Support Board
Date/Time: Fri, 10 Jan 2025 04:52:18 +0000
[Programming Help] - Stop Limit Order
View Count: 1701
| [2016-08-19 04:03:13] |
| Netz - Posts: 19 |
|
Hello. I'm trying to enter a buy or sell order several ticks below/above the signal bar close. For example, If I get a sell signal, have a sell stop order to enter several ticks above the signal bar close. Is this how it is done in ASCIL? if (BAR SIGNAL) // Enter buy when long signal is formed. { s_SCNewOrder NewOrder; NewOrder.OrderType = SCT_ORDERTYPE_STOP_LIMIT; NewOrder.Price1 = sc.Close[sc.Index] - 4 * sc.TickSize; } if (BAR SIGNAL) // Enter sell when short signal is formed. { s_SCNewOrder NewOrder; NewOrder.OrderType = SCT_ORDERTYPE_STOP_LIMIT; NewOrder.Price1 = sc.Close[sc.Index] + 4 * sc.TickSize; } |
| [2016-08-21 21:36:08] |
| Netz - Posts: 19 |
|
Hello. I tested and the stop limit orders seem to work here. I have another related question, Thanks in advance for your help. A system that I am working on, I'm having problems cancelling orders. I modified the auto retracement study (manual looping). I am able to place the stop limit order for entry at NewOrder.Price1. I am having a problem cancelling the order after x bars. I copied code from the tradingsystems.cpp that seems to do this, but it's not working. I think I also read somewhere on your site that some cancel orders may have issue when not autoloop =1. Can you explain how I can cancel the open stop limit order? This is what I have and it's not working. I tried with just sc.CancelOrder(r_InternalOrderID) and now I added it to modifyorder. I also tried cancel all and flattencancelall. else if (r_InternalOrderID != 0)
{ s_SCTradeOrder ExistingOrderDetails; if (sc.GetOrderByOrderID(r_InternalOrderID, ExistingOrderDetails)) { //If original submitted order is still working. if (IsWorkingOrderStatus(ExistingOrderDetails.OrderStatusCode)) { //When 1 new bar is added to chart since the original order submission if (r_PerformedOrderModification == 0 && sc.Index >= r_BarIndexOfOrder + 3) { //Modify the order s_SCNewOrder ModifyOrder; ModifyOrder.InternalOrderID = r_InternalOrderID; ModifyOrder.Price1 = sc.CancelOrder(r_InternalOrderID); if (sc.ModifyOrder(ModifyOrder) > 0) r_PerformedOrderModification = 1; } //When 2 new bars added to chart since the original order submission else if (sc.Index >= r_BarIndexOfOrder + 9) { //Cancel the order sc.FlattenAndCancelAllOrders(); } } } |
| [2016-08-21 23:20:25] |
| Netz - Posts: 19 |
|
Hi. Please disregard it all. I figured it out. Add the bar index order at the neworder area. It was all in the tradingsystem.cpp Now I just have to figure out how to reset. |
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