Built in stop orders, do I need Intrabar Order Generation?  [SOLVED]

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tozwp
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Built in stop orders, do I need Intrabar Order Generation?

Postby tozwp » 05 Jun 2014

Coding a strategy and am unclear whether or not I need to enable intrabar order generation. The entry should be fine without it but I'd like to adjust the stops based on the maximum favorable excursion from the entry price. I'm calculating the MFE with this: If MP = 1 then MFE = Iff(c > MFE, c, MFE);
I then adjust the values in the SetBreakEven stop and the SetPercentTrailing based on the MFE. I'm thinking that the MFE will only update at the end of the bar with IOG off but I'm not sure that this is correct. If it that is the case, is there another way to reference the price on every tick without IOG enabled so that the stops can be adjusted? The built in trade engine keeps track of every tick so that it can send these orders intrabar therefore I hope there is a way to access them so that the stop values can be changed on each tick.

Thanks

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Henry MultiСharts
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Re: Built in stop orders, do I need Intrabar Order Generatio  [SOLVED]

Postby Henry MultiСharts » 05 Jun 2014

tozwp, is you need to update the variable on each tick - you need to have IOG = On for this signal.


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