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Does QC have any capability to make use of the IB adaptive market and limit orders?
https://www.interactivebrokers.com.hk/en/index.php?f=19091
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Michael Manus
only orders listed in the docu are supported:
https://www.quantconnect.com/docs/algorithm-reference/trading-and-orders#Trading-and-Orders-Order-Types
but maybe there is a other way as example:
https://www.quantconnect.com/forum/discussion/5277/trailing-stops-following-use-of-quot-self-setholdings-quot-for-entry/p1Marco Grassi
up, it would be cool to have this (not default obviously)
Varad Kabade
Hi Marco Grassi,
Trailing Stop-Order/Adaptive orders is not available as an order type yet. Follow this issue on GitHub to track the progress.
Best,
Varad Kabade
Marco Grassi
Thanks Varad, I was actually referring to IB adaptive market orders (IBALGO)
Varad Kabade
Hi Marco,
Currently, we have an open issue to implement the above feature. Subscribe to the following for updates regarding the same.
https://github.com/QuantConnect/Lean/issues/1093#issuecomment-325391114
Best,
Varad Kabade
Stephen
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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