VWAP Orders

Discuss, post your questions about TWSLink here.

Users who just registered, please write an email to
forum@trade-commander.de
with your username mentioned.
So we can distinguish you from bots.
Thank you
Post Reply
board_admin
Site Admin
Posts: 244
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

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

Re: VWAP Orders

Post by Tuco »

Hello,

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);

THX,Tuco

Post Reply