In my strategy I've used StopLimit order type for entries, which by default places Limit order at the same price as Stop price when touched. I haven't found yet but I'm wondering if there are any parameters I can define in a strategy code when using OrderType.StopLimit to define an "offset", ie # of ticks where Limit order is placed from Stop price as it is touched?
I know I can do it easily with Chart Trader, eg. Sell Stop Limit at 93.10 with offset -5 would place Limit order at 93.15 after Stop price 93.10 is touched. If anyone knows how to do it in a strategy code, I appreciate it.
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