junkone
12-26-2008, 03:37 AM
I have my trailing stop getting fired from onExecution
ExitLongStop( highestHigh-ATRValue, SIGNALZLREXIT_TRAIL, entryorder.FromEntrySignal);
my entry order gets executed in 2 fills. however my exit has the quantity of the last fill only. why is this happening.
InstrumentActionOrder TypeQtyLimitStopStateFilledAvg PriceRemainingNameOCOTIFGTDAccountConnectionIDStra tegy IDTokenTimeIncreaseDecreaseCancelUSDCHFSellStop450 1.0379Accepted0045ZLR_EXIT_TRAIL_STOPGtcSim101Simu lated Data Feedb56f42d757b54e0c9261b1e38d704a0dTradeCommander Strategyb56f42d757b54e0c9261b1e38d704a0d########+-XUSDCHFBuyMarket0.01M00Filled0.01M1.01350ZLR_ENTRY GtcSim101Simulated Data Feed4bf4feee741f4991a0388918c2ff99e9TradeCommander Strategy4bf4feee741f4991a0388918c2ff99e9########+-X
ExitLongStop( highestHigh-ATRValue, SIGNALZLREXIT_TRAIL, entryorder.FromEntrySignal);
my entry order gets executed in 2 fills. however my exit has the quantity of the last fill only. why is this happening.
InstrumentActionOrder TypeQtyLimitStopStateFilledAvg PriceRemainingNameOCOTIFGTDAccountConnectionIDStra tegy IDTokenTimeIncreaseDecreaseCancelUSDCHFSellStop450 1.0379Accepted0045ZLR_EXIT_TRAIL_STOPGtcSim101Simu lated Data Feedb56f42d757b54e0c9261b1e38d704a0dTradeCommander Strategyb56f42d757b54e0c9261b1e38d704a0d########+-XUSDCHFBuyMarket0.01M00Filled0.01M1.01350ZLR_ENTRY GtcSim101Simulated Data Feed4bf4feee741f4991a0388918c2ff99e9TradeCommander Strategy4bf4feee741f4991a0388918c2ff99e9########+-X