Rank: Newbie
Groups: Registered, Registered Users, Subscribers Joined: 7/10/2009(UTC) Posts: 2
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Enhanced System Tester:
Example of my problem in a system:
BUY ORDER
Formula = Cross(Mov(C,13,E),Mov(C,26,E))
Order Type=Stop
Limit or Stop Price = H+3
(When the condition is true I place a stop order on the high plus 3 for example)
SELL ORER
Cross(Mov(C,26,E),Mov(C,13,E))
Order Type = Market
Execution Problem:
The order is placed but I want this order cancelled after n days. When I use EST the order remains open for months.
Question: Is there a way to cancel buy stop orders that were opened but not executed?
there is a image attached showing the problem.
PS: I've searched a lot before posting this so if there is a solution in the forum please let me know where
Is there any specialist that can solve this?
The system summary us here: http://cid-e57a4c6a0c927...-%20system%20summary.pdf
Thanks,
Alex
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Rank: Advanced Member
Groups: Registered, Registered Users Joined: 11/7/2005(UTC) Posts: 602
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Can you use the BarsSince() function to qualify the number of days the signal is good for?
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers Joined: 3/6/2010(UTC) Posts: 113 Location: London
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I had a similar problem (but with a different formula). I solved the problem by setting the expiration to "Good for Day" and modifying my formula if the condition is true for the last x days. I used HHV in this case. That had the same effect as the order expiring in x days.
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users Joined: 7/12/2007(UTC) Posts: 134 Location: Perth Western Australia
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n:=5; {number of bars that order is to stay open}
BuyTrigger:=Cross(Mov(C,13,E),Mov(C,26,E));
Alert(BuyTrigger,n)
This should solve the problem.
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