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I'm placing a Limit order for 1ETH and if 0.99999 gets filled it then can handle the 0.00001 remaining until I change the Limit price and it views it as a new order and less than $10 so it rejects it.
What would the code be to tell my algo that if 99% of the original total is filled, that's good enough and it can then place the Sell order?
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Louis Szeto
Hi Patrick
Can you give us more details on the order?
It would be best if you could attach a backtest for us to investigate and assist.
As of the second query, you might want:
although the assumption of filling will only get up to 99% is a bit vague and not recommended.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Patrick Verhoeven
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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