futures: your orders are not connected by condition “one cancels the other”

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02/07/2024 at 2:32 PM #227567 quote
justisan
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Junior
…an update here, since I decided to push this topic to the end, after receiving some meaningless comments and “help” links from several PRT colleagues. so opened a ticket and shared the code of some simple algo with pricise example of the issue. outcome/feedback, finally from some seemingly expert of PRT:

if one triggers exit orders by “set stop” and “set target” commands, they are working “like” orders connected by OCO condition. “like” means: OCO codition is maintained on PRT side – so not on the broker’s or exchange’s side.

my conclusions:
1. if PRT happens to fail, one still might be at risk (on my question if PRT plans to implement OCO condition on broker’s side there was no clear “yes” answer, just “we will…”)
2. @JS you are or you have been PRT employee ? 😀 (this I conclude reading multiple of your posts and getting some kind an impression of exceptionally deep knowledge on how PRT works…)
best regards

justisan, aka “hobby detective”
02/07/2024 at 3:54 PM #227585 quote

JS
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Senior

Hi Justisan,

No affiliation with PRT just a deep interest in how to lose money with auto trading… 😉

I do have a technical background, technical engineer, with some experience in DSP…
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futures: your orders are not connected by condition “one cancels the other”

ProOrder: Automated Strategies & Backtesting

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justisan @justisan Participant

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This topic contains 16 replies,
has 4 voices, and was last updated by JS
2 years ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	12/21/2023
Status:	Active
Attachments:	10 files

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