Hi,
After many many hours of testing and debugging a auto trading monky I am working on I have noticed that if I exit a position the strategy initially entered for me it does not seem to see that the MarketPosition is now flat and attempts to close it when a trigger comes. Is there a way to force the strategy to first look at the current position and if it is indeed flat then cancel the last trade sequence ?
Thanks
Auto trading Question
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- Posts: 173
- Joined: 25 Aug 2007
Hi Super,
My exit is done thru using the 3rd party DLL from TWSLINK which allows a immediate exit from a strategy and does not have to wait for a bar to close or the open of the next bar. That is the issue I am trying to work around. When my condition fires I want to exit immediately at market, and not at the close or open of the next bar.
Thanks
My exit is done thru using the 3rd party DLL from TWSLINK which allows a immediate exit from a strategy and does not have to wait for a bar to close or the open of the next bar. That is the issue I am trying to work around. When my condition fires I want to exit immediately at market, and not at the close or open of the next bar.
Thanks
You can use IntrabarOrderGeneration feature of MC to achive what you are trying to do. with IOG you can trigger orders withing a bar and so you need not wait for bar to close.
I don't know much about TWSLink, but if it similar to Dynaorder then you have to control the order execution within your powerlanguage code-you can not use the Auto trade features of MC at the same time.
I don't know much about TWSLink, but if it similar to Dynaorder then you have to control the order execution within your powerlanguage code-you can not use the Auto trade features of MC at the same time.