Order recalculation
Posted: Jun 27 2011
Hi there,
I would like to generate an OCO order if certain conditions are met and intend to leave this order unchanged until one side is filled. How can I prevent MC from recalculating this order new on every bar? It is somewhat unfavourable if 1 minute bars are used and the order prices don't change during the whole lifetime so the order is substituted with exactly the same (especially if cancellation fees are applied by the broker)...
Thank you.
Best regards
Joogen
I would like to generate an OCO order if certain conditions are met and intend to leave this order unchanged until one side is filled. How can I prevent MC from recalculating this order new on every bar? It is somewhat unfavourable if 1 minute bars are used and the order prices don't change during the whole lifetime so the order is substituted with exactly the same (especially if cancellation fees are applied by the broker)...
Thank you.
Best regards
Joogen