Support Board
Date/Time: Sun, 09 Mar 2025 20:50:25 +0000
[Programming Help] - Orders not Cancelling (fast replay) + Checking if existing working order or filled order
View Count: 686
| [2022-03-12 09:55:07] |
| SelimEker - Posts: 13 |
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Hi everyone ! I know asking for programming might not be really popular here. But i need your input on this bit of code that I use to cancel my orders. This bit of code seems to have some problem, whenever i do a replay at high speed. Any ideas why ? Subgraph_BuyFill is basically saying if the Buy Conditions are filled (if == 1) ActiveScalpPresent is a bool (global variable that i use to say if I have already entered a position. The rest is self explanatory i imagine. Also. Any ideas on how to check (programatically) whether there is already an order (that is placed (not filled) or in the market until exited) instead of using my global variable ? if (EnabledCancel.GetYesNo()) { s_SCTradeOrder ActiveScalpBuyOrder; sc.GetOrderByOrderID(BuyInternalOrderID, ActiveScalpBuyOrder); if ((Subgraph_BuyFill[sc.Index] != 1) && sc.GetBarHasClosedStatus() == BHCS_BAR_HAS_CLOSED && ActiveScalpPresent == true && sc.GetOrderByOrderID(BuyInternalOrderID, ActiveScalpBuyOrder) != SCTRADING_ORDER_ERROR && ActiveScalpBuyOrder.OrderStatusCode != SCT_OSC_FILLED) { sc.CancelOrder(BuyInternalOrderID); ActiveScalpPresent = false; SCString DataString; DataString.Format("Buy Order Canceled due to condition changed, Scalp Is Available to use Now !"); sc.AddMessageToLog(DataString, 1); } } Date Time Of Last Edit: 2022-03-12 09:55:39
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| [2022-03-12 10:21:03] |
| User431178 - Posts: 612 |
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Any ideas on how to check (programatically) whether there is already an order (that is placed (not filled) or in the market until exited) instead of using my global variable ?
Did you consider using trade position information? Automated Trading From an Advanced Custom Study: Getting Trade Position Data This bit of code seems to have some problem, whenever i do a replay at high speed. Any ideas why ?
Not a solution, but you could add some debug logging to the cancel order function and see what the error code is. auto result = sc.CancelOrder(BuyInternalOrderID); if (result < 0) sc.AddMessageToTradeServiceLog(sc.GetTradingErrorTextMessage(result), 0, 1); else { ActiveScalpPresent = false; SCString DataString; DataString.Format("Buy Order Canceled due to condition changed, Scalp Is Available to use Now !"); sc.AddMessageToLog(DataString, 1); } |
| [2022-03-12 10:40:56] |
| SelimEker - Posts: 13 |
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Thank you for the prompt answer ! Did you consider using trade position information? Automated Trading From an Advanced Custom Study: Getting Trade Position Data I have looked into it sometime ago but i was confused on the quantity side of things as sell orders are -1 and that there is also the attached orders that can or doesn't count. I think i will have to check it out again :) Not a solution, but you could add some debug logging to the cancel order function and see what the error code is.
I will check this out ! I think the issue might be related to the global variable as well.. |
| [2022-03-12 15:27:39] |
| 1+1=10 - Posts: 270 |
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Hi SelimEker, Backtesting and replays in SC can be tricky. I don't use that functionality so sadly can't provide must help. But as to your other concern: Also. Any ideas on how to check (programatically) whether there is already an order (that is placed (not filled) or in the market until exited) instead of using my global variable ?
Yes, User431178's idea of using trade position data is most ideal. You want something like this: s_SCPositionData position_data; sc.GetTradePosition(position_data); // CANCEL BUY OR SELL ORDERS if (position_data.NonAttachedWorkingOrdersExist) { s_SCTradeOrder entry_order; if ( sc.GetOrderByOrderID (scalp_entry_order_id, entry_order) != SCTRADING_ORDER_ERROR && entry_order.FilledQuantity < entry_order.OrderQuantity && IsWorkingOrderStatusIgnorePendingChildren(entry_order.OrderStatusCode) ) { // This strategy canceled entry buy limit orders as soon as the bid price // was > 2 ticks above our buy limit order price. You could modify the // the cancellation reason(s) below: bool should_cancel_buy_trade = entry_order.BuySell == BSE_BUY && (last_bid_price - entry_order.Price1 > 1.9 * sc.TickSize); bool should_cancel_sell_trade = entry_order.BuySell == BSE_SELL && (entry_order.Price1 - last_asl_price > 1.9 * sc.TickSize); if (should_cancel_buy_trade || should_cancel_sell_trade) { sc.CancelOrder(scalp_entry_order_id); } } } |
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