Create OCA / Child orders - Trading Software

Create OCA / Child orders

Alexander Horn
2016-12-02 22:52:15

QS, can you give me an example of how to create an order with an attached OCA / Child order?

I was trying below, but obviously not right:

_TradingOrder Order = Orders.CloseMarketOrder(-1,5);
Order.AddLinkedOrder(false,FutureSym,Contracts ,Order);
Order.AddLinkedOrder(true,OptionSym,Contracts*10, Order);

Or do I have to submit first main order, and later catch it with Orders.GetPendingShortOrders and attach the child?

Also, would these orders in an ATS be submitted to IB? Or handled in QS?

QuantShare
2016-12-03 03:15:53

You can find an example here:
http://www.quantshare.com/sa-580-quantshare-trading-software-new-features-in-the-312-version&kbaseid=blog-580-8540-3744

These orders are handled by QS.

Alexander Horn
2016-12-04 00:49:11

Thanks, seems clear!

Get more messages

No more messages

Back


Trading Items Ignore Orders for Recently Purshased Securities based on Return Ignore Orders for Recently Sold Securities Number of Buy Signals Over Time in a Simulation Keltner Channel Breakout Strategy Money Management System to Split Order Into Smaller Pieces	How-to Lessons How to create a strategy-based portfolio How to create a custom trendline How to create a watchlist How to get trading orders from a portfolio programmatically How to create a moving average of an indicator
Related Forum Threads Simulator: Different exit orders for different rules, partial exi... Automatically create field names for columns in ASCII import Can we create a custom database that without a Symbol relationshi... Create and Export each database for each market How to create a Trading Object	Blog Posts Automatically create historical quotes charts The Ultimate Guide to Create Trading Systems in QuantShare Export Trading Orders from a Portfolio to a File How to get buy and sell orders for a portfolio based on a trading... Create a trading strategy using the money management tool - Part ...