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

Re[2]: order entry code problem


  • Date: Wed, 3 Feb 2010 09:46:40 -0700
  • From: nevi <nevi@xxxxxxx>
  • Subject: Re[2]: order entry code problem

PureBytes Links

Trading Reference Links

Hello Mark,
MB> what do you think it means to buy next bar?  "buy next bar at upline"  isnt
MB> that what its doing just what you ask?  so tell it to do what you want it to
MB> do.  m

I am telling it to buy at a specific price.
And if I use a "buy stop" I get a market order because price has
reached that price on the previous bar.
What happened to the "at upline" part of the order?

So I try a "buy limit" and I get buys before, at, and way after my
price, sometimes 10 bars late and no where near my price.
Does 2000i have issues with limit orders at a specified price?

thanks
nevi


>> 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