Description
Creates new strategy order with specified parameters.
Syntax
| Visual Basic |
|---|
Public Function CreateStrategyOrder( _ ByVal order_type As eOrderType, _ ByVal cqg_definition As CQGStrategyDefinition, _ ByVal cqg_account As CQGAccount, _ ByVal cqg_accounts As CQGAccounts, _ ByVal order_quantity As Long, _ Optional ByVal order_side As eOrderSide = osdUndefined, _ Optional ByVal limit_price As Double = -2147483647, _ Optional ByVal stop_price As Double = -2147483647, _ Optional ByVal ue_name_part As String = "" _ ) As CQGOrder |
Parameters
- order_type
Value Description otLimit Limit order.
otMarket Market order.
otStop Stop order.
otStopLimit Stop Limit order.
otUndefined Undefined order type.
Type of the order.
The CQGOrder.Properties collection depends on it.
The otStopLimit order type is not supported.
- cqg_definition
Strategy definition that should be used to place the order.
The CQGStrategyDefinition.Status property value should be srsPending or srsSuccess, otherwise an exception will be thrown.
- cqg_account
Account that should be used to place the order
- cqg_accounts
Additional accounts, on which order legs should be placed.
Is not supported yet; hence, Nothing should be passed.
- order_quantity
Order quantity. Signed or unsigned - depends on CQGAPIConfig.UseOrderSide setting.
- order_side
Value Description osdBuy Side properties return this value if CQGAPIConfig.UseOrderSide is set to True. Depending on the owner, osdBuy value is returned in case of:
- the object is a CQGTrade referring to a buy trade
- the object is a CQGPosition referring to a long position.
- the object is a CQGOrder referring to an order of buy type.
- the object is a CQGFill referring to a fill of buy type.
osdSell Side properties return this value if CQGAPIConfig.UseOrderSide is set to True. Depending on the owner, osdSell value is returned in case of:
- the object is a CQGTrade referring to a sell trade
- the object is a CQGPosition referring to a short position.
- the object is a CQGOrder referring to an order of sell type.
- the object is a CQGFill referring to a fill of sell type.
osdUndefined Side properties return this value if CQGAPIConfig.UseOrderSide is set to False. Side of the order. Not used if CQGAPIConfig.UseOrderSide is set to false.
- limit_price
- Limit price for the order
- stop_price
- Stop price for the order
- ue_name_part
Part of the user-friendly name.
Other parts of UEName are automatically generated.
Return Type
A CQGOrder object which represents the newly created order.
Remarks
Important Note: The eOrderProperty.opExecutionPattern property must be set for the strategy order, otherwise, the order will not be placed.
Depending on its type, the order can be either placed as is or some properties should be set before actual placing.
Some of the properties can be modified after order creation and before the order is placed. For more information see the CQGOrder and CQGOrderProperties objects.
The status of the order is set to osNotSent and its state to olsNotSent before the CQGOrder.Place method is called.