program a limit order in a strategy

April 23rd, 2012, 04:54 PM

I have a strategy trading the TF after hours, after 16:15 est, and it won't let it put in a market order. How would I code it to a limit at ask order? I'm not a programer.

April 23rd, 2012, 06:29 PM

Something like

Code

                            
EnterShortLimit(GetCurrentAsk());

April 24th, 2012, 08:05 AM

Thanks, I can't get it to compile. Here is what I have:

// Checks if the 5 period SMA is below the 50 period SMA on both the 5 and 15 minute time frames
if (SMA(BarsArray[1], 5)[0] < SMA(BarsArray[1], 50)[0] && SMA(BarsArray[2], 5)[0] < SMA(BarsArray[2], 50)[0])

if (CrossBelow(SMA(5), SMA(50), 1))
EnterShortLimit(GetCurrentAsk) ( )); (1, "SMA");
}

I have tried just EnterShortLimit (GetCurrentAsk) ()); , but this doesn't work either.
and EnterLongLimit(GetCurrentAsk)(0 ));

EnterShort(1, "SMA"); works but only as market order.

April 24th, 2012, 09:47 AM

bob998

Thanks, I can't get it to compile. Here is what I have:

// Checks if the 5 period SMA is below the 50 period SMA on both the 5 and 15 minute time frames
if (SMA(BarsArray[1], 5)[0] < SMA(BarsArray[1], 50)[0] && SMA(BarsArray[2], 5)[0] < SMA(BarsArray[2], 50)[0])

if (CrossBelow(SMA(5), SMA(50), 1))
EnterShortLimit(GetCurrentAsk) ( )); (1, "SMA");
}

I have tried just EnterShortLimit (GetCurrentAsk) ()); , but this doesn't work either.
and EnterLongLimit(GetCurrentAsk)(0 ));

EnterShort(1, "SMA"); works but only as market order.

Here is the reference fo the command:
EnterShortLimit()

Your line here has some problem:
EnterShortLimit(GetCurrentAsk) ( )); (1, "SMA");

The proper syntax for this line should be:
EnterShortLimit(1,GetCurrentAsk( ), "SMA");

Try that...

April 24th, 2012, 10:29 AM

That worked ,Thank you VERY MUCH!

April 24th, 2012, 11:10 AM

bob998

I have a strategy trading the TF after hours, after 16:15 est, and it won't let it put in a market order. How would I code it to a limit at ask order? I'm not a programer.

There may be a problem with market orders and the GTC setting, so you can also try to replace GTC with Day. This may depend on your broker.

April 24th, 2012, 11:31 AM

NJAMC

Here is the reference fo the command:
EnterShortLimit()

Your line here has some problem:
EnterShortLimit(GetCurrentAsk) ( )); (1, "SMA");

The proper syntax for this line should be:
EnterShortLimit(1,GetCurrentAsk( ), "SMA");

Try that...

Wouldn't offset by a few ticks instead of GetCurrentAsk() have a better chance for a fill, since you are trying to simulate a market order?

April 24th, 2012, 11:41 AM

Yes that would be great. How should I add it?

April 24th, 2012, 11:58 AM

bob998

Yes that would be great. How should I add it?

A 3 tick offset from the last price would be: EnterShortLimit(1, Close[0]-(3*TickSize), "SMA");

program a limit order in a strategy

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program a limit order in a strategy