In my strategy initialize I set my profit targets thus:
SetProfitTarget("LongBank",CalculationMode.Ticks,4 );
SetProfitTarget("ShortBank",CalculationMode.Ticks, 4);
I submit my order here:
Order = EnterLongLimit(0,true,1,EntryPrice,"LongRunner");
Order = EnterLongLimit(0,true,2,EntryPrice,"LongBank");
or
Order = EnterShortLimit(0,true,1,EntryPrice,"ShortRunner") ;
Order = EnterShortLimit(0,true,2,EntryPrice,"ShortBank");
My problem is that when Price reaches target all three are closed, what am I missing?
This is the result of my order tracing...
2/23/2010 8:41:01 AM Entered internal PlaceOrder() method at 2/23/2010 8:41:01 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1102.25 StopPrice=0 SignalName='LongRunner' FromEntrySignal=''
2/23/2010 8:41:01 AM Entered internal PlaceOrder() method at 2/23/2010 8:41:01 AM: Action=Buy OrderType=Limit Quantity=2 LimitPrice=1102.25 StopPrice=0 SignalName='LongBank' FromEntrySignal=''
2/23/2010 8:41:01 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Price Value=1101.5 Currency=0 Simulated=False
2/23/2010 8:43:17 AM Amended stop order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1101.5 Quantity=3 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:43:17 AM Amended quantity of remaining exit order: Order='6c071f79f5354b0c9bdfbfe3c80e6035/Replay101' Name='Profit target' State=Working Instrument='ES 03-10' Action=Sell Limit price=1103.25 Stop price=0 Quantity=3 Strategy='BegyHunniewellLadders' Type=Limit Tif=Gtc Oco='a08b429abd164051a99a60962bd50c54' Filled=0 Fill price=0 Token='6c071f79f5354b0c9bdfbfe3c80e6035' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:46:07 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Price Value=1101.94 Currency=0 Simulated=False
2/23/2010 8:46:07 AM Amended stop order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=3 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:47:38 AM Amended quantity of remaining exit order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=2 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:47:38 AM Amended quantity of remaining exit order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=1 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:47:42 AM Cancelled remaining exit order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=1 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
SetProfitTarget("LongBank",CalculationMode.Ticks,4 );
SetProfitTarget("ShortBank",CalculationMode.Ticks, 4);
I submit my order here:
Order = EnterLongLimit(0,true,1,EntryPrice,"LongRunner");
Order = EnterLongLimit(0,true,2,EntryPrice,"LongBank");
or
Order = EnterShortLimit(0,true,1,EntryPrice,"ShortRunner") ;
Order = EnterShortLimit(0,true,2,EntryPrice,"ShortBank");
My problem is that when Price reaches target all three are closed, what am I missing?
This is the result of my order tracing...
2/23/2010 8:41:01 AM Entered internal PlaceOrder() method at 2/23/2010 8:41:01 AM: Action=Buy OrderType=Limit Quantity=1 LimitPrice=1102.25 StopPrice=0 SignalName='LongRunner' FromEntrySignal=''
2/23/2010 8:41:01 AM Entered internal PlaceOrder() method at 2/23/2010 8:41:01 AM: Action=Buy OrderType=Limit Quantity=2 LimitPrice=1102.25 StopPrice=0 SignalName='LongBank' FromEntrySignal=''
2/23/2010 8:41:01 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Price Value=1101.5 Currency=0 Simulated=False
2/23/2010 8:43:17 AM Amended stop order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1101.5 Quantity=3 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:43:17 AM Amended quantity of remaining exit order: Order='6c071f79f5354b0c9bdfbfe3c80e6035/Replay101' Name='Profit target' State=Working Instrument='ES 03-10' Action=Sell Limit price=1103.25 Stop price=0 Quantity=3 Strategy='BegyHunniewellLadders' Type=Limit Tif=Gtc Oco='a08b429abd164051a99a60962bd50c54' Filled=0 Fill price=0 Token='6c071f79f5354b0c9bdfbfe3c80e6035' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:46:07 AM Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='' Mode=Price Value=1101.94 Currency=0 Simulated=False
2/23/2010 8:46:07 AM Amended stop order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=3 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:47:38 AM Amended quantity of remaining exit order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=2 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:47:38 AM Amended quantity of remaining exit order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=1 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
2/23/2010 8:47:42 AM Cancelled remaining exit order: Order='8722521088d34faba2bd014c8899f91f/Replay101' Name='Stop loss' State=Accepted Instrument='ES 03-10' Action=Sell Limit price=0 Stop price=1102 Quantity=1 Strategy='BegyHunniewellLadders' Type=Stop Tif=Gtc Oco='82fe0f7f81d447e4a3127ca585cda93c' Filled=0 Fill price=0 Token='8722521088d34faba2bd014c8899f91f' Gtd='12/1/2099 12:00:00 AM'
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