Support Board
Date/Time: Mon, 23 Dec 2024 09:41:16 +0000
Post From: s_SCNewOrder::MaximumChase
| [2015-09-14 18:51:38] |
| User35525 - Posts: 181 |
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Thanks; is there a mispricing issue if using limit chase and ACSIL, and bracket OCO's at CTS? Please find attached my trade activity log (please see today's orders, 09-14). The successful orders used parent order type "SCT_LIMIT", but extremely large prices are seen when using the below chase code, so that price1=21474835.99 and price2=-21474835.99. int EnterBuyBracket(double Price, int size, SCStudyGraphRef sc) { s_SCNewOrder NewOrder; NewOrder.OrderQuantity= size; NewOrder.OrderType= SCT_ORDERTYPE_LIMIT_CHASE; NewOrder.MaximumChaseAsPrice= Price + 8*sc.TickSize; NewOrder.Target1Price= Price + 10*sc.TickSize; NewOrder.AttachedOrderTarget1Type= SCT_ORDERTYPE_MARKET_IF_TOUCHED; NewOrder.Stop1Price= Price - 8*sc.TickSize; NewOrder.AttachedOrderStop1Type= SCT_ORDERTYPE_STOP; int Result= sc.BuyEntry(NewOrder); if (Result > 0) return sc.Index; return -1; } and that was called with: int r= EnterBuyBracket(sc.Ask,1,sc); Note, at Global Settings --> General Trade Settings, "Adjust attached orders to maintain same offset on parent fill" is UNCHECKED, and "Use Server-side OCO and Bracket Orders" is CHECKED, which may both be necessary for server-side bracket OCO's so that SC doesn't try to manage the order quantity? Date Time Of Last Edit: 2015-09-14 19:25:03
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