Right now we are using a market order to enter a trade and a liquidate to exit from the trade. We are experimenting some numerical differences on our expected exit from the trades.
We would like to test the performance of the swap strategy by sending a limit order to sell just after realizing a market order to buy.
The limit order should be based on the price returned from the market order ticket and our limit order's current risk.
Strategy: vwap v0.0.0.7
Right now we are using a market order to enter a trade and a liquidate to exit from the trade. We are experimenting some numerical differences on our expected exit from the trades.
We would like to test the performance of the swap strategy by sending a limit order to sell just after realizing a market order to buy. The limit order should be based on the price returned from the market order ticket and our limit order's current risk.