Dear Josh! Thank you for your help!
May be someone has an idea of how to code this type of strategy with multiple limit orders?
Search found 8 matches
- 15 Jun 2020
- Forum: MultiCharts
- Topic: Multiple Limit Orders
- Replies: 8
- Views: 1845
- 09 Jun 2020
- Forum: MultiCharts
- Topic: Multiple Limit Orders
- Replies: 8
- Views: 1845
Re: Multiple Limit Orders
Sorry for confusing you. English is not my native language. Will try to explain again. 1st bar opening price is 100. We buy 200 shares @ 100 at bar opening and place a limit order @ (100+2.5%) = 102.5 . This bar high was < 102.5 and this bar closing price is 98. So limit order remains unfilled. 2nd ...
- 09 Jun 2020
- Forum: MultiCharts
- Topic: Multiple Limit Orders
- Replies: 8
- Views: 1845
Re: Multiple Limit Orders
Dear JoshM! Thank you for your help. This one works better BUT it is not working as it should... Your code also "recalculates" the previous limit orders closing price... All I want to get is: if I place a limit order - the system "remembers" its closing price and doesn't change it... until it reache...
- 06 Jun 2020
- Forum: MultiCharts
- Topic: Multiple Limit Orders
- Replies: 8
- Views: 1845
Re: Multiple Limit Orders
Thank you for your response. Yes I think you are right. I've made another screenshot with price axes. BUT I thought that as soon as a limit order is placed its closing price doesn't change... So each limit order I place must have it's own closing price which is not recalculating on every future bar....
- 06 Jun 2020
- Forum: MultiCharts
- Topic: Multiple Limit Orders
- Replies: 8
- Views: 1845
Multiple Limit Orders
My strategy (not for autotrading - just backtesting) needs the following functionality: Daily Chart 1. Buy a number of shares at the opening. 2. Place a sell limit order at the price of (opening + 2.5% ). 3. Do the same operation every day bar. It is assumed that the limit orders placed are in force...
- 15 May 2020
- Forum: MultiCharts
- Topic: Simulate MOO (Market on Open) / OPG Market Order
- Replies: 7
- Views: 2132
Re: Simulate MOO (Market on Open) / OPG Market Order
Anyway thank you, TJ, for your help.
I found an old feature request for this type of order. It is really must-have feature for those who trade using Daily charts.
Here you can vote for it: https://www.multicharts.com/pm/public/m ... es/MC-1754
I found an old feature request for this type of order. It is really must-have feature for those who trade using Daily charts.
Here you can vote for it: https://www.multicharts.com/pm/public/m ... es/MC-1754
- 15 May 2020
- Forum: MultiCharts
- Topic: Simulate MOO (Market on Open) / OPG Market Order
- Replies: 7
- Views: 2132
Re: Simulate MOO (Market on Open) / OPG Market Order
Thank you TJ. I think it is the most simplest way to simulate such type of orders. I will definitely try it. However I doubt that the price I'll get in real market will exactly match "the first printed price". It may work on high-liquidity instruments with no guarantee of course. Just for informatio...
- 14 May 2020
- Forum: MultiCharts
- Topic: Simulate MOO (Market on Open) / OPG Market Order
- Replies: 7
- Views: 2132
Simulate MOO (Market on Open) / OPG Market Order
Hello everyone, My automated trading strategy (IB is my broker) needs to place orders at market opening so that the order fills when the main trading session starts. At Interactive Brokers it is called market OPG order. I know that this type of order is not supported (really useful feature BTW) but ...