I have a meta strategy that can issue multiple closing (limit) orders for the same stock on the same day.
When placed into Interactive Brokers - 2 out of the 3 orders disappear
Open quantity is enough for the 3 orders as in above. So I assume either IB or WL has deleted some of the orders. There is nothing in WL's Log nor any error message in IB.
Neither could I find any preset in IB to eliminate multiple orders nor such preference in WL8. Is this normal and is there anything that can be switched on/off to avoid such order deletions?
When placed into Interactive Brokers - 2 out of the 3 orders disappear
Open quantity is enough for the 3 orders as in above. So I assume either IB or WL has deleted some of the orders. There is nothing in WL's Log nor any error message in IB.
Neither could I find any preset in IB to eliminate multiple orders nor such preference in WL8. Is this normal and is there anything that can be switched on/off to avoid such order deletions?
Rename
It doesn't have anything to do with the broker and everything to do with WealthLab pruning signals.
Given a mixed set of orders, the idea for Auto-Trade systems is to submit only the "closest" order for an order type. Currently, I don't think there's a way to avoid that except by placing the orders manually.
Instead of Placing then from a Strategy or S. Monitor. Stage them. Then manually select them in the Orders Manager and hit Place.
Another option is to send them to the Quotes Window and allow it to Auto-Place the orders when the market approaches each limit price.
Given a mixed set of orders, the idea for Auto-Trade systems is to submit only the "closest" order for an order type. Currently, I don't think there's a way to avoid that except by placing the orders manually.
Instead of Placing then from a Strategy or S. Monitor. Stage them. Then manually select them in the Orders Manager and hit Place.
Another option is to send them to the Quotes Window and allow it to Auto-Place the orders when the market approaches each limit price.
spot on - stagged and placed (all together) works. thanks Cone
unnecessary order pruning is a good thing for a single strategies - however not for multiple strategies (meta), for development considerations
unnecessary order pruning is a good thing for a single strategies - however not for multiple strategies (meta), for development considerations
Yes we will have to make that pruning smarter for MetaStrategies, should be an easy change.
OK the auto-trade pruning should consider MetaStrategy in Build 50.
Great - thank you Glitch
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