I am using 5 minute bars to trigger a limit order. If that order is not filled within the next 5 minutes the order is canceled.
How do I prevent that order from being canceled until it is either filled or a new trigger creates a new order?
Keeping Limit Orders Active After New Bar
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- Dave Masalov
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Re: Keeping Limit Orders Active After New Bar
Dear flipflopper,
If the order is not filled within specified bar, it is canceled, unless exactly the same order (quantity and price) is sent on the next bar (then the order is not cancelled and stays active at broker).
If you want to prevent the order from being canceled you need to send exactly the same order on the next bar.
If the order is not filled within specified bar, it is canceled, unless exactly the same order (quantity and price) is sent on the next bar (then the order is not cancelled and stays active at broker).
If you want to prevent the order from being canceled you need to send exactly the same order on the next bar.
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Re: Keeping Limit Orders Active After New Bar
if condition =true then buy next bars at XXX limit:
(if condition is true when bars is close then order is send for next bars.....)
jo
(if condition is true when bars is close then order is send for next bars.....)
jo
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