TIF, stop orders, ...

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sam028
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TIF, stop orders, ...

Postby sam028 » 17 Oct 2012

Maybe a silly question, but as I'm a bit stuck with it...

I have something like this:

Code: Select all

protected override void Create() {
            buy_stop   = OrderCreator.Stop(new SOrderParameters(Contracts.Default, "Buy Stop", EOrderAction.Buy , OrderExit.FromAll));
...

protected override void CalcBar(){
if (my condition == true) {
  buy_stop.Send(MyStopPrice, 1);
}


But this order seems to be valid only during this bar.
So, how to keep this stop order alive, let's say with GTC as its TIF ?

Thx

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Henry MultiСharts
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Re: TIF, stop orders, ...

Postby Henry MultiСharts » 18 Oct 2012

Hello sam028,

All orders generated in auto trading live only until the end of the bar they were sent.
In order to keep the order active at the broker it should be generated on each bar.
In order to cancel the order you need to stop sending it.
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