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I recently joined qc and want to develop an algorithm for trading ES mini futures.
One feature i really miss is attached bracked orders: with each enter long or short i want to attach a profit taker + stop loss order. Then my algorithm keeps updating the attached orders of my positions. I have an interactive brokers subsidiary account (Lynx) and they support this kind of order.
The reason i want this is robustness: if a connection or server fails or my algorithm crashes, the attached orders guard my profits and limit my losses.
On github i see examples on how to select a particular future (i.e. expiration date), I am missing this on the qc university as it only shows getting data from quandl. Looks like qc has its own api for that now. Is updating the university on futures forthcoming?
Alexandre Catarino
Attached bracked orders (AKA OCO orders) are not built-in, but it is easily implemented.
Here is a good example from a community member:
We will be updating the University on Futures and Options, however it may not showcase examples that are more complex than those at github, since we are trying to present features through tutorials.
Bart van den Broek
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