OCO Entry Order from Strategy

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Updated March 24, 2010

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OCO Entry Order from Strategy

decs0057 · 2010-03-24T14:48:24-04:00

I have a strategy for a range which goes long on breakout of range and short on breakdown with attached ATM Strategy. I realized it with OIF, it works but it is not easy to handle. Now I found a Method in public class Account : IObjectHelper, IObjectNotification public Order CreateOrder(Instrument instrument, Action action, OrderType orderType, TimeInForce timeInForce, int quantity, double limitPrice, double stopPrice, string oco, string name) Who has used this Method ? Is it possible to attach an ATM Strategy to this created order ?

March 24th, 2010, 02:48 PM	#1 (permalink)
decs0057 Munich, Germany Elite Member Experience: Intermediate Platform: NinjaTrader, TWS Broker: IB, NinjaTrader Brokerage Trading: ES,NQ,6E Posts: 73 since Feb 2010 Thanks Given: 15 Thanks Received: 25	I have a strategy for a range which goes long on breakout of range and short on breakdown with attached ATM Strategy. I realized it with OIF, it works but it is not easy to handle. Now I found a Method in public class Account : IObjectHelper, IObjectNotification public Order CreateOrder( Instrument instrument, Action action, OrderType orderType, TimeInForce timeInForce, int quantity, double limitPrice, double stopPrice, string oco, string name) Who has used this Method ? Is it possible to attach an ATM Strategy to this created order ?