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Kiran
2015-05-28 12:08:51
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Would like to have multiple order types in a system, ideally have each with its own Sell condition trigger e.g. a Stop order, Limit order and a Market order
1) Can I use multiple SetSimTiming and SellPrice commands in a system to specify these 3 order types - if all three are triggered by the same Sell condition, the bar might hit all 3 prices i.e. the Limit, Stop and Market price in the same bar. How does the Simulator determine which one to execute?
2) Is there a way to specify different Sell trigger conditions for each order type .. I believe the answer is NO because the last sell conditions overwrites the previous one. Is there some other way to implement these.
sell = <Limit1 condition>;
sell = <Market condition>;
sell = <Stop condition>;
sell = <Limit2 condition>;
Could you add these to roadmap as this is an important driver of system performance and most other strategy simulators support this.
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