How to buy-open an order and sell-open an order at same time? I means lock the order in futures
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currently, when I buy-open and call sell(), the order will be salt, but i want only sell-open another order. how to do it?
thanks
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Your question is not totally clear, but let me try.
You want to issue buy order and sell order at the same time for the same data and have position open. Right?
You can do this only if order sizes are different. Or you use different data feeds for buy and sell orders. Otherwise it will be zero position after both orders processing.
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@ab_trader said in How to buy-open an order and sell-open an order at same time? I means lock the order in futures:
Your question is not totally clear, but let me try.
You want to issue buy order and sell order at the same time for the same data and gave position open. Right?
You can do this only if order sizes are different. Or you use different data feeds for buy and sell orders. Otherwise it will be zero position after both orders processing.yes, I just want to have both of the two direction orders(long-open, short-open) at the same time.
I see. thank you
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@jeff-lee said in How to buy-open an order and sell-open an order at same time? I means lock the order in futures:
yes, I just want to have both of the two direction orders(long-open, short-open) at the same time.
So presented it is an impossibility. Your problem is probably that you have only daily bars and your goal is to simulate an intraday strategy.
The solution is to have intraday data.