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Jim Harrison
2011-11-29 14:28:44


I need to accomodate an OCO (one cancels the other) as an order type in simulation/portfolio

Please advise.


QuantShare
2011-11-30 10:44:59

  0

Jim,

OCO order type can be simulated using the money management tool.

To get all buy orders:

_TradingOrder[] orders = Orders.GetPendingBuyOrders();

To cancel an order:

orders[0].CancelOrder();


Jim Harrison
2011-11-30 11:03:14

  0

Best Answer
Thanks. I was getting there...


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