Let’s say you use a limit BTO order via a Seetu strategy that has a TIF of GTC… is there a way to cancel it via the Seetu strategy the following bar if it doesn’t fill?
There is no CancelSignal there.
Perhaps this helps you:
The C2TradingSignal command has parameters CancelsAt and CancelsAtRelative
CancelsAt can be used this way to cancel your signals (for example) at 13:30:00:
//Cancel at 13:30:00 on the Collective2 side
cancel = DateTimeConvert( 2, DateNum(), 133000 );
// C2TradingSignal(sigBTC, sigFilter=Cover,CancelsAt=cancel); // sigFilter just for debugging!
C2TradingSignal(sigBTC, CancelsAt=cancel); // no sigFilter for RunIt!
This is a result:
CancelsAtRelative is a number of seconds.
It cancels your signal at the time it was sent plus the number of seconds.
This column is not visible in the Trading signals grid, but it works.
Both params can be used also for conditional signals in the C2TradingSignalCond command.
So you can cancel your signals on the Collective2 side at the particular time.
That’s it. Perfect. Thank you.
Okay, one thing I can’t figure out in the Seetu interface… how do you get the signals on the Signals tab? I can get results for all the other tabs: Scan, Explore, Statistics, Trades, Equity. I have C2TradingSignal with the sigFilter in my code. Still nothing.
To see your signals in the grid, use filters like this:
C2TradingSignal(sigBTO, sigFilter=Buy, [ your other params here] );
C2TradingSignal(sigSTC, sigFilter=Sell, [ your other params here ] );
C2TradingSignal(sigSTO, sigFilter=Short, [ your other params here ] );
C2TradingSignal(sigBTC, sigFilter=Cover, [ your other params here ] );
You shoud stop RunIt while you are playing with that.
If your strategy will run in the background while you have filters like above, then all generated signals will be sent to your strategy.
1 Like
Hey Bob,
I was testing CancelsAtRelative. Got an email notification of a trading signal at 2:32pm central. I checked the Seetu Run It logs and confirmed the CancelsAtRelative was set to ‘50’. It was a limit order, and I watched the order sit in the “working” state in my system until 2:38 (and did several refreshes to ensure it hadn’t gone through), at which point I manually cancelled it. So I don’t think CancelsAtRelative is working.
