Advanced order types: BracketOrders/OCO/OTO/TrailingStops
#1 357 ouverte le 31 juil. 2016
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Description
See also #366 and #189.
Bracket Orders:
Simultaneous orders that aim to limit profits and losses http://www.investopedia.com/terms/b/bracketedbuyorder.asp http://www.investopedia.com/terms/b/bracketedsellorder.asp
One-Cancels-the-Other(OCO):
An order that cancels a different open order upon success (necessary for brackets) http://www.investopedia.com/terms/o/oco.asp
One-Triggers-Other(OTO):
An order that triggers another order to be placed upon success http://www.investopedia.com/university/intro-to-order-types/conditional-orders.asp
Trailing Stops:
A fixed nominal or percentage amount from the peak price after purchase that triggers an order http://www.investopedia.com/terms/t/trailingstop.asp
Most of these could be implemented by adding an optional trigger callback to order objects, which can then be used with the already implemented order types.