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Отложенные ордера.
FE_GMTplus10
 Post subject: Отложенные ордера. Post rating: 0   New post Posted: Mon 20 Jun, 2016, 15:04 
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Здравствуйте!
Уважаемые эксперты по VisualJF, в торговой стратегии необходимо реализовать условие на отмену отложенного ордера.
Ситуация такая: по сигналу выставляются два ордера на открытие BUY STOP и SELL STOP, при достижении рыночной ценой одного из них, второй нужно отменить, да бы избежать его исполнение. Должно быть, это условие исходит из блока Pending Open, а именно от ORDER rejection? Если я прав, то как добиться отмены ордера, чем нужно дополнить блок?
Выложил скрин связки ордеров.

Image


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vadim_berezhnoj
 Post subject: Re: Отложенные ордера. Post rating: 0   New post Posted: Tue 21 Jun, 2016, 11:30 
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Здравствуйте.

Вот пример стратегии. Если исполнен(открылся) Buy ордер, то будут отменены все отложенные ордера на Sell. И наоборот.


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