How to modify a pending order in the OnEndPeriod event of AMM?

How to modify a pending order in the OnEndPeriod event of AMM?

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Chaim6
2014-10-25 22:36:23

Is there a way to modify the number of shares to be bought from within the OnEndPeriod event?

Thanks.

QuantShare
2014-10-27 02:39:37

Best Answer

You can access pending orders in the "OnEndPeriod".

Here is an example:

_TradingOrder[] orders = Orders.GetPendingBuyOrders();
if(orders.Length > 0)
{
orders[0].NbShares = 100;
orders[0].SubmitChanges();
}

Chaim6
2014-10-27 20:02:05

I didn't realize that the changes need to be 'submitted'. That should do it.

Thanks.

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