- ago
Hypothetical.

SS at limit leads to trade.
The strategy involved a cover at stop loss.

Quotes shows that there has been a 100 pct trigger on the limit so the trade gets executed hypothetically but the cover at stoploss does NOT go into the quote monitor....

How do I resolve this.

Thanks.
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Cone8
 ( 6.32% )
- ago
#1
The "Hypothetical?" scenario is not clear (we don't even know if you're using it for EOD or intraday), there's no image, evidence, or numbers and you didn't indicate your selections and OrderTypes (you said "stop loss" and then said "trigger on the list") that can affect the result.

Maybe you've found a very rare case, but I use Quotes every day for EOD trading (for years) and it always works perfectly.
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- ago
#2
I have a short sytem that trads on limit.
Short at limit limit = prior days high + 7 pct.

The system also has a stop loss. Entry + 10 pct.
and a profit target. Entry - some profit pct.

If the trigger on the limit (100 pct) then two entries shoudl appear in the quotes, BUT THEY DON'T ...

Now this could be b/c the system is EOD but EOD is irrelevant if you are trading with limits that occurr intra day.

How do I resolve this. THIS being: IF TRADE TRIGGERED add the profit and stop loss to quotes. If you need to understand how this happens look at price action of SMMT for example



Thank you.
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Cone8
 ( 6.32% )
- ago
#3
You need to assign the same bar stop and limit order in the Strategy. Then when your order triggers and fills (Auto-Place) the stop and limit exit orders will automatically be placed immediately by the Orders Manager .

Add this method to your strategy -

CODE:
public override void AssignAutoStopTargetPrices(Transaction t, double basisPrice, double executionPrice) {          // for a short transaciton          t.AutoStopLossPrice = executionPrice * 1.1; // 10% stop loss          t.AutoProfitTargetPrice = executionPrice * 0.95; // 5% profit target }

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- ago
#4
Tks
Will try.
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