From: [email protected] <[email protected]> On Behalf Of gil zur
Sent: 29 August 2018 20:39
To: [email protected]
Subject: [TWS API] Placing future order with stop loss and take profit?
Hi all,
I'm trying to place an order with take profit and stop loss without success.
Where is my mistake?
ibcontract = IBcontract()
? ? ? ? ibcontract.secType = "FUT"
? ? ? ? ibcontract.lastTradeDateOrContractMonth = "201809"
? ? ? ? ibcontract.symbol = "ES"
? ? ? ? ibcontract.exchange = "GLOBEX"
? ? ? ? bracket = CustomOrder().BracketOrder(1, "Buy", 1, 2925.01, 2925.31, 2909.43)
? ? ? ? for o in bracket:
? ? ? ? ? ? self.placeOrder(o.orderId,ibcontract, o)
? ? def BracketOrder(self,parentOrderId: int, action: str, quantity: float,limitPrice:float, takeProfitLimitPrice: float,stopLossPrice:float):
? ? ? ? parent.orderId = parentOrderId
? ? ? ? parent.action = action
? ? ? ? parent.orderType = "LMT"
? ? ? ? parent.totalQuantity = quantity
? ? ? ? parent.lmtPrice = limitPrice
? ? ? ? parent.transmit = False
? ? ? ? takeProfit = Order()
? ? ? ? takeProfit.orderId = parent.orderId + 1
? ? ? ? takeProfit.action = "SELL" if action == "BUY" else "BUY"
? ? ? ? takeProfit.orderType = "LMT"
? ? ? ? takeProfit.totalQuantity = quantity
? ? ? ? takeProfit.lmtPrice = takeProfitLimitPrice
? ? ? ? takeProfit.parentId = parentOrderId
? ? ? ? takeProfit.transmit = False
? ? ? ? stopLoss = Order()
? ? ? ? stopLoss.orderId = parent.orderId + 2
? ? ? ? stopLoss.action = "SELL" if action == "BUY" else "BUY"
? ? ? ? stopLoss.orderType = "STP"
? ? ? ? stopLoss.auxPrice = stopLossPrice
? ? ? ? stopLoss.totalQuantity = quantity
? ? ? ? stopLoss.parentId = parentOrderId
? ? ? ? stopLoss.transmit = True
? ? ? ? bracketOrder = [parent, takeProfit, stopLoss]
? ? ? ? return bracketOrder
