Does this apply to both sell and buy orders, or only to buy orders? I start with a mid price order, but if the mid drops, the limit order does not follow it, and stays far. I set up the max chase to a very high value but it has no effect. Please clarify. I would be VERY useful to dynamic order with price at a given distance from current bid/ask to have more control. It should be easy to code. Is it possible to modify an order created by a spreadsheet, from the spreadsheet? Thanks |