 Posted 3/23/2009 07:38:22
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| It's getting attention. There will be another build out shortly to address some of the high priority issues.
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Posted 3/24/2009 07:58:05
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Who is your broker? IB doesn't support % trailing stops. We're working to beef up support for trailing stops so that we can manage them when the broker can't.
lksf (3/23/2009)
Is there a way to submit a TrailingStop close position order on OrderFilled that will activate at X% above the entry price and will trail Y% below that.
e.g. I bought ABC @ 100, I want that if it goes up 10% I will have a trailing stop of 1% less. So if it hits 110 a TrailingStop order should be activated with stop price of 109 (or is it 108.9? doesn't really matter for me)
I don't think I can use the default TrailingStop settings of the system because I want this order to be valid for one bar only, later every bar I re-evaluate the postion and decide if I want to resubmit the same order (for one more bar) or submit different (market/limit) order to close it.
I noticed there's some TrailingStop settings on OrderSetting object but am unsure of how to use them.
Thanks
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Posted 3/24/2009 13:24:19
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I am using IB indeed, although hardly ever tried them manually so I didn't know they dont support %Trailing stop (Ameritrade do)
I can have my code calculate the % and submit it with numbers, still I am not sure on the OrderSettings object where (in my example above) would I put the 110 and where the 108.9 and (if any) other settings
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Posted 3/24/2009 14:04:18
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Set the LimitPrice value and StopPrice properties. Looking at the code, I don't think you're going to have a lot of success with Edition 2, IB and trailing stop orders.
lksf (3/24/2009)
I am using IB indeed, although hardly ever tried them manually so I didn't know they dont support %Trailing stop (Ameritrade do)
I can have my code calculate the % and submit it with numbers, still I am not sure on the OrderSettings object where (in my example above) would I put the 110 and where the 108.9 and (if any) other settings
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Posted 4/1/2009 09:50:32
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| No luck with ED 1 as well...orders are not submitted
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Posted 4/8/2009 10:04:51
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| Any suggestion of how to deal with the issue that the orders are not being submitted?
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Posted 4/8/2009 10:18:05
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You'd have to handle it manually. We have an open case to add support for trailing stops where the broker doesn't support them.
lksf (4/8/2009)
Any suggestion of how to deal with the issue that the orders are not being submitted?
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Posted 4/8/2009 12:26:31
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what do you mean by "the broker doesn't support them" ?
I can set trailing stops in TWS
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Posted 5/1/2009 11:52:51
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| As far as opening a position with a trailing stop order, I've added support for this. PositionSettings now has an OpenOrder property, which is the order that will be submitted to open a position. So you can set the type to trailing stop and set the stop value appropriately. Thanks,
Daniel
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Posted 5/3/2009 07:12:07
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It appears TWS has had a bug for sometime on trailing stops on Buy orders. There is a thread on the TWS bulletin board that suggests the bug is fixed in TWS build 894. I have not experienced a problem with trailing stops on sell orders.
-Pete
(See also rightedge-ats Yahoo group  )
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