Support Board
Date/Time: Wed, 27 Nov 2024 19:50:00 +0000
Post From: AllowOnlyOneTradePerBar clarification for a target limit order not filling all at once
| [2023-07-20 12:49:02] |
| User547450 - Posts: 3 |
|
Hello, I have the "AllowOnlyOneTradePerBar" set to true on the "trading system based on alert condition" and when live trading I have this problem a few times where I have a limit order of 8 contracts set to close my trade at say 79.99 on a current bar. When price reaches 79.99 or 80.00 some of the contracts of the 8 contracts are filled on the current bar, leaving 4 contracts needing to be filled but since it's still on the same bar the limit order disappears and I have some contracts left open in the market naked with no limit to close out. Is this the proper way it supposed to function? If so, then how can we have a multiple contract order that gets semi-filled at one moment on one bar then finish filling on the same bar when it's a limit order (target in particular) since this is a very common scenario for limit orders? Thanks |