Broker

Name	Description
BrokerAllowDuplicateOrders(bool)	Specifies whether duplicate orders should be processed or cancelled (the default is 'false', i.e. duplicate orders are cancelled). Duplicate orders are orders that share the same symbol, action type and order type. Call the function once from OnInitialize.
BrokerCancelOrder(int, string)	Submits a cancel order request, of a specified pending order, to the broker. The order will be cancelled if possible.
BrokerCancelOrder(int, int, string)	Submits a cancel order request, of a specified pending order, to the broker. The order will be cancelled if possible.
BrokerCloseAllPositions(string)	Submits market orders that will close all of the open positions of all of the symbols.
BrokerCloseAllPositions(int, string)	Submits market orders that will close all of the open positions of all of the symbols.
BrokerClosePosition(string)	Submits a market order that will close the open position of the underlying symbol, if such a position exists.
BrokerClosePosition(int, int, string)	Submits a market order that will close a specified position.
int BrokerDiscretionary(C_ActionType, double, C_TIF, double, double, string)	Submits a specified discretionary order to the broker.
int BrokerDiscretionary(int, int, C_ActionType, double, C_TIF, double, double, string)	Submits a specified discretionary order to the broker.
int BrokerIceberg(C_ActionType, double, double, C_TIF, double, string)	Submits a specified iceberg order to the broker. Iceberg orders display a specified part of their quantity, while hiding the rest.
int BrokerIceberg(int, int, C_ActionType, double, double, C_TIF, double, string)	Submits a specified iceberg order to the broker. Iceberg orders display a specified part of their quantity, while hiding the rest.
int BrokerLimit(C_ActionType, double, C_TIF, double, string)	Submits a specified limit order to the broker. Limit orders are executed only at the specified limit price or better.
int BrokerLimit(int, int, C_ActionType, double, C_TIF, double, string)	Submits a specified limit order to the broker. Limit orders are executed only at the specified limit price or better.
int BrokerLimitIfTouched(C_ActionType, double, C_TIF, double, double, string)	Submits a specified limit-if-touched order to the broker.
int BrokerLimitIfTouched(int, int, C_ActionType, double, C_TIF, double, double, string)	Submits a specified limit-if-touched order to the broker.
int BrokerLimitOnClose(C_ActionType, double, C_TIF, double, string)	Submits a specified limit-on-close order to the broker. Limit-on-close orders are executed only at the market close at the specified limit price or better, and cancelled otherwise.
int BrokerLimitOnClose(int, int, C_ActionType, double, C_TIF, double, string)	Submits a specified limit-on-close order to the broker. Limit-on-close orders are executed only at the market close at the specified limit price or better, and cancelled otherwise.
int BrokerLimitOnOpen(C_ActionType, double, C_TIF, double, string)	Submits a specified limit-on-open order to the broker. Limit-on-open orders are executed only at the market open at the specified limit price or better, and cancelled otherwise.
int BrokerLimitOnOpen(int, int, C_ActionType, double, C_TIF, double, string)	Submits a specified limit-on-open order to the broker. Limit-on-open orders are executed only at the market open at the specified limit price or better, and cancelled otherwise.
int BrokerMarket(C_ActionType, double, C_TIF, string)	Submits a specified market order to the broker. Market orders are executed at the current market price.
int BrokerMarket(int, int, C_ActionType, double, C_TIF, string)	Submits a specified market order to the broker. Market orders are executed at the current market price.
int BrokerMarketIfTouched(C_ActionType, double, C_TIF, double, string)	Submits a specified market-if-touched order to the broker.
int BrokerMarketIfTouched(int, int, C_ActionType, double, C_TIF, double, string)	Submits a specified market-if-touched order to the broker.
int BrokerMarketOnClose(C_ActionType, double, C_TIF, string)	Submits a specified market on close order to the broker. Market on close orders are executed at the next market close at the closing price.
int BrokerMarketOnClose(int, int, C_ActionType, double, C_TIF, string)	Submits a specified market on close order to the broker. Market on close orders are executed at the next market close at the closing price.
int BrokerMarketOnOpen(C_ActionType, double, C_TIF, string)	Submits a specified market on open order to the broker. Market on open orders are executed at the next market open at the opening price.
int BrokerMarketOnOpen(int, int, C_ActionType, double, C_TIF, string)	Submits a specified market on open order to the broker. Market on open orders are executed at the next market open at the opening price.
BrokerModifyOrder(int, double, double, double)	Modifies a specified pending order before it is executed. Note that the order modification won't take place until the next call.
BrokerModifyOrder(int, int, double, double, double)	Modifies a specified pending order before it is executed. Note that the order modification won't take place until the next call.
int BrokerRelative(C_ActionType, double, C_TIF, double, double, string)	Submits a specified relative/pegged-to-primary order to the broker.
int BrokerRelative(int, int, C_ActionType, double, C_TIF, double, double, string)	Submits a specified relative/pegged-to-primary order to the broker.
BrokerSetAllOrNone(int)	Sets a specified order as an all or none order, meaning that the broker should execute it all in one fill or not at all.
BrokerSetAllOrNone(int, int)	Sets a specified order as an all or none order, meaning that the broker should execute it all in one fill or not at all.
BrokerSetAllowETH(int)	Allows a specified order to be processed during ETH.
BrokerSetAllowETH(int, int)	Allows a specified order to be processed during ETH.
BrokerSetDestination(int, string)	Sets the routing destination of a specified order using one of the broker's routing identifiers.
BrokerSetDestination(int, int, string)	Sets the routing destination of a specified order using one of the broker's routing identifiers.
BrokerSetFAGroup(int, string, C_FA_Method, double)	Sets the financial advisor group and method for a specified pending order (IB only).
BrokerSetFAGroup(int, int, string, C_FA_Method, double)	Sets the financial advisor group and method for a specified pending order (IB only).
BrokerSetFAProfile(int, string)	Sets the financial advisor profile for a specified pending order (IB only).
BrokerSetFAProfile(int, int, string)	Sets the financial advisor profile for a specified pending order (IB only).
BrokerSetHidden(int)	Sets a specified limit order to be a hidden order.
BrokerSetHidden(int, int)	Sets a specified limit order to be a hidden order.
BrokerSetOCA(int, string, C_OCA_Type)	Sets a specified order as part of an OCA group. Note that this function must be called at the same strategy call in which the order is first created, prior to it being submitted to the broker.
BrokerSetOCA(int, int, string, C_OCA_Type)	Sets a specified order as part of an OCA group. Note that this function must be called at the same strategy call in which the order is first created, prior to it being submitted to the broker.
int BrokerSetStopLoss(int, double, string)	Submits a specified stop loss order to the broker. Stop loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified loss. If a trade is closed before its attached stop loss order is executed, the order is cancelled.
int BrokerSetStopLoss(int, int, double, string)	Submits a specified stop loss order to the broker. Stop loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified loss. If a trade is closed before its attached stop loss order is executed, the order is cancelled.
int BrokerSetStopLossPercent(int, double, bool, string)	Submits a specified stop loss order to the broker, with the stop loss price specified as a percent from the current price. Note that the percent offset isn't from the order execution price, but from the current price. In order for the stop price to be from the order execution price the modifyAfterExecution parameter should be set to true. Stop loss orders are attached orders, they are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified loss. If a trade is closed before its attached stop loss order is executed then the order is cancelled.
int BrokerSetTakeProfit(int, double, string)	Submits a specified take profit order to the broker. Take profit orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified profit target. If a trade is closed before its attached take profit order is executed, the order is cancelled.
int BrokerSetTakeProfit(int, int, double, string)	Submits a specified take profit order to the broker. Take profit orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified profit target. If a trade is closed before its attached take profit order is executed, the order is cancelled.
int BrokerSetTakeProfitPercent(int, double, bool, string)	Submits a specified take profit order to the broker, with the take profit price specified as a percent from the current price. Note that the percent offset isn't from the order execution price, but from the current price. In order for the take profit price to be from the order execution price the modifyAfterExecution parameter should be set to true. Take profit orders are attached orders, they are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified profit target. If a trade is closed before its attached take profit order is executed then the order is cancelled.
int BrokerSetTrailingStopLoss(int, bool, double, string)	Submits a specified trailing stop loss order to the broker. Trailing stop/loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a moving stop/loss price. If a trade is closed before its attached trailing stop loss order is executed, the order is cancelled.
int BrokerSetTrailingStopLoss(int, int, bool, double, string)	Submits a specified trailing stop loss order to the broker. Trailing stop/loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a moving stop/loss price. If a trade is closed before its attached trailing stop loss order is executed, the order is cancelled.
int BrokerStop(C_ActionType, double, C_TIF, double, string)	Submits a specified stop order to the broker. Stop orders are executed at the market price when the specified stop price is reached.
int BrokerStop(int, int, C_ActionType, double, C_TIF, double, string)	Submits a specified stop order to the broker. Stop orders are executed at the market price when the specified stop price is reached.
int BrokerStopLimit(C_ActionType, double, C_TIF, double, double, string)	Submits a specified stop limit order to the broker. Stop limit orders become normal limit orders when the specified stop price is reached.
int BrokerStopLimit(int, int, C_ActionType, double, C_TIF, double, double, string)	Submits a specified stop limit order to the broker. Stop limit orders become normal limit orders when the specified stop price is reached.
int BrokerVWAP(C_ActionType, double, C_TIF, long, long, string)	Submits a specified VWAP order to the broker.
int BrokerVWAP(int, int, C_ActionType, double, C_TIF, long, long, string)	Submits a specified VWAP order to the broker.

BrokerAllowDuplicateOrders(bool allowDuplicates)

Specifies whether duplicate orders should be processed or cancelled (the default is 'false', i.e. duplicate orders are cancelled). Duplicate orders are orders that share the same symbol, action type and order type. Call the function once from OnInitialize.

Parameters

Type	Identifier	Description
bool	allowDuplicates	Indicates whether to allow (true) or cancel (false) duplicate orders

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerCancelOrder(int orderIndex, string comment)

Submits a cancel order request, of a specified pending order, to the broker. The order will be cancelled if possible.

Parameters

Type	Identifier	Description
int	orderIndex	The order index in the orders table
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerCancelOrder(int strategyNumber, int orderIndex, string comment)

Submits a cancel order request, of a specified pending order, to the broker. The order will be cancelled if possible.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index in the orders table
string	comment	The order comment

Scripts

AddOn, RiskManagement

BrokerCloseAllPositions(string comment)

Submits market orders that will close all of the open positions of all of the symbols.

Parameters

Type	Identifier	Description
string	comment	The order comment

Scripts

MultiSymbolTradingStrategy

BrokerCloseAllPositions(int strategyNumber, string comment)

Submits market orders that will close all of the open positions of all of the symbols.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
string	comment	The order comment

Scripts

AddOn, RiskManagement

BrokerClosePosition(string comment)

Submits a market order that will close the open position of the underlying symbol, if such a position exists.

Parameters

Type	Identifier	Description
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerClosePosition(int strategyNumber, int positionIndex, string comment)

Submits a market order that will close a specified position.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	positionIndex	The position index in the positions table
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerDiscretionary(C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, double priceOffset, string comment)

Submits a specified discretionary order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
double	priceOffset	The monetary offset from the limit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerDiscretionary(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, double priceOffset, string comment)

Submits a specified discretionary order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
double	priceOffset	The monetary offset from the limit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerIceberg(C_ActionType actionType, double quantity, double displayQuantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified iceberg order to the broker. Iceberg orders display a specified part of their quantity, while hiding the rest.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
double	displayQuantity	The order display quantity, the iceberg
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerIceberg(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, double displayQuantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified iceberg order to the broker. Iceberg orders display a specified part of their quantity, while hiding the rest.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
double	displayQuantity	The order display quantity, the iceberg
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerLimit(C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified limit order to the broker. Limit orders are executed only at the specified limit price or better.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerLimit(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified limit order to the broker. Limit orders are executed only at the specified limit price or better.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerLimitIfTouched(C_ActionType actionType, double quantity, C_TIF timeInForce, double touchPrice, double limitPrice, string comment)

Submits a specified limit-if-touched order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	touchPrice	The order touch price
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerLimitIfTouched(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double touchPrice, double limitPrice, string comment)

Submits a specified limit-if-touched order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	touchPrice	The order touch price
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerLimitOnClose(C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified limit-on-close order to the broker. Limit-on-close orders are executed only at the market close at the specified limit price or better, and cancelled otherwise.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerLimitOnClose(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified limit-on-close order to the broker. Limit-on-close orders are executed only at the market close at the specified limit price or better, and cancelled otherwise.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerLimitOnOpen(C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified limit-on-open order to the broker. Limit-on-open orders are executed only at the market open at the specified limit price or better, and cancelled otherwise.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerLimitOnOpen(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, string comment)

Submits a specified limit-on-open order to the broker. Limit-on-open orders are executed only at the market open at the specified limit price or better, and cancelled otherwise.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerMarket(C_ActionType actionType, double quantity, C_TIF timeInForce, string comment)

Submits a specified market order to the broker. Market orders are executed at the current market price.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerMarket(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, string comment)

Submits a specified market order to the broker. Market orders are executed at the current market price.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerMarketIfTouched(C_ActionType actionType, double quantity, C_TIF timeInForce, double touchPrice, string comment)

Submits a specified market-if-touched order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	touchPrice	The order touch price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerMarketIfTouched(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double touchPrice, string comment)

Submits a specified market-if-touched order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	touchPrice	The order touch price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerMarketOnClose(C_ActionType actionType, double quantity, C_TIF timeInForce, string comment)

Submits a specified market on close order to the broker. Market on close orders are executed at the next market close at the closing price.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerMarketOnClose(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, string comment)

Submits a specified market on close order to the broker. Market on close orders are executed at the next market close at the closing price.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerMarketOnOpen(C_ActionType actionType, double quantity, C_TIF timeInForce, string comment)

Submits a specified market on open order to the broker. Market on open orders are executed at the next market open at the opening price.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerMarketOnOpen(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, string comment)

Submits a specified market on open order to the broker. Market on open orders are executed at the next market open at the opening price.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
string	comment	The order comment

Scripts

AddOn, RiskManagement

BrokerModifyOrder(int orderIndex, double quantity, double stopPrice, double limitPrice)

Modifies a specified pending order before it is executed. Note that the order modification won't take place until the next call.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to update
double	quantity	The new quantity (-1 to keep current quantity)
double	stopPrice	The new stop price (-1 to keep current stop price)
double	limitPrice	The new limit price (-1 to keep current limit price)

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerModifyOrder(int strategyNumber, int orderIndex, double quantity, double stopPrice, double limitPrice)

Modifies a specified pending order before it is executed. Note that the order modification won't take place until the next call.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index to update
double	quantity	The new quantity (-1 to keep current quantity)
double	stopPrice	The new stop price (-1 to keep current stop price)
double	limitPrice	The new limit price (-1 to keep current limit price)

Scripts

AddOn, RiskManagement

int BrokerRelative(C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, double offset, string comment)

Submits a specified relative/pegged-to-primary order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
double	offset	The monetary price offset from the best bid/ask
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerRelative(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double limitPrice, double offset, string comment)

Submits a specified relative/pegged-to-primary order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	limitPrice	The order limit price
double	offset	The monetary price offset from the best bid/ask
string	comment	The order comment

Scripts

AddOn, RiskManagement

BrokerSetAllOrNone(int orderIndex)

Sets a specified order as an all or none order, meaning that the broker should execute it all in one fill or not at all.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to set as an all or none order

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerSetAllOrNone(int strategyNumber, int orderIndex)

Sets a specified order as an all or none order, meaning that the broker should execute it all in one fill or not at all.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index to set as an all or none order

Scripts

AddOn

BrokerSetAllowETH(int orderIndex)

Allows a specified order to be processed during ETH.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to set

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerSetAllowETH(int strategyNumber, int orderIndex)

Allows a specified order to be processed during ETH.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index to set

Scripts

AddOn, RiskManagement

BrokerSetDestination(int orderIndex, string destination)

Sets the routing destination of a specified order using one of the broker's routing identifiers.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to modify
string	destination	The routing destination identifier

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerSetDestination(int strategyNumber, int orderIndex, string destination)

Sets the routing destination of a specified order using one of the broker's routing identifiers.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index to modify
string	destination	The routing destination identifier

Scripts

AddOn, RiskManagement

BrokerSetFAGroup(int orderIndex, string faGroup, C_FA_Method faMethod, double faPercent)

Sets the financial advisor group and method for a specified pending order (IB only).

Parameters

Type	Identifier	Description
int	orderIndex	The order index
string	faGroup	The FA group
C_FA_Method	faMethod	The FA method (View Options)
double	faPercent	The percent (0 to 100) to use when the method is set to PERCENT_CHANGE

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerSetFAGroup(int strategyNumber, int orderIndex, string faGroup, C_FA_Method faMethod, double faPercent)

Sets the financial advisor group and method for a specified pending order (IB only).

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index
string	faGroup	The FA group
C_FA_Method	faMethod	The FA method (View Options)
double	faPercent	The percent (0 to 100) to use when the method is set to PERCENT_CHANGE

Scripts

AddOn, RiskManagement

BrokerSetFAProfile(int orderIndex, string faProfile)

Sets the financial advisor profile for a specified pending order (IB only).

Parameters

Type	Identifier	Description
int	orderIndex	The order index
string	faProfile	The FA profile

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerSetFAProfile(int strategyNumber, int orderIndex, string faProfile)

Sets the financial advisor profile for a specified pending order (IB only).

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index
string	faProfile	The FA profile

Scripts

AddOn, RiskManagement

BrokerSetHidden(int orderIndex)

Sets a specified limit order to be a hidden order.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to be hidden

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerSetHidden(int strategyNumber, int orderIndex)

Sets a specified limit order to be a hidden order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index to be hidden

Scripts

AddOn, RiskManagement

BrokerSetOCA(int orderIndex, string groupName, C_OCA_Type type)

Sets a specified order as part of an OCA group. Note that this function must be called at the same strategy call in which the order is first created, prior to it being submitted to the broker.

Parameters

Type	Identifier	Description
int	orderIndex	The order index of the order to set into an OCA
string	groupName	The OCA group name
C_OCA_Type	type	The OCA type

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

BrokerSetOCA(int strategyNumber, int orderIndex, string groupName, C_OCA_Type type)

Sets a specified order as part of an OCA group. Note that this function must be called at the same strategy call in which the order is first created, prior to it being submitted to the broker.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index of the order to set into an OCA
string	groupName	The OCA group name
C_OCA_Type	type	The OCA type

Scripts

AddOn, RiskManagement

int BrokerSetStopLoss(int orderIndex, double stopPrice, string comment)

Submits a specified stop loss order to the broker. Stop loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified loss. If a trade is closed before its attached stop loss order is executed, the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to attach the stop loss order to
double	stopPrice	The stop price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerSetStopLoss(int strategyNumber, int orderIndex, double stopPrice, string comment)

Submits a specified stop loss order to the broker. Stop loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified loss. If a trade is closed before its attached stop loss order is executed, the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index to attach the stop loss order to
double	stopPrice	The stop price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerSetStopLossPercent(int orderIndex, double stopPercent, bool modifyAfterExecution, string comment)

Submits a specified stop loss order to the broker, with the stop loss price specified as a percent from the current price. Note that the percent offset isn't from the order execution price, but from the current price. In order for the stop price to be from the order execution price the modifyAfterExecution parameter should be set to true. Stop loss orders are attached orders, they are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified loss. If a trade is closed before its attached stop loss order is executed then the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to attach the stop loss to
double	stopPercent	The stop percent distance from the current price (0 to 100)
bool	modifyAfterExecution	Use for indicating whether the stop price should be modified based on the parent order execution price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerSetTakeProfit(int orderIndex, double limitPrice, string comment)

Submits a specified take profit order to the broker. Take profit orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified profit target. If a trade is closed before its attached take profit order is executed, the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to attach the take profit order to
double	limitPrice	The take profit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerSetTakeProfit(int strategyNumber, int orderIndex, double limitPrice, string comment)

Submits a specified take profit order to the broker. Take profit orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified profit target. If a trade is closed before its attached take profit order is executed, the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number (or zero if unavailable)
int	orderIndex	The order index to attach the take profit order to
double	limitPrice	The take profit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerSetTakeProfitPercent(int orderIndex, double limitPercent, bool modifyAfterExecution, string comment)

Submits a specified take profit order to the broker, with the take profit price specified as a percent from the current price. Note that the percent offset isn't from the order execution price, but from the current price. In order for the take profit price to be from the order execution price the modifyAfterExecution parameter should be set to true. Take profit orders are attached orders, they are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a specified profit target. If a trade is closed before its attached take profit order is executed then the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to attach the take profit order to
double	limitPercent	The limit percent from the current price (Greater than zero)
bool	modifyAfterExecution	Use for indicating whether the take profit price should be modified based on the parent order execution price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerSetTrailingStopLoss(int orderIndex, bool isPercentOffset, double trailingOffset, string comment)

Submits a specified trailing stop loss order to the broker. Trailing stop/loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a moving stop/loss price. If a trade is closed before its attached trailing stop loss order is executed, the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	orderIndex	The order index to attach the trailing stop loss order to
bool	isPercentOffset	Use for indicating whether the trailing stop is a percent (true) or a fixed price (false) offset
double	trailingOffset	The percent (0-100) or fixed price trailing offset
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerSetTrailingStopLoss(int strategyNumber, int orderIndex, bool isPercentOffset, double trailingOffset, string comment)

Submits a specified trailing stop loss order to the broker. Trailing stop/loss orders are attached orders. They are attached to an entry order and are executed only when the trade that resulted from the entry order reaches a moving stop/loss price. If a trade is closed before its attached trailing stop loss order is executed, the order is cancelled.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	orderIndex	The order index to attach the trailing stop loss order to
bool	isPercentOffset	Indicates whether the trailing stop is a percent (true) or a fixed price (false) offset
double	trailingOffset	The percent (0-100) or fixed price trailing offset
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerStop(C_ActionType actionType, double quantity, C_TIF timeInForce, double stopPrice, string comment)

Submits a specified stop order to the broker. Stop orders are executed at the market price when the specified stop price is reached.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	stopPrice	The order stop price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerStop(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double stopPrice, string comment)

Submits a specified stop order to the broker. Stop orders are executed at the market price when the specified stop price is reached.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	stopPrice	The order stop price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerStopLimit(C_ActionType actionType, double quantity, C_TIF timeInForce, double stopPrice, double limitPrice, string comment)

Submits a specified stop limit order to the broker. Stop limit orders become normal limit orders when the specified stop price is reached.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	stopPrice	The order stop price
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerStopLimit(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, double stopPrice, double limitPrice, string comment)

Submits a specified stop limit order to the broker. Stop limit orders become normal limit orders when the specified stop price is reached.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
double	stopPrice	The order stop price
double	limitPrice	The order limit price
string	comment	The order comment

Scripts

AddOn, RiskManagement

int BrokerVWAP(C_ActionType actionType, double quantity, C_TIF timeInForce, long startTime, long endTime, string comment)

Submits a specified VWAP order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
long	startTime	The start time (0 for no start time)
long	endTime	The end time (0 for no end time)
string	comment	The order comment

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, TradingStrategy

int BrokerVWAP(int strategyNumber, int symbolIndex, C_ActionType actionType, double quantity, C_TIF timeInForce, long startTime, long endTime, string comment)

Submits a specified VWAP order to the broker.

Returns

The order index of the new order.

Parameters

Type	Identifier	Description
int	strategyNumber	The strategy number
int	symbolIndex	The symbol index in the symbols table
C_ActionType	actionType	The action type (View Options)
double	quantity	The order quantity
C_TIF	timeInForce	The order TIF (View Options)
long	startTime	The start time (0 for no start time)
long	endTime	The end time (0 for no end time)
string	comment	The order comment

Scripts

AddOn, RiskManagement