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juard

STOP ORDER NEVER FILLED

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Hi all,

I am using the das simulator and the hotkey equalized risk

StopPrice=Price-0;DefShare=BP*0.925;Price=Ask-Price+0.00;SShare=150/Price;Share=DefShare-SShare;DefShare=DefShare+SShare;SShare=Share;Sshare=DefShare-SShare;Share=0.5*SShare;TogSShare;ROUTE=SMRTL;Price= Ask+0.10;TIF=DAY+;BUY=Send;DefShare=200;TriggerOrder=RT:STOP STOPTYPE:MARKET PX:StopPrice-0.10 ACT:SELL STOPPRICE:StopPrice QTY:Pos TIF:DAY+;

It´s working because is triggred, however the stop order is never filled in premarket. Anyone else had this same problem in the DAS simulator account?

Another question, is there any hotkeys to add a profit order along with the equalized risk hotkey?

imagen.thumb.png.9ded3985bf5f270a85157440eaf3ef3a.png

 

Regards

 

 

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I do have the same issue, Stop order never filled. However, I have noted 2 different versions of the script not sure which one is the most updated one

 

DefShare=BP*0.75;Share=DefShare*0.25*Price*0.01;Price=Ask-Price+0.01;SShare=Share/Price;Share=DefShare-SShare;DefShare=DefShare+SShare;SShare=Share;Sshare=DefShare-SShare;Share=0.5*SShare;TogSShare;ROUTE=LIMIT;Price= Ask+0.05;TIF=DAY+;BUY=Send;DefShare=400;

StopPrice=Price-0;DefShare=BP*0.925;Price=Ask-Price+0.00;SShare=150/Price;Share=DefShare-SShare;DefShare=DefShare+SShare;SShare=Share;Sshare=DefShare-SShare;Share=0.5*SShare;TogSShare;ROUTE=SMRTL;Price= Ask+0.10;TIF=DAY+;BUY=Send;DefShare=200;TriggerOrder=RT:STOP STOPTYPE:MARKET PX:StopPrice-0.10 ACT:SELL STOPPRICE:StopPrice QTY:Pos TIF:DAY+;

Thanks,

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Hi Guys,

Thanks for the quick response.

 

Two more question regarding the orders  and das simulator.

I am using in the DAS SIMULATOR the equalized risk hotkey to open the position and the I use a range stop hotkey for profit and stop loss targets.

In the case of DAS simulator TO THIS RANGE STOP HOTKEY I use LIMIT = ROUTE. When I go to live, Do I have to replace LIMIT for SMRLT or Interactive Broker convert the limit order in a smart order ?

CXL ALLSYMB;Route=Limit;Share=Pos;Price=StopPrice-AvgCost;Price=Price*2;Price=AvgCost-Price;Price=Round2;Route=Stop;StopType=Range;HighPrice=StopPrice;LowPrice=Price;TIF=DAY+;BUY=Send

 

And in the case of DAS SIMULATOR, to short position in SSR stocks WITH THIS EQUALIZED HOTKEY,  the hotkey must be at least BID+0,01. But in live with Interactive it can be a BID+0 because it convert auomatically the order into a smart order?

StopPrice=Price+0;DefShare=BP*0.925;Price=Price-Bid+0.01;SShare=150/Price;Share=DefShare-SShare;DefShare=DefShare+SShare;SShare=Share;Sshare=DefShare-SShare;Share=0.5*SShare;TogSShare;ROUTE=SMRTL;Price=Bid+0.01;TIF=DAY+;SELL=Send;DefShare=200;TriggerOrder=RT:STOP STOPTYPE:MARKET PX:StopPrice+0.05 ACT:BUY STOPPRICE:StopPrice QTY:Pos TIF:DAY+;

 

Thank you

 

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3 hours ago, juard said:

And in the case of DAS SIMULATOR, to short position in SSR stocks WITH THIS EQUALIZED HOTKEY,  the hotkey must be at least BID+0,01. But in live with Interactive it can be a BID+0 because it convert auomatically the order into a smart order?

That's correct - with IB it'll automatically tick up for your when a stock is on SSR.

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8 minutes ago, Justin said:

That's correct - with IB it'll automatically tick up for your when a stock is on SSR.

I'm sure I saw an tick box in DAS which does this automatically too.  Not near trade station, but sure I saw it recently.

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There is a "flaw" if I may, with the DAS SIM order server if you are not connected a brokerage for when you try to short something on SSR. So it is correct, you must change your shorting script while in standalone SIM to Bid+0.01 when something is on SSR. If you have a brokerage, DAS will make the necessary changes when you try to short something on SSR automatically ("cannot short on bid" or whatever the warning is). Changing it to Bid+ tricks it into working. I use my regular shorting hotkey Bid-0.05 regardless if something is on SSR or not. SMRTL and SMRTM are IB exclusive routes, so for everything else, SMRTL should be LIMIT and SMRTM should be MARKET in the script.

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On 2/25/2021 at 6:59 AM, Hashim_MFin said:

I do have the same issue, Stop order never filled. However, I have noted 2 different versions of the script not sure which one is the most updated one

 

DefShare=BP*0.75;Share=DefShare*0.25*Price*0.01;Price=Ask-Price+0.01;SShare=Share/Price;Share=DefShare-SShare;DefShare=DefShare+SShare;SShare=Share;Sshare=DefShare-SShare;Share=0.5*SShare;TogSShare;ROUTE=LIMIT;Price= Ask+0.05;TIF=DAY+;BUY=Send;DefShare=400;

StopPrice=Price-0;DefShare=BP*0.925;Price=Ask-Price+0.00;SShare=150/Price;Share=DefShare-SShare;DefShare=DefShare+SShare;SShare=Share;Sshare=DefShare-SShare;Share=0.5*SShare;TogSShare;ROUTE=SMRTL;Price= Ask+0.10;TIF=DAY+;BUY=Send;DefShare=200;TriggerOrder=RT:STOP STOPTYPE:MARKET PX:StopPrice-0.10 ACT:SELL STOPPRICE:StopPrice QTY:Pos TIF:DAY+;

Thanks,

The first one doesn't contain the trigger order for a stop. The second one is correct for including a stop if you have IB. If you don't have IB, change SMRTL to LIMIT for it to control the montage properly. If there is something in the script that DAS doesn't recognize, it just ignores that part.

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On 3/9/2021 at 5:54 PM, Bryan W said:

The first one doesn't contain the trigger order for a stop. The second one is correct for including a stop if you have IB. If you don't have IB, change SMRTL to LIMIT for it to control the montage properly. If there is something in the script that DAS doesn't recognize, it just ignores that part.

Thank you very much Bryan, it's working perfectly now (during market hours)

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