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EnterLongLimit(EMA, "myLong")


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EnterLongLimit(EMA, "myLong")

  #11 (permalink)
 
max-td's Avatar
 max-td 
Frankfurt
 
Experience: Intermediate
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modify a working order by calling the entry order method again with your new parameters..."

sounds doable!

keep us informed how it ends !

max-td
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  #12 (permalink)
 bukkan 
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MXASJ View Post
I can now lose money in milliseconds! Before I had to wait a whole day!

In the Unmanaged Orders documentation I found this line:

"Unlike the Managed approach where you could modify a working order by calling the entry order method again with your new parameters..."

So I might try that first if I can ensure I'm keeping my position in queue and not doing a cancel/replace if there has been no price change.

All good fun...


ya that sounds good.

sometimes NT documentation could be tricky.

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  #13 (permalink)
 MXASJ 
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Trying this now:

 
Code
                            
if (useEMARetracementEnterLongLimit(0trueEntriesPerDirection eMAEntry"Long 1a");
     {
     if (
EMA(8)[0] > myEMA)
          {
          
eMAEntry Instrument.MasterInstrument.Round2TickSize(myEMA);
          
EnterLongLimit(0trueEntriesPerDirection eMAEntry"Long 1a"); 
          }
     } 
Not sure if its in the right place but I've got a days worth of live market data to play with. Thanks for your input!

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  #14 (permalink)
 
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 max-td 
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hey mxa..

how this topic runs on your side now ?

max-td
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  #15 (permalink)
 MXASJ 
Asia
 
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max-td View Post
hey mxa..

how this topic runs on your side now ?


This is where I'm at. I've coded a bunch of custom methods, but you should get the idea:

 
Code
                            
case UniversalModel.Model2:
{
if (
Close[0] > EMA(8)[0] && Rising(EMA(BarsArray[2],8))== true)
{
longOK true;
}
else 
longOK false;
 
break;


and

 
Code
                            
if (entryType == UniversalEntry.AlphaMethodEntry && modelType == UniversalModel.Model2)
{
EnterLongLimit(0trueposSizeEMA(8)[0], "Long 1a");

It does the cancel/replace thing in background until the order is filled, and then the stop logic takes over. Getting there slowly...

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Last Updated on July 16, 2010


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