Multiple order execution

October 19th, 2015, 06:52 PM

Hi there!

I have a question. How to do multiple orders with IOrder null?

Here is my code:

private IOrder myEntryOrder = null;
protected override void OnBarUpdate()
{
// Submit an entry order at the low of a bar
if (myEntryOrder == null &&
High[0] > MAX(High, 30)[1] &&
Range()[0] <= 13*TickSize)
{
myEntryOrder = EnterShortLimit(0, true, 1, High[0], "Long Entry");

}
}

protected override void OnOrderUpdate(IOrder order)
{
if (myEntryOrder != null && myEntryOrder == order)
{
if (order.OrderState == OrderState.Filled)
entryOrder = null;
}
}

myEntryOrder = EnterShortLimit(0, true, 1, High[0], "Entry1");

I want to add 2 more EnterShortLimit orders with the same entry rules. How can I do that?
Do I need to add 2 more objects like myEntryOrder1 and myEntryOrder2?
How can I manage them in OnOrderUpdate?

private IOrder myEntryOrder = null;
protected override void OnBarUpdate()
{
// Submit an entry order at the low of a bar
if (myEntryOrder == null &&
High[0] > MAX(High, 30)[1]
Range()[0] <= 13*TickSize)
{
myEntryOrder = EnterShortLimit(0, true, 1, High[0], "Entry1");
? = EnterShortLimit(0, true, 1, High[0] - 2*TickSize, "Entry2");
? = EnterShortLimit(0, true, 1, High[0] - 4*TickSize, "Entry3");

}
}

Pls help me to figure out
Thanks,
Serge

October 20th, 2015, 02:06 PM

Yes make 2 extra object to store the order 2 & 3

And make 2 extra if's

Test all on market replay..

Good luck

Multiple order execution

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Multiple order execution