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Paper Trader Execution Order

Posted By sambwest Last Year
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Posted Wednesday March 09 2016
Hi,

I have a system which ranks stocks, sorts them and trades on them in their rank order. e.g. 

Stock, Rank
A,2
B,1
C,0

Becomes:
C,0 -> Order Sent
B,1 -> Order Sent
A,2 -> Order Sent

An order is sent for each one and it becomes Pending. My problem is, when the paper trader executes the next tick, the one that fills the order, it does so in the original order, not the order they were sent in so if there are allot they not filled in the correct order. Is there anyway to overcome this? I thought about overriding SymbolScripts in MySystemBase but I can't seem to figure out if I'm able to do it. Is there anything in the Paper Trader that I can override?

Any help would be appreciated. 



 




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