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06-04-2009, 11:18 AM
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Issues with limit orders...
I'm having some issues with Limit Orders where they keep changing as the market keeps moving... I have it set that its liveUntilCancelled, but still seem to be having issues...
SHORTS.... Code:
if (some condition is met)
{
EnterShortLimit(0, true, DefaultQuantity, GetCurrentAsk() + 2 * TickSize, "ShortA");
EnterShortLimit(0, true, DefaultQuantity, GetCurrentAsk() + 3 * TickSize, "ShortB");
EnterShortLimit(0, true, DefaultQuantity, GetCurrentAsk() + 4 * TickSize, "ShortC");
}
Code:
if (some condition is met
{
EnterLongLimit(0, true, DefaultQuantity, GetCurrentBid() - 2 * TickSize, "LongA");
EnterLongLimit(0, true, DefaultQuantity, GetCurrentBid() - 3 * TickSize, "LongB");
EnterLongLimit(0, true, DefaultQuantity, GetCurrentBid() - 4 * TickSize, "LongC");
}
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