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Re[2]: order entry code problem


  • Date: Tue, 9 Feb 2010 02:35:38 -0700
  • From: nevi <nevi@xxxxxxx>
  • Subject: Re[2]: order entry code problem

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Hello Samuel,
It was my bad for putting in the "if high crosses above upline"
condition and then forgetting that crossing the stop order at upline
created a market order.
thanks
nevi


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SKT> At 04:12 AM 02/08/2010, you wrote:
>>Date: Wed, 3 Feb 2010 05:06:05 -0700
>>From: nevi <nevi@xxxxxxx>
>>To: omega-list@xxxxxxxxxx
>>Subject: order entry code problem
>>
>>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


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