Support Board
Date/Time: Tue, 26 Nov 2024 18:34:41 +0000
Post From: Auto trade management reversal question
| [2014-05-23 17:58:26] |
| onnb - Posts: 662 |
|
hi, I'm trying to confirm is there is I can use automated management for the following requirement: Start out with state where we are flat Need to have buy entry order + sell entry order working at the same time. If one of these orders gets filled, need the other to continue working. Say I got filled and I am long and I have child orders working for this open position now. If the sell order gets filled while I am long, need to reverse while canceling the long position attached orders. I tried the following settings: sc.AllowMultipleEntriesInSameDirection = 0;
sc.SupportReversals = 1; sc.AllowOnlyOneTradePerBar = 1; sc.SupportAttachedOrdersForTrading = 0; sc.CancelAllOrdersOnEntriesAndReversals = 1; sc.AllowEntryWithWorkingOrders = 1; this means that I can't have a buy order and a sell order at once - right? Say if I first put on the buy order, when I put on the sell order the buy order gets canceled. I tried these settings too: sc.AllowMultipleEntriesInSameDirection = 0;
sc.SupportReversals = 1; sc.AllowOnlyOneTradePerBar = 1; sc.SupportAttachedOrdersForTrading = 0; sc.CancelAllOrdersOnEntriesAndReversals = 0; sc.AllowEntryWithWorkingOrders = 1; This allows to have buy entry and sell entry orders on at once, but the reversal was a mess - still trying to figure out what happened but before going into that... Looking to confirm if this scenario is generally supported with Auto trading and if I am doing the setting wrong or do I need to do some of this management on my own. (Btw, from what I have seen so far, it would probably work if I had a setting in auto trade management that would CancelAllOrdersOnReverals but not cancel them on Entries) |