[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

order entry code problem


  • Date: Wed, 3 Feb 2010 05:06:05 -0700
  • From: nevi <nevi@xxxxxxx>
  • Subject: order entry code problem

PureBytes Links

Trading Reference Links

Hello omega-list,
I am having trouble with 2000i getting orders filled at my specified
price.

begin
if high crosses above upline then
buy next bar at upline stop;
if low crosses below dnline then
sell next bar at dnline stop;
end;

problem is I am getting filled at the open of the next bar even when
the bar retraces to my price. (same as if I placed a market order)

when I try replacing stop with limit, I get some fills at my price,
others before the condition is met and others many bars after the buy
condition.

any suggestions appreciated
nevi