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Maybe I made the question too complicated hence there is no response
at all. Allow me to rephrase it.
Question: Does any one successfully implement the Good Till Cancelled
STOP order? Similarily, the GTC Limit order, if yes, would you be so
kind to share? Thanks.
NOTE: this kind of orders can not have a fixed trade delay from oder
issuance to execution.
Thomas
--- In amibroker@xxxxxxxxxxxxxxx, "tchan95014" <tchan@xxxx> wrote:
>
> 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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