Support Board
Date/Time: Tue, 15 Apr 2025 13:43:34 +0000
Target1Offset vs Stop1Offset with SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS
View Count: 47
| [2025-04-03 11:03:38] |
| samlok43 - Posts: 5 |
|
Hello I am submitting a market order as main order and I am attaching two orders, I am using SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS as an attached order (SL1), and a Limit order (TP1); where SL1 and TP1 are predefined variables by study. I see conflict in documentation and example from TradingSystem.cpp Documentation in Order Type Constants states: SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS: When used as an Attached Order, the initial offset is specified by s_SCNewOrder::Target1Offset. The trigger offset is specified by s_SCNewOrder::AttachedOrderStop1_TriggeredTrailStopTriggerPriceOffset. The trailing offset is specified by s_SCNewOrder::AttachedOrderStop1_TriggeredTrailStopTrailPriceOffset However the example from the cpp shows //s_SCNewOrder NewOrder; //NewOrder.OrderQuantity = 1; //NewOrder.OrderType = SCT_ORDERTYPE_MARKET; ////NewOrder.Price1 = 0; //NewOrder.Target1Offset = 20 * sc.TickSize; //NewOrder.TimeInForce = SCT_TIF_GOOD_TILL_CANCELED; //NewOrder.AttachedOrderStop1Type = SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS; //NewOrder.Stop1Offset = 20 * sc.TickSize; //NewOrder.AttachedOrderStop1_TriggeredTrailStopTriggerPriceOffset = 10 * sc.TickSize; //NewOrder.AttachedOrderStop1_TriggeredTrailStopTrailPriceOffset = 5 * sc.TickSize; //sc.BuyEntry(NewOrder, sc.ArraySize - 1); Issue is that documentation states we use Target1Offset for initial offset but this is used as Limit in example. A separate Stop1Offset is used in example for the initial offset. Can you please provide clarification as to the best way to structure Market order with an attached Limit order and an attached SCT_ORDERTYPE_TRIGGERED_TRAILING_STOP_3_OFFSETS while both are part of same OCO group? Thanks |
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