Is there a way to have a conditional sell order placed that places a wait order trigger after market buy entry? Just like an auto profit or auto stop this would auto place a market order let's say X # of bars/X # of business days from now. I can manually place this conditional sell trigger using think swim platform which inputs the sell after X # of days and thought this could be automated in the code to submit after buy order was placed.
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If I got it right, it doesn't seem to me that such 'protracted' order would align with Wealth-Lab's signal generation model. And how's it different from "Sell After N Bars"?
It aligns with wealth Lab's autoprofit/autostop programming that can be entered outside the signal based methodology. This would just add an additional auto-Sell after N bars being entered and not rely on signal generation. If one cannot get the entry date from existing account positions then we have to rely on good data providing an exit signal all the time to make sure a position is exited after n bars or it creates an orphan "ghost" position that has to be corrected manually. If we can enter a n bar exit order automatically right after time of entry this negates an issue for bad data or having a feature request to pull entry date data from the accounts existing positions to generate the sell signal.
It sounds to me like this is just some logic that can be implemented in a Strategy already.
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