How do I program ADL to delete my working order if I become "alone" at that price?
If my algo joins a bid/offer but then I become "alone" on that price, how can I make it delete the order? Thanks for any help in advance!,
If you're the only working order at a price, that means that the order qty at that specific price level will equal the order qty that you sent for.
You can use a field block to look at the price your order is working at and display the qty at that price. If that qty equals the qty you sent for or are currently working, an equals block will display true. Connect a NOT block to that, so the true becomes false, and attach this to the conditional input of your order block.
Simple example, but I hope that helps.
