Support Board
Date/Time: Sat, 01 Mar 2025 01:41:23 +0000
Post From: Scaling Out- Bracket orders
| [2021-09-06 17:53:57] |
| Ben A - Posts: 123 |
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Hi John, I have looked at the log it does appear that there are 2 stops being cancelled on first scale out if I am reading correctly: Log is as follows: OrderTypeQuantityBuySell PoistionQuantity Market 1 Buy 1 Market 1 Buy 2 Market 1 Buy 3 Market 1 Sell 2 Market 1 Sell 1 Market 1 Sell Order log from first scale out: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus Orders 59:24.7 [Sim]F.US.MESU21 F.US.EPU21/F.US.MESU21[M] 150 Trades #19 | User order entry | Last: 4544.5 | Scaling out | AO=0 54431 Market 1 Sell Order Sent Orders 59:24.7 [Sim]F.US.MESU21 Simulated order accepted 54431 54431 Market 1 Sell Open Orders 59:24.7 [Sim]F.US.MESU21 Trade simulation fill. Bid: 4544.50 Ask: 4544.50 Last: 4544.50 54431 54431 Market 1 Sell Filled Orders 59:24.7 [Sim]F.US.MESU21 Scale-Out: Canceled OCO/Child order 54423 54423 Limit 1 Sell 4552 Pending Cancel Orders 59:24.7 [Sim]F.US.MESU21 Simulated order canceled 54423 54423 Limit 1 Sell 4552 Canceled Orders 59:24.7 [Sim]F.US.MESU21 Scale-Out: Canceled OCO/Child order 54424 54424 Stop 1 Sell 4541.5 Pending Cancel Orders 59:24.7 [Sim]F.US.MESU21 Simulated order canceled 54424 54424 Stop 1 Sell 4541.5 Canceled Orders 59:24.7 [Sim]F.US.MESU21 Scale-Out: Canceled OCO/Child order 54430 54430 Stop 1 Sell 4541.5 Pending Cancel Orders 59:24.7 [Sim]F.US.MESU21 Simulated order canceled 54430 54430 Stop 1 Sell 4541.5 Canceled Every order was placed with attached oco orders which contain 1 target and 1 stop. They were placed with 'buy market' and scaling out using 'sell market' I can see when the orders are placed that the stop orders go up sequentially. 1-2-3 However when marketing out jump from 3 to 1 Is there some setting I am missing on why the scale outs would have more stops associated? Date Time Of Last Edit: 2021-09-06 18:02:10
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