How to cancel and reorder within 1 min intrabar?

February 17th, 2014, 11:05 AM

So im trading EURUSD with limit orders and sometimes they are canceled, mostly selling short or selling. I want the best limit order price within the 1 min bar. I want to chase it within the bar say every 5 or 10 seconds and not wait until the end of bar to reorder.

I cant find a way to save the Iorder variable such as for a 1 sec onbarupdate interval to conduct such a method. Every onbarupdate resets all the internal script variables.

Neither using onorderupdate because its not until the next bar is it canceled and then reordered.

There seems no way around this.

February 17th, 2014, 10:20 PM

Execute your trades on a secondary time/data series such as a 5 or 10 seconds data series.

February 18th, 2014, 02:08 AM

That wont work because i need COBC = true and the small interval in onbarupdate the IOrder variable is lost on each update. Again, im at a loss here.

February 18th, 2014, 05:48 AM

You could either use a timer (easy) or write your own custom event (more work, but the elegant way) for this scenario.

vvhg

February 18th, 2014, 09:55 PM

Ive looked into trigger custom event but cant make it work. Can you point me in the right direction to do this? Sample code?

February 19th, 2014, 01:45 AM

ericson

Ive looked into trigger custom event but cant make it work. Can you point me in the right direction to do this? Sample code?

Here is one example:

Download: vvBMTAutoPost

This Indicator exposes two methods that can be called from any indicator or strategy to make a post to BMT. Current Version: 2.6 There are various overloads to these methods, so you don't need to use all arguments. The two methods are: https:// …

vvhg

There are also 100s of examples when you search via google as it's plain C# stuff.

Vvhg

How to cancel and reorder within 1 min intrabar?

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How to cancel and reorder within 1 min intrabar?