Posted By: pr0logic
IB - only place order without tranmitting them - 05/05/23 12:26
Hi there
I implemented the Momentum Strategy from the Black Book. However, I would like to only place all orders in TWS without transmitting them directly so I can check them before they get filled.
if(Live) {
int OldLots = brokerCommand(GET_POSITION,Asset);
if(NewLots > OldLots && GoLong)
enterLong(NewLots-OldLots);
else if(NewLots < OldLots)
enterShort(OldLots-NewLots);
Thank you in advance for your help, L
I implemented the Momentum Strategy from the Black Book. However, I would like to only place all orders in TWS without transmitting them directly so I can check them before they get filled.
if(Live) {
int OldLots = brokerCommand(GET_POSITION,Asset);
if(NewLots > OldLots && GoLong)
enterLong(NewLots-OldLots);
else if(NewLots < OldLots)
enterShort(OldLots-NewLots);
Thank you in advance for your help, L