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Post From: scale in question 3

[2015-04-24 04:01:27]
[Go To First Post]
onnb - Posts: 662
I have an ACSIL trading system that has sc.SupportTradingScaleIn = 1;

I am seeing something strange.

I submit a market order with attached stop and then I submit a limit order with attached stop. When the limit order gets filled, the stop order increments and all is working fine.

Now I have another case where the first order submitted is a limit order. So in this case, I submit a limit order with attached stop that gets filled. Then there is a second limit order with attached stop that gets filled. In this case a separate stop order is created.

Any ideas why?

For what its worth, the order creation code posted below so you can see how the order properties are set.

void TradeBase::InitMarketOrder(SCStudyGraphRef sc, float stop_price, s_SCNewOrder &order)
{
  int quantity = GetMarketOrderQuantity(sc);
  order.OrderType = SCT_MARKET;
  order.OrderQuantity = quantity;
  order.Stop1Price = stop_price;
}

void TradeBase::InitLimit1Order(SCStudyGraphRef sc, float stop_price, s_SCNewOrder &order)
{
  int quantity = GetLimit1OrderQuantity(sc);
  float price = GetLimit1Price(sc);

  order.OrderType = SCT_LIMIT;
  order.OrderQuantity = quantity;
  order.Price1 = price;
  order.Stop1Price = stop_price;
}

void TradeBase::InitLimit2Order(SCStudyGraphRef sc, float stop_price, s_SCNewOrder &order)
{
  int quantity = GetLimit2OrderQuantity(sc);
  float price = GetLimit2Price(sc);

  order.OrderType = SCT_LIMIT;
  order.OrderQuantity = quantity;
  order.Price1 = price;
  order.Stop1Price = stop_price;
}