1 entry order 5 exit orders

April 7th, 2011, 06:25 AM

What is the best way programatically to create one entry order and 5 exit orders. I currently have a script to enter 5 orders and then 5 separate orders to exit. Just trying to reduce commission expenses.

April 11th, 2011, 03:27 AM

I'm a bit confused,

Even if you had 1 entry and 5 separate exits, it's still going to be seen as 5 trades, 1 single/common entry combined with 5 separate exits.

Obviously for per/contract instruments, it doesn't really matter, but even for equities, I'm not seeing how you're reducing your comission, as on a trades list, it still looks like 5 trades, because there are 5 complete orders submitted.

Nonetheless, have you tried varying positionsize using an intial input and then making the exits a variable amount of the intial positionsize?

1 entry order 5 exit orders

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1 entry order 5 exit orders