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Jim Dean

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Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: Improving RTM Results With Limit Entries
Posted : 10/16/2017 1:19 PM
Post #36904 - In reply to #36903

OT scaling-in (and out) is possible, but you've got to design the TP carefully ... it can get really complex if it allows for both!

There is a longstanding Q/issue re implementation of OLang-driven Virtual Limit orders for Entry (or scaling in), so I'd advise careful/thorough testing of that before hanging your hat on it. Last time (several years ago) I tested and doc'd it, there were issues, and N has not yet addressed those to my knowledge.

But afaik scaling in using any order type that doesn't have a predefined level should work fine ... and if the level is defined by the explicit dropdown-box options in the TP, I'm guessing even the Limit and SM virtual levels work OK.

As to your specific Q, whether you can manually duplicate what XSuite is doing, I'd rather doubt that since the triggers for the entries are undoubtedly somewhat proprietary.

PS: this Q (and answer :~) really should have been posted on the OT forum, not OV. None of what I've said applies to OV, since in OV you can't define custom tradeplans.

[Edited by Jim Dean on 10/16/2017 1:21 PM]

Deleting message 36904 : RE: Improving RTM Results With Limit Entries


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