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Posted 2/26/2010 14:03:12 Post #10973
blousetrader
 

Forum GuruForum GuruForum GuruForum GuruForum GuruForum GuruForum GuruForum Guru
Is it possible to execute a trade at the open in RE Edition 1. What I'm trying to do is issue a trailing stop if the system
has an open position at market open and it has gapped in a favourable direction.

positionmanager.SetTrailingStop(pos.ID,2,targetPriceType.Price)

I'm running on 5m bars and it seems to implement the trailing stop on the closing price of the 1st 5m bar. It'd be ok live
as I could check the previous bar but I don't have that bar data for backtesting purposes. Any other options?

Also - I'd love to get started using multiple frequencies in RE 2 but don't know how to start - can you point me at any
examples and/or documentation.

Cheers
Posted 3/1/2010 09:26:36 Post #10988
billb
 

Lead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead Developer
You'd probably want to use 2010 to get this right. In 2010, you can get notified on each OHLC (they're registered as independent 'ticks'), so you wouldn't even have to do multiple frequency.

But if you want to do multiple frequencies, there is a sample in the "What's New" section of the help that should get you started.

blousetrader (2/26/2010)
Is it possible to execute a trade at the open in RE Edition 1. What I'm trying to do is issue a trailing stop if the system
has an open position at market open and it has gapped in a favourable direction.

positionmanager.SetTrailingStop(pos.ID,2,targetPriceType.Price)

I'm running on 5m bars and it seems to implement the trailing stop on the closing price of the 1st 5m bar. It'd be ok live
as I could check the previous bar but I don't have that bar data for backtesting purposes. Any other options?

Also - I'd love to get started using multiple frequencies in RE 2 but don't know how to start - can you point me at any
examples and/or documentation.

Cheers
Posted 7/11/2010 10:52:12 Post #11931
rterbush
 

Junior MemberJunior MemberJunior MemberJunior MemberJunior MemberJunior MemberJunior MemberJunior Member
I'm finding that TargetPriceType.AbsolutePrice and TargetPriceType.RelativeTicks are not working. The order is rejected with message: "not supported for trailing stop orders"

Attempting to use PositionManager.SetTrailingStop to set a Trailing Stop on an existing position.

What am I doing wrong?
Posted 7/12/2010 13:47:34 Post #11943
billb
 

Lead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead Developer
Nothing, these types currently are not supported by the paper broker. However, they may be implemented by real brokers.
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