Hi,
I noticed something tonight that I've not noticed MC doing before, that is the stoploss price on a number of commodities is fluctuating up and down with the commodity price. It seems to be maintaining a buffer of a certain number of points away from the last trade price.
In the Orders page the stop price is changing but the order is shown as sent but it does not cancel and create a new order. It shows the same generation time but the stop is frequently changing. The change is appearing in TWS. It does seem quiet strange for it to be doing this. Have I got some settings wrong somewhere?
Cheers
David
Stops fluctuating dynamically with last trade price. [SOLVED]
- Henry MultiСharts
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Re: Stops fluctuating dynamically with last trade price.
Hello David,
Please provide a sample code and workspace you are using for reproducing this behavior.
Please provide a sample code and workspace you are using for reproducing this behavior.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Stops fluctuating dynamically with last trade price. [SOLVED]
The problem was that the price in the code is being calculated and the order is modified according to the price because of IOG mode on on some charts. On the other charts IOG was off->no intrabar calculation and order modification.