Hi there,

after reading the above, I have a couple of questions relating to the 1000 order limit in 24 hours.

1: – If a system places a buy order for 100 contracts – this is 1 order – and not 100 separate orders for each contract, right?? Conversely, if you have a “set target profit” for these 100 contracts, that then too is only 1 order – and not 100?

Have read this https://www.prorealcode.com/topic/cumulate-orders-and-stops-targets/ and have understood that each order is governed by a set list of stops/targets/exits that is then assigned to it – it is not just averaged out over all of them.

Just don’t know if each contract has an order, or if each order controls X number of contracts assigned to it when the trade was initially entered into. Got a feeling its the latter and not the former – just checking.

2: – Lets say I have a strategy that is both long/short. The strategy has both set target profit for long and short – as follows below:

My question is this – let’s say the strategy goes long – so it then uses the longonmarket set target profit function. Will PRT then “see” the order for the shortonmarket set target profit function? So in a long situation, will the above lines of code have taken 1 – or 2 – orders out of the 24 hour 1000 order  limit? The reason for this question again is I’m just trying to work out the details so I may possibly not go over the 24 hour 1000 order limit.

3: – Does backtesting implement/stick to this 1000 order limit for 24 hours? So if I do a backtest that is programmed to do say 2000 orders in 24 hours, would it then fail/not work/show this 1000 order limitation?

4: – Ziad said above in post #76405 that he had a system stoppage at approx 900 orders. Can I safely assume that I have the full 1000 orders to work with – or is it some number that is arbitrarily smaller than this due to changing system/market constraints?

These questions may seem a bit absurd, but for an accumulating orders system where you can possibly get a controlled buildup of orders from trades not being exited then the above questions become important if you don’t want to be forced out of the market.

Many thanks for your help,

Finning.