Hey Ninja gurus,
After getting entries I like, I'm working on my exits. I'm experimenting with scaling out of positions in thirds as the position goes in my favour but dumping en mass as it goes against me. In other sections, the recommendations for this seem to be to take three entries so that you can use the SetStopLoss and SetProfitTarget independently. For backtesting I suppose that works, but it's an awful mess for live strategies since it will probably mean trading in odd-lots (which means a lot of slippage) and three times as many orders as necessary (which means a lot more commissions).
I did some experiments and found that if I take some manual exits then the stoplosses adjust their size appropriately which is cool and 50% of what I'm looking for. What I'd really like is to be able to post exits for my partials and have this order join the OCO stoploss group so I don't have to worry about being stopped out and having my partial order targets still floating out there. No doubt with extra code and the OnPositionUpdate event I can work around this, but it would sure be nice if there was support for this.
I've looked around the docs but can't see it. Is there a way to add an order to a OCO group?
After getting entries I like, I'm working on my exits. I'm experimenting with scaling out of positions in thirds as the position goes in my favour but dumping en mass as it goes against me. In other sections, the recommendations for this seem to be to take three entries so that you can use the SetStopLoss and SetProfitTarget independently. For backtesting I suppose that works, but it's an awful mess for live strategies since it will probably mean trading in odd-lots (which means a lot of slippage) and three times as many orders as necessary (which means a lot more commissions).
I did some experiments and found that if I take some manual exits then the stoplosses adjust their size appropriately which is cool and 50% of what I'm looking for. What I'd really like is to be able to post exits for my partials and have this order join the OCO stoploss group so I don't have to worry about being stopped out and having my partial order targets still floating out there. No doubt with extra code and the OnPositionUpdate event I can work around this, but it would sure be nice if there was support for this.
I've looked around the docs but can't see it. Is there a way to add an order to a OCO group?
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