Hello-
I am using AA automation.
Not using IOG.
Is there a way to keep a limit order alive after the bar closes when there is a partial fill?
Using SA I know this is possible but I would prefer to use AA.
Thank you
Limit entry order cancelled after partial fill
-
- Posts: 224
- Joined: 16 Oct 2011
- Has thanked: 66 times
- Been thanked: 20 times
- Polly MultiCharts
- Posts: 218
- Joined: 20 Jul 2022
- Has thanked: 1 time
- Been thanked: 59 times
Re: Limit entry order cancelled after partial fill
Hello waveslider,
In AA mode Limit order will be active after the bar closes if your scripts generated the same set of orders at the close of the bar as before.
In MultiCharts orders are supposed to be canceled automatically if the conditions for sending an order specified in your script are not met.
The strategy is calculated on each bar and if the order meets the conditions, it is sent. If the order doesn’t meet the conditions, it is canceled. The same procedure is repeated each bar.
The orders without conditions will be canceled automatically when the bar closes and sent again when the next bar opens, so it will look like they have not been canceled at all.
In AA mode Limit order will be active after the bar closes if your scripts generated the same set of orders at the close of the bar as before.
In MultiCharts orders are supposed to be canceled automatically if the conditions for sending an order specified in your script are not met.
The strategy is calculated on each bar and if the order meets the conditions, it is sent. If the order doesn’t meet the conditions, it is canceled. The same procedure is repeated each bar.
The orders without conditions will be canceled automatically when the bar closes and sent again when the next bar opens, so it will look like they have not been canceled at all.
-
- Posts: 224
- Joined: 16 Oct 2011
- Has thanked: 66 times
- Been thanked: 20 times
Re: Limit entry order cancelled after partial fill
Thanks Polly,
If, for example using AA, the code is:
buy ("Entry1") 10 contracts next bar 200 limit;
And 3 contracts are filled, would the order then be cancelled at the next bar since "Entry1" already has entered contracts?
If, for example using AA, the code is:
buy ("Entry1") 10 contracts next bar 200 limit;
And 3 contracts are filled, would the order then be cancelled at the next bar since "Entry1" already has entered contracts?
- Polly MultiCharts
- Posts: 218
- Joined: 20 Jul 2022
- Has thanked: 1 time
- Been thanked: 59 times
Re: Limit entry order cancelled after partial fill
waveslider,
You might try enabling the Partially Filled Orders Replacement option in Format->Strategy Properties->Auto Trading tab. When these options are enabled the unfilled part of partially filled price order will be canceled and the remainder will be converted into a market order when the specified timeout is exceeded, or upon bar close.
For more info about it please see this page.
You might try enabling the Partially Filled Orders Replacement option in Format->Strategy Properties->Auto Trading tab. When these options are enabled the unfilled part of partially filled price order will be canceled and the remainder will be converted into a market order when the specified timeout is exceeded, or upon bar close.
For more info about it please see this page.