?
Is? GAT (Good After Time ) order type useful here ?
?
https://www.interactivebrokers.com/en/index.php?f=587
?
-----Original Message-----
From: "kein520@... [TWSAPI]" [TWSAPI@...]
Date: 12/14/2015 08:17 PM
To: TWSAPI@...
Subject: [TWS API] Re: Building an options trading algo using TWS. Need some help!
?
Somewhat related to OP's requirements, i.e., placing orders after certain time in market. ?How do you do it in TWS (not API)? ?I can't seem to find conditional orders in TWS doing that.
?
I am thinking about a simple execution like this, using swigibpy (Python C++ API wrapper):?
?
if PRICE > High of first 5 min candle:
Buy AMT shares of XXX when XXX goes above PRICE
else
Buy AMT shares of XXX when XXX goes above High of the first 5 min candle
# attach stop loss and scaling
Stop Loss AMT of XXX at Stop_loss_price
?
Listen to market data for the holdings in the portfolio
Sell AMT/2 shares of HOLDINGS when HOLDINGS appreciates 2%
Trailing Stop?HOLDINGS
?
?
?
?
