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Market Replay multi targets and stops
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Market Replay multi targets and stops
Anyone can share a sample code or strategy that submits multiple targets and stops in a market replay using a managed approach method. Something that will not cancel Target2 when Target1 is hit/filled/canceled. I tried assigning an OCO but I think an OCO doesn't work on orders submitted using the managed approach in market replay testing.Tags: None
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Hello luxurious_04,
In the managed approach there is no OCO concept, that is handled internally. To submit multiple targets you need to submit multiple entries with different signal names. When you configure the targets you will specify the entries signal name for that target, because you submitted multiple entries you can then have multiple targets which specify different entry signal names.
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