QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
https://lean.io
Apache License 2.0
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Create MarketIfTouched Orders #1021

Open 4real opened 7 years ago

4real commented 7 years ago

IB has market/limit if touched orders. Why I would like to have them added in Lean/QC is

I don't think there needs to be shortcut methods in QCAlgorithm for these since they are more fringe than existing order types. It's sufficient if I can submit new order type class instances or set a "TouchPrice" property or similar.

jaredbroad commented 7 years ago

Thank you @4real; added to the list.

jaredbroad commented 1 year ago

LimitIfTouched implemented 2022 https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/LimitIfTouchedRegressionAlgorithm.py