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Re: Reversing positions without market orders? [Re: MegaTanker] #486183
06/17/22 10:22
06/17/22 10:22
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
If the broker has a flat fee, use virtual hedging. This ensures the minimum number of orders.

Re: Reversing positions without market orders? [Re: MegaTanker] #486192
06/17/22 16:10
06/17/22 16:10
Joined: Aug 2021
Posts: 101
M
MegaTanker Offline OP
Member
MegaTanker  Offline OP
Member
M

Joined: Aug 2021
Posts: 101
If the virtual hedging modes submit the pool trades always as one order, I might be able to work with that. I probably have no control per script over the execution of those, they will always be market orders (I assume) but I could add a brokercommand to turn them into limit orders on the plugin side perhaps.

By the way, the FTX plugin on github also has another bug I think. BrokerHistory returns T6 candles with their starting timestamp when Zorro expects the ending timestamp, doesn't it? So every minute candle is effectively shifted by one bar.

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