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Hi,
I sent the following email to support for this question I did get
[#18394] as the ticket number, however there is no closure on this.
Hence, I ask the list for help. Any info is appreciated.
[QUOTE]
I am trying to implement a system using Good Till Cancel type STOP
order (GTC Stop) to enter/exit the market.
EOD system, with trade delays of at least 1 for all orders (Note:
this delay is unknown when a entry/exit signal occurs)
Use Apple Computer (AAPL) as an example.
12/3/04 - SELL signal, I placed an order to sell AAPL @ LOW - 0.02
(61.73) GTC Stop
12/4/04 - Since the low of the day is 62.95, there is no execution.
12/21/04 - There was NO price that has been lower than 61.73 before
today, hence the 12/3/04 SELL order is NOT executed until today which
finally has a low of 61.6 which is the first day after 12/3/04 that
has a price lower than 61.73
12/22/04 - BUY signal, to buy AAPL @ HIGH + 0.02 (64.38) GTC Stop
12/23/04 - NO execution, as the daily high is lower than 64.38
12/27/04 - BUY order executed
1/12/05 - SELL signal, to sell AAPL @ LOW - 0.02 (63.28) GTC Stop
2/11/05 - There has been NO SELL execution so far, as there has been
NO price that is lower than 63.28. But, today I have another SELL
order, to sell AAPL @ LOW - 0.02 (78.92) GTC Stop, so I replaced
previous SELL order placed on 1/12/05 of 63.28 GTC stop with the new
one.
2/18/05 - So far, NO SELL execution yet.
So, you can see I want to keep the order placed be kept until it is
executed on the price set on the day the order was placed.
So, using SetOption("PriceBoundChecking", False);
Does not help.
I guess the question I have is how to keep the order from been
executed on the next day, I want also the price to be right for an
execution. It looks to be I need to look into the future to do it, is
that right? But how to I keep on looking ahead until an execution?
Please help. Thanks.
Thomas
{UNQUOTE]
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