How to move stoplimit thresholds?
On Sun, 2011-11-27 at 18:40 +0100, Heiko Stegmann wrote:
Dear all, after having placed a stoplimit order in quantstrat, how can its threshold be changed later on? Example: I have placed a market order together with a stoplimit order at some threshold. As soon as the trade has moved into the positive by a certain amount, I would like to move the stoplimit closer to the entry price. I would be very grateful if somebody could provide an example. Thank you.
It seems like you are describing a 'stoptrailing' order type.
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock