开云体育

I am not sure that bracket orders would be involved in modelling what you are trying to do. Bracket orders suggest that at most one of the child orders will execute (and the others get cancelled) and IBKR will adjust child order quantities? to the actual fill quantity of the parent.

• One limit at $102 for quantity 80
• One limit at $104 for quantity 80
• And one trail stop for quantity 80. That one might need a "" so that it is dormant until the price actually hits $106.

Your client application would stick around and and would monitor order progress by observing openOrder, orderStatus, and execDetails callbacks. You can adjust pricing/quantities for these orders up to the moment that they actually execute.

Your client will also want to implement some logic to handle failure cases such as when previously accepted orders get cancelled without fill for some reason or when profit takers at lower price levels fill only partially.

Alternatively, you could do some window-shopping over at the explorer. You may be able to model your requirements with a Scale order or with one of the Algos. That adds a level of robustness in that orders keep operating at the exchange or at IBKR even if your client, TWS/IBGW, or your internet connection fail.

Actual commissions heavily depend on the instrument you are trading, whether you use tiered pricing, and other account specific parameters. But for the most part we found that commissions we observe in paper trading are very similar or even identical to those in a an equivalent live account. And if your strategy yields significantly better sales prices, slightly higher commissions should be more than offset.

闯ü谤驳别苍