I've looked and can't find any literature on the following. Any advice would be much appreciated.
When I get partfilled, corresponding OCO orders (stop+target) do not get submitted until I'm completely filled.
I would like a partfill to trigger OCO orders corresponding to the partfill size.
Currently, in my code OCO's get submitted once ....
Code: Select all
if postradeisopen(0,counter) then if postradeentryname(0,counter)="entryname0" then arraypositiontracker[1]=1;
How else might I 1) detect a given position relating to a specific entryname is open AND 2) have OCOs submitted with size corresponding to the size filled, whether partial or complete?
Thanks