User rating: 0
Joined: Wed 20 Nov, 2013, 07:35
Posts: 7
Location: United Kingdom,
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Hi,
I have a problem with pending orders hanging around too long.
In my strategy, i have the user enter thew number of minutes an order is good for "OrderLifeTimeMinutes".
I convert that to milliseconds "OrderLifeTimeMS" = 60000 * OrderLifeTimeMinutes
I then calcuate that time an unfilled pending order should die as "TimeToDie" = LastBidCandle.CandleTime + OrderLifeTimeMS
When I run the strategy it looks like the time, TimeToDie is not calculated properly and I therefor have orders lasting longer than I would like them to. They end up getting filled when I don't want them to.
Any help would be appreciated.
Example strategy attached.
thanks
| Attachments: |
PendingOrderExample.vfs [33.78 KiB]
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