Support Board
Date/Time: Wed, 27 Nov 2024 15:53:47 +0000
Post From: Unmanaged Automated Trading not working
| [2023-08-08 09:40:57] |
| User538264 - Posts: 26 |
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Here is a simple example code I am using to demonstrate this. It takes a long entry with 2 lots when there are two consecutive green bars printed on chart and places a limit sell order with 3 qty as soon as the entry is taken. I am also attaching a picture of the chart including the service log. You can see that as soon as I place the sell order, the position is flattened first and then the 3 lot sell order is placed. https://www.sierrachart.com/image.php?Image=1691487560369.png int32_t PlaceMarketEntry(SCStudyInterfaceRef sc, SCString longShort, int qty, SCString OrderTag) { s_SCNewOrder NewOrder; NewOrder.OrderQuantity = qty; NewOrder.OrderType = SCT_ORDERTYPE_MARKET; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.TextTag = OrderTag; if (longShort == "BUY") sc.BuyOrder(NewOrder); else sc.SellOrder(NewOrder); SCString msg; msg.Format("Market order with qty %d", qty); sc.AddMessageToLog(msg, 1); return NewOrder.InternalOrderID; } int32_t PlaceLimitEntry(SCStudyInterfaceRef sc, SCString longShort, int qty, double EntryPrice, SCString OrderTag) { s_SCNewOrder NewOrder; NewOrder.OrderQuantity = qty; NewOrder.OrderType = SCT_ORDERTYPE_LIMIT; NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; NewOrder.TextTag = OrderTag; NewOrder.Price1 = EntryPrice; if (longShort == "BUY") sc.BuyOrder(NewOrder); else sc.SellOrder(NewOrder); SCString msg; msg.Format("Limit order - price %.02f with qty %d", EntryPrice, qty); sc.AddMessageToLog(msg, 1); return NewOrder.InternalOrderID; } SCSFExport scsf_aza_testBothSidePosition(SCStudyInterfaceRef sc) { SCString scriptName = "testBothSidePosition"; if (sc.SetDefaults) { sc.GraphName = scriptName; sc.GraphRegion = 0; //Main chart region sc.AutoLoop = 1; sc.MaximumPositionAllowed = 500; sc.AllowMultipleEntriesInSameDirection = true; sc.AllowOppositeEntryWithOpposingPositionOrOrders = true; sc.CancelAllOrdersOnEntriesAndReversals = false; sc.CancelAllWorkingOrdersOnExit = false; sc.AllowEntryWithWorkingOrders = true; sc.AllowOnlyOneTradePerBar = false; sc.SupportReversals = true; sc.MaintainTradeStatisticsAndTradesData = true; return; } if (sc.IsFullRecalculation && sc.Index == 0) sc.ClearAllPersistentData(); s_SCPositionData PositionData; sc.GetTradePosition(PositionData); if (sc.Close[sc.Index] > sc.Close[sc.Index - 1] && sc.Close[sc.Index - 1] > sc.Close[sc.Index - 2] && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED && !sc.IsFullRecalculation) PlaceMarketEntry(sc, "BUY", 2, scriptName); if (PositionData.PositionQuantity != 0 && !PositionData.WorkingOrdersExist) { PlaceLimitEntry(sc, "SELL", 3, sc.Close[sc.Index] + 10 * sc.TickSize, scriptName); } } Date Time Of Last Edit: 2023-08-08 09:44:33
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