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VWAP Orders
Posted: Thu May 16, 2019 3:03 pm
by board_admin
Hello Community,
has anyone already placed VWAP orders with TWSLink in MultiCharts or TradeStation ?
Thank you
Re: VWAP Orders
Posted: Thu May 23, 2019 4:40 pm
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