I'm using RTD function to retrieve Position and Wkd orders according to LookupID using OrderTags.
Problem is I get the previous day position each day, sometimes the lookupID resets itself, but I don't understand what is the rule behind it. Can someone give me his lights ?
In addition I have problem with working orders not reported by ADL once my Algo is turn off and exits positions. Is there a general function which will delete all working orders, independently of price and order tag ?
Thank you very much !
Answer by Damon · Apr 05 at 07:33 PM
When you are talking about NetPosition and LookUpID's... or any information about the specific Instrument you are having updating from your Excel Spreadsheet. Such as the example I have below:
Answer by baptistequidet · Apr 06 at 10:10 AM
Thank you for your answer.
Regarding the position, as you see below I have NetPos and an LookUpID per Order tag. My problem is that I get old position from previous day and I would like to reset them to 0 for the new trading session, for the same month, product, order tag.
Regarding the Parent Order book, I'm not sure where is the option to change the function to leave or change the orders. Is that the one below ? ( it was setup as "pause" )