Platform that allows setting an expiration time for a stop limit order

Discussion in 'Trading Software' started by logic_man, Jun 5, 2011.

  1. I want to be able to set up a stop limit order, but specify a time for withdrawing it if it hasn't been triggered. Any platforms that will enable this? Thanks.
     
  2. JamesL

    JamesL

    What are you trading?
     
  3. ES
     
  4. Interactivebrokers
     
  5. JamesL

    JamesL

    NT/NinjaScript
     
  6. here is how to do this in tradelink
    Code:
    public void MyResponse : ResponseTemplate
    {
        public MyResponse()
        {
             tt.SendOrderEvent+=new OrderDelegate(sendorder);
             tt.SendCancelEvent+= new LongDelegate(sendcancel);
             tt.SendDebugEvent+= new DebugDelegate(senddebug);
         }
        TifTracker tt = new TifTracker();
        bool sendstoponce = true;
    
        void GotTick(Tick k)
        {
            // enforce any pending tifs
            tt.newTick(k);
            if (sendstoponce)
            {
                  // send buy stop 1% over current price with 5sec time in force
                  tt.sendorder(new BuyStop(k.symbol,k.trade*1.01m,100),5);
                  sendstoponce = false;
            }
        }
    }
    
    tradelink is free and open source, works with 15+ different brokers and feeds.

    google tradelink project
     
  7. TT added this about a year ago. you add a start and end time to orders.