I wish to control in a simple way if there has been a too large gap filling my order.
So, plan to write a function like
function IsGapTooLarge()
{
if ((theoretical_entry_price - real_entry_price) > 5 ticks)
{
close the trade.
}
}
1) How can I get the real entry price for a trade?
2) Is there a Entry method to enter at a fixed price (Like EnterLongStop but at a fixed price, if not, ignore the order)?
Thanks!
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