I integrated WL8 with Interactive Brokers and generated a system that works in 15 min time interval.
The system generates a stop limit order if conditions are met. (Buy AAPL @161 if price becomes 161 while it is 154)
The system is being fed by stream data from IB. Today I started using Auto-Place function and after each 15 min, WL calculates the new price and sends new stop limit order to IB.
How can I make sure only one stop limit order is sent and not to send multiple orders for each 15 min?
Can I modify existing order's price sent to IB with new calculated price or should I just cancel old order and send new one?
The system generates a stop limit order if conditions are met. (Buy AAPL @161 if price becomes 161 while it is 154)
The system is being fed by stream data from IB. Today I started using Auto-Place function and after each 15 min, WL calculates the new price and sends new stop limit order to IB.
How can I make sure only one stop limit order is sent and not to send multiple orders for each 15 min?
Can I modify existing order's price sent to IB with new calculated price or should I just cancel old order and send new one?
Rename
QUOTE:Does this mean you wrote your own broker adapter?
I integrated WL8 with Interactive Brokers
There's nothing extra required for a Strategy to cancel or not send extra orders. If the strategy signals the same order as one that is already active, nothing happens. If it signals a different order, the previous is canceled and the new one goes active. If a strategy doesn't have a signal, active orders are canceled, if any.
- this assumes you're using broker API correctly.
I am using IB extension. I didn't write adapter.
I received error number 163 from IB: Price exceeds the percentage constraints of 3%. Restriction is specified in Precautionary Settings of Global Configuration/Presets. This caused orders to stay at IB and be deleted from Order Manager at Wealthlab.
After changing this setting, everything works good now.
I received error number 163 from IB: Price exceeds the percentage constraints of 3%. Restriction is specified in Precautionary Settings of Global Configuration/Presets. This caused orders to stay at IB and be deleted from Order Manager at Wealthlab.
After changing this setting, everything works good now.
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