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AceTrader wrote:
>I wanted to code my intraday day trading system so that the limit
>order issued is active till end of day or when an opposite signal is
>generated. As far as I know, by default, all stop and limit order are
>good till end of the intraday bar only.
{initialization}
if time = <time of first bar> then begin
longlimitorder = -1;
shortlimitorder = -1;
end;
...
{buy/sell signals}
if <condition for buying> then
longlimitorder = <buy price>;
if <condition for selling> then
shortlimitorder = <sell price>;
...
{place orders}
if longlimitorder > 0 then buy at longlimitorder limit;
if shortlimitorder > 0 then sell at shortlimitorder limit;
...
That should re-establish the same limit order throughout the day.
-Alex
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