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alexebrenz  
#1 Posted : Saturday, November 20, 2010 5:51:56 AM(UTC)
alexebrenz

Rank: Newbie

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Joined: 7/10/2009(UTC)
Posts: 2

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
johnl  
#2 Posted : Saturday, November 20, 2010 3:51:06 PM(UTC)
johnl

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Can you use the BarsSince() function to qualify the number of days the signal is good for?


haddison  
#3 Posted : Sunday, November 21, 2010 6:39:50 PM(UTC)
haddison

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Location: London

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.
oztrader  
#4 Posted : Monday, November 22, 2010 1:08:20 AM(UTC)
oztrader

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Joined: 7/12/2007(UTC)
Posts: 134
Location: Perth Western Australia

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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