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Get the name of the order filled?
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Get the name of the order filled?

  #1 (permalink)
Trading Apprentice
spain
 
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Get the name of the order filled?

Hello

imagine I place several stop orders on the market and one is filled.
How can I get from an easylanguage strategy the name (or reference) of the stop order filled?
The code to be executed later depends on that.

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  #2 (permalink)
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  #3 (permalink)
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skan View Post
Hello

imagine I place several stop orders on the market and one is filled.
How can I get from an easylanguage strategy the name (or reference) of the stop order filled?
The code to be executed later depends on that.

You can name signals:

 
Code
                            
Buy ("Entry pattern A"Next Bar At Market
Also you can track how many positions or contracts are open ("CurrentContracts"). Then just do the math, if you went long 5 contracts and there are only 4 currently in the market, the contract with the nearest stop or target is out.

Mike

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  #4 (permalink)
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spain
 
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Hi

That way you show a tag next to each order on the graph window,
but how do you get it from within the code?


For example
Buy ("Entry1") Next Bar At function1 stop;
Buy ("Entry2") Next Bar At function2 stop;
Buy ("Entry3") Next Bar At function3 stop;


And next bar I want to know which of these stops was triggered
If it was Entry1 I'll execute some extra code Code1
If it was Entry2 I'll execute some extra code Code2
If it was Entry3 I'll execute some extra code Code3

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  #5 (permalink)
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skan View Post
Hi

That way you show a tag next to each order on the graph window,
but how do you get it from within the code?


For example
Buy ("Entry1") Next Bar At function1 stop;
Buy ("Entry2") Next Bar At function2 stop;
Buy ("Entry3") Next Bar At function3 stop;


And next bar I want to know which of these stops was triggered
If it was Entry1 I'll execute some extra code Code1
If it was Entry2 I'll execute some extra code Code2
If it was Entry3 I'll execute some extra code Code3

The way I do it is like I said, I just track based on the number of CurrentContracts in the market, and I write my code in a way so that the 'nearest target' or 'nearest stop' code gets executed first when the CurrentContracts number drops.

Mike

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  #6 (permalink)
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Thanks.

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  #7 (permalink)
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If there is a better way I'd like to know as well, but I don't think there is an EL function to sell 'named' orders.

Mike

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  #8 (permalink)
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The problem with this aproach is that many different orders could be triggered on the same (or similar) value and it could be impossible to tell them apart.

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  #9 (permalink)
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skan View Post
The problem with this aproach is that many different orders could be triggered on the same (or similar) value and it could be impossible to tell them apart.

If you wrote it in C# and linked a DLL it might work, where you can just write a function to submit and sell an order, and have it tracked.

Doing it all in EL, the only other way I can think of is to use the entry time (if multiple entries per bar) or the entrybar to track which order is which.

Mike

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  #10 (permalink)
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You can use the function entryname, I've discovered that today

Example:
if entryname(0) = "Entry1" then execute code 1
if entryname(0) = "Entry2" then execute code 2

Hope that helps !

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