Support Board
Date/Time: Mon, 23 Dec 2024 06:47:53 +0000
Post From: SuppotReversals with limit order question
| [2014-12-21 22:18:11] |
| onnb - Posts: 662 |
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I have: 1. SupportReversals = 1 2. CancelAllOrdersOnEntriesAndReversals = 1 3. Using Limit orders 4. Using OCO's target/price through ACSIL (not trade window) have a couple of questions: 1. When reversal happens original OCO's are canceled and new limit order is placed. I.e., exit orders from original trade are canceled before the new order limit order gets filled. I saw this mentioned in the docs I think and see this in the trade log. Just want to double check this is intended behavior as it seems quite strange. 2. Say I am short 1 with oco orders to exit. I have a reversal to go long 1. New order is placed for 2 contracts but so are the new OCO's (they are also quantity 2). So when new limit order gets filled, I am long one but my exit orders are quantity of 2. I expect to have OCO qty of 1. Does this make sense? |