VWAP Orders

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Site Admin
Posts: 233
Joined: Mon Apr 24, 2017 3:24 pm

VWAP Orders

Post by board_admin »

Hello Community,
has anyone already placed VWAP orders with TWSLink in MultiCharts or TradeStation ?
Thank you

Posts: 2
Joined: Wed Feb 06, 2019 5:29 pm

Re: VWAP Orders

Post by Tuco »


I am interested as well. I can try it with TS and report back, but I need to know the settings for the SET_ORDER_VAL. EXample (for adaptive):

value89 = SET_ORDER_VAL(uidOrder,14,"0",-1);
value88 = SET_ORDER_VAL(uidOrder,67,"Adaptive",-1);
value87 = SET_ORDER_VAL(uidOrder,68,Priorityexit,1);


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