3. split position in chunks and issue limit orders at X minutes intervals
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split position in chunks and issue limit orders at X minutes intervals

  • D

    I am using ccxtbt to do live trading. My strategy is based on hourly candles. When I am getting a long or short signal I want to split my position in 5-10 chunks and every 2-5 minutes generate a limit order if the limit order is not filled in 2 minutes then the market order will be sent and after another 2 minutes I want to start again with the next chunk. Can anyone suggest how would I implement something like this?

    I assume sizers would be the best place to start and I understand that I can send portions of the position in tranches. Although, I want to send multiple tranches during a single candle after my signal was generated.

    Thanks a lot in advance.

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  • D

    @backtrader sorry to bother but is there any chance you can suggest anything for this or that question?

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