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Date/Time: Wed, 19 Mar 2025 17:44:53 +0000



Post From: Automated Strategy working on Futures but not on Futures Options

[2022-10-25 12:56:15]
User500500 - Posts: 16
I built a very simple Strategy to buy limit at a price and sell limit at a different price. It works perfectly as expected on historical chart replay of futures chart. However, when the same program is tried on Futures Options chart (the real goal), no position is filled even if according to the chart movement, the entry and exit price are expected to fill.

I used both a
1. "sc.BuyEntry(NewOrder)" at "SCT_ORDERTYPE_LIMIT" for the user input price "Input_EntryPrice.GetDouble()"
2. "sc.BuyExit(NewOrder)" at "SCT_ORDERTYPE_LIMIT" for the user input price "Input_ExitPrice.GetDouble()"

I couldn't find any thread or help related to automated futures options and I tried different order types but still had the same issue.
Any other suggestion or explanation to this?

Thanks in advance!
attachmentsimpleBuy-n-Exit.cpp - Attached On 2022-10-25 12:53:37 UTC - Size: 7.05 KB - 166 views
Attachment Deleted.