|
PureBytes Links
Trading Reference Links
|
No programmer, and not from WL! but dealing with multiple stops often,
they are thrown into an array and sorted, before being attached to an
order. For the order of occurrence of OHLC, have functions that test
what I see as the highest probability.
--
Regards,
jon mailto:jonmac@xxxxxxxxxxx
Saturday, January 28, 2006, 8:00:48 AM, you wrote:
>>In EL, if I place 3 stops for a position, the first one to get hit
>>will be taken. In WL, the first one ***in the code*** to get hit will
>>be taken. So if on the next bar all 3 stops could have been filled,
>>the first coded stop gets filled even if it is the farthest away.
AM> I can't believe that any trading platform would be designed that way.
AM> Are you sure about that? Can someone from WL confirm?
AM> The point is to simulate real trading, not to fight logical design
AM> artifacts of the software.
AM> -Alex
|