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