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New exported function OrderChanged()

 
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Tantalus



Joined: 23 Mar 2007
Posts: 300

PostPosted: Thu Jan 05, 2012 12:14 am    Post subject: New exported function OrderChanged() Reply with quote

I would love to see a function called by FT whenever a pending order or a SL or TP was executed. It would be a function we could include in our strategies that would notify the code when the system executed an order automatically (rather than through the SendInstantOrder() function).

My strategies need to be able to react to a change in the order status, so it needs to know when a new order opens or an existing order closes. Currently the only way to do this is to track all entry and exit points manually in my code then enter and exit using SendInstantOrder() and CloseOrder(). I would love the convenience of using the automatic order functions SendPendingOrder() and programmed SL and TPs, but there's no way to know when these orders change, because FT doesn't notify my code.

A callback function similar to ResetStrategy() is what I'd like to see. It would pass back a code such as LongOpen, ShortOpen, SLHit, TPHit and also an order ticket, so my code would instantly know what has changed. Currently the system sends this info to the Journal, so it shouldn't be too hard to have it send the same info to a callback function as well...

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dackjaniels



Joined: 24 Feb 2009
Posts: 151

PostPosted: Mon Jan 09, 2012 7:25 pm    Post subject: Reply with quote

+1
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FT Support



Joined: 11 Jul 2009
Posts: 902

PostPosted: Wed Jan 11, 2012 4:30 pm    Post subject: Reply with quote

Sorry guys but we do not plan adding such a function in nearest time, too many other tasks.... we physically cannot do everything.

Actually you can create a lib of your custom functions and add this one the the lib. I believe that it is possible to develop many functions without changing FT API so you can do that, also you can create shared lib which can be updated by any forum member, this can be useful. What do you think?

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Tantalus



Joined: 23 Mar 2007
Posts: 300

PostPosted: Wed Jan 11, 2012 4:40 pm    Post subject: Reply with quote

Perhaps I'm wrong, but in order to program this outside from the FT API we would need to have notification from the API that an order has changed. That's the problem: the FT API does not inform the strategy that this has occurred.

When an order is placed or changed internally, how would we know without notification from the API?

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FT Support



Joined: 11 Jul 2009
Posts: 902

PostPosted: Wed Jan 11, 2012 4:42 pm    Post subject: Reply with quote

you just need to monitor orders and perform some checks at the start of GetSingleTick method, if something happened with orders then you will be notified.
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