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Post From: C++ ACSIL OCO stop/limit order clean implementation

[2022-05-12 20:22:46]
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Sergei Belov - Posts: 3
Dar BradH

I ran this example -- it now sends exit orders but immediately at current price without any offsets (losing 1 tick on every trade)
even though I put TargetTicks to 50 and StopTicks to 25

You recommend NewOrder.OrderType = SCT_ORDERTYPE_LIMIT;

Before I was using
NewOrder.OrderType = SCT_ORDERTYPE_OCO_BUY_STOP_SELL_STOP;
   NewOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_STOP;
    NewOrder.AttachedOrderTarget1Type = SCT_ORDERTYPE_LIMIT;
NewOrder.Price1 = price - sc.TickSize * Stop_Level.GetFloat();
NewOrder.Price2 = price + sc.TickSize * Target_Level.GetFloat();
int Result1 = (int)sc.SubmitOCOOrder(NewOrder);


I had a version before with behavior similar to your version (exit trades immediately without any offset)

This should be something simple.
I am pretty good in general C++ but just starting in Sierra Chart.
I also have my own backtesting engine linked to 3 100TB of tick data
and several quant strategies there (I have math PhD from MIT) -- happy to collaborate