Accumulated Limit orders and Stop orders

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  • 03/16/2017 at 12:03 PM #28750 quote
    Elsborgtrading
    Participant
    Veteran

    Hi.

    If I have a Proorder strategy that accumulates one order a day- lets say for a period of 3 days, and I manual places 3×1 position’s stop orders- each with different price – how are the position stopped the first to last added or last to first?

    (Force open disabled)

    cheers Kasper

    03/16/2017 at 4:58 PM #28773 quote
    Joachim Nilsson
    Participant
    Average

    I don´t think it´s possible with partial closing…

    03/16/2017 at 5:12 PM #28778 quote
    Nicolas
    Keymaster
    Master

    Stopped by what?

    03/16/2017 at 5:59 PM #28784 quote
    GraHal
    Participant
    Master

    You could only stop the Strategy by placing a manual stop and so all 3 orders would be closed??

    If manual trading with 3 x 1 lots positions and I set 3 stops (not directly associated with the 3 x 1 open trades) then the open trades are stopped ‘first to last’.

    Mostly though I right click on the open trade and set up an ‘associated stop’ to close that linked trade.

    GraHal

    03/16/2017 at 7:45 PM #28798 quote
    Elsborgtrading
    Participant
    Veteran

    @ Joachim- you are right if the orders are placed at the same time- But if orders are accumulated. they can be closed individually- but still as a basket. 3 positions at 9:00 and 3 positions at 10:00- can be closed as 3 positions at whatever you want, and after that the next 3 when ever you want.

    if an automated strategy places a market buy order- and I manually places a Stop order above the price. Once reached- the Market buy order is cancelled- right? I remember you had this behaviour as a problems when manually trading in the same market as your Proorder, Grahal. your opposite orders closed your automated strategy position- because force open was disabled 🙂

    So I was thinking if I accumulated 3 orders in which order will they be closed?

    I made a test of it manually. placed 1+1+1 buy order, and then hit the sell botton 3 times. it was first in- first out- so I guess it also apply on automated strategy.

    Cheers Kasper

    03/16/2017 at 8:30 PM #28802 quote
    alwaysauhn
    Participant
    Average

    I don’t know which would be stopped first. However, if you would like to hardcode something would it perhaps be possible to use TradePrice(n) in conjunction with a FOR loop?

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Accumulated Limit orders and Stop orders


ProOrder: Automated Strategies & Backtesting

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Elsborgtrading @elsborgtrading Participant
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This topic contains 5 replies,
has 5 voices, and was last updated by alwaysauhn
8 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/16/2017
Status: Active
Attachments: No files
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