Hello,
I can't figure out how to manage OCO grouping.
Let's say I have a few Priced Order, like a couple stops, a buy over price and a sell below.
I would like, once on of the two is triggered, the other to be cancelled.
I know I could manually code this, but only for the case the two are triggered in two different bars.
What if the two orders get triggered in the same bar? With either In-Bar price movement assumptions or Bar Magnifier MC has the information it needs to know which one to open and which one to cancel.
Is there a way to tell MC that the two orders you are sending this bar, and that might be executed in the next bar, are an OCO group?
Thanks guys!!
OCO Grouping
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Re: OCO Grouping
Hello ManuelVene,
All orders generated on the same calculation are in the OCO group. At the moment you cannot explicitly control the OCO group. In backtesting once one order is filled the other will be cancelled. Same goes for the realtime trading, but there is a chance that both orders can be filled in case they are too close to the execution price.
All orders generated on the same calculation are in the OCO group. At the moment you cannot explicitly control the OCO group. In backtesting once one order is filled the other will be cancelled. Same goes for the realtime trading, but there is a chance that both orders can be filled in case they are too close to the execution price.