My intraday strategy (period 30 minutes) exits a long potion by market order, ExitLong(), based on some criteria. Also it has a stop-loss order which may last several days.
There is problem running it on TDAmeritrade because TDA does not allow market-sell order to have Gtc TimeInForce.
Like, if I set Strategy TimeInForce to Gtc, ExitLong() will be rejected by TDA and startegy stopped; if I set Strategy TimeInForce to Day, it is incorrect to my Stop-Loss orders, which may last several days.
I wonder what is the proper way of dealing this situation. Or the ExitLong() order method has a time-in-force attribute I failed to notice? Right now time-in-force seems can only be set at Strategy level.
Thank you Ninja.
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