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Trailing stop order - A trailing stop order is entered with a stop parameter
that creates a moving or trailing activation price, hence the name. This parameter
is entered as a percentage change or actual specific amount of rise (or fall) in the
security price. Trailing stop sell orders are used to maximize and protect profit as
a stock's price rises and limit losses when its price falls.
Trailing stop-limit order - A trailing stop-limit order is similar to a trailing
stop order. Instead of selling at market price when triggered, the order becomes a limit
order.
Add level: Level(Type=BID; Price=2521; TotalVolume=200; HiddenVolume=0; VisibleVolume=200; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=1; Asks=0; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add level: Level(Type=ASK; Price=2556; TotalVolume=300; HiddenVolume=0; VisibleVolume=300; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=1; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add level: Level(Type=ASK; Price=2555; TotalVolume=1000; HiddenVolume=0; VisibleVolume=1000; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add level: Level(Type=ASK; Price=2535; TotalVolume=200; HiddenVolume=0; VisibleVolume=200; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=3; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add level: Level(Type=ASK; Price=2530; TotalVolume=150; HiddenVolume=0; VisibleVolume=150; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=4; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Delete level: Level(Type=ASK; Price=2530; TotalVolume=0; HiddenVolume=0; VisibleVolume=0; Orders=0) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=3; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Execute order: Order(Id=9; SymbolId=0; Type=LIMIT; Side=BUY; Price=2550; StopPrice=0; Quantity=500; ExecutedQuantity=0; LeavesQuantity=500; GTC) with price 2530 and quantity 150
Execute order: Order(Id=7; SymbolId=0; Type=LIMIT; Side=SELL; Price=2535; StopPrice=0; Quantity=200; ExecutedQuantity=0; LeavesQuantity=200; GTC) with price 2535 and quantity 200
Delete level: Level(Type=ASK; Price=2535; TotalVolume=0; HiddenVolume=0; VisibleVolume=0; Orders=0) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Execute order: Order(Id=9; SymbolId=0; Type=LIMIT; Side=BUY; Price=2550; StopPrice=0; Quantity=500; ExecutedQuantity=150; LeavesQuantity=350; GTC) with price 2535 and quantity 200
Add level: Level(Type=BID; Price=2550; TotalVolume=150; HiddenVolume=0; VisibleVolume=150; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=5; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Delete level: Level(Type=BID; Price=2550; TotalVolume=0; HiddenVolume=0; VisibleVolume=0; Orders=0) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Execute order: Order(Id=10; SymbolId=0; Type=LIMIT; Side=SELL; Price=2529; StopPrice=0; Quantity=500; ExecutedQuantity=0; LeavesQuantity=500; GTC) with price 2550 and quantity 150
Add level: Level(Type=ASK; Price=2529; TotalVolume=350; HiddenVolume=0; VisibleVolume=350; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=3; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Activity
[-]Pegged Order[/-][+]Pegged Orders[/+]chronoxor commentedon Jul 20, 2020
Yes trailing orders are supported.
chronoxor commentedon Oct 29, 2023
Visual Leak Detector read settings from: Z:\soft\Development\VisualLeakDetector\vld.ini
Visual Leak Detector Version 2.5.4 installed.
Trading details
Add symbol: Symbol(Id=0; Name="test ")Add order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=0; Asks=0; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0)
Add order: Order(Id=1; SymbolId=0; Type=LIMIT; Side=BUY; Price=2521; StopPrice=0; Quantity=200; ExecutedQuantity=0; LeavesQuantity=200; GTC)
Add level: Level(Type=BID; Price=2521; TotalVolume=200; HiddenVolume=0; VisibleVolume=200; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=1; Asks=0; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add order: Order(Id=2; SymbolId=0; Type=LIMIT; Side=BUY; Price=2519; StopPrice=0; Quantity=300; ExecutedQuantity=0; LeavesQuantity=300; GTC)
Add level: Level(Type=BID; Price=2519; TotalVolume=300; HiddenVolume=0; VisibleVolume=300; Orders=1)
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=2; Asks=0; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0)
Add order: Order(Id=3; SymbolId=0; Type=LIMIT; Side=BUY; Price=2515; StopPrice=0; Quantity=785; ExecutedQuantity=0; LeavesQuantity=785; GTC)
Add level: Level(Type=BID; Price=2515; TotalVolume=785; HiddenVolume=0; VisibleVolume=785; Orders=1)
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=3; Asks=0; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0)
Add order: Order(Id=4; SymbolId=0; Type=LIMIT; Side=BUY; Price=2510; StopPrice=0; Quantity=170; ExecutedQuantity=0; LeavesQuantity=170; GTC)
Add level: Level(Type=BID; Price=2510; TotalVolume=170; HiddenVolume=0; VisibleVolume=170; Orders=1)
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=0; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0)
Add order: Order(Id=5; SymbolId=0; Type=LIMIT; Side=SELL; Price=2556; StopPrice=0; Quantity=300; ExecutedQuantity=0; LeavesQuantity=300; GTC)
Add level: Level(Type=ASK; Price=2556; TotalVolume=300; HiddenVolume=0; VisibleVolume=300; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=1; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add order: Order(Id=6; SymbolId=0; Type=LIMIT; Side=SELL; Price=2555; StopPrice=0; Quantity=1000; ExecutedQuantity=0; LeavesQuantity=1000; GTC)
Add level: Level(Type=ASK; Price=2555; TotalVolume=1000; HiddenVolume=0; VisibleVolume=1000; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add order: Order(Id=7; SymbolId=0; Type=LIMIT; Side=SELL; Price=2535; StopPrice=0; Quantity=200; ExecutedQuantity=0; LeavesQuantity=200; GTC)
Add level: Level(Type=ASK; Price=2535; TotalVolume=200; HiddenVolume=0; VisibleVolume=200; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=3; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add order: Order(Id=8; SymbolId=0; Type=LIMIT; Side=SELL; Price=2530; StopPrice=0; Quantity=150; ExecutedQuantity=0; LeavesQuantity=150; GTC)
Add level: Level(Type=ASK; Price=2530; TotalVolume=150; HiddenVolume=0; VisibleVolume=150; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=4; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0) - Top of the book!
Add order: Order(Id=9999; SymbolId=0; Type=TRAILING-STOP-LIMIT; Side=SELL; Price=2520; StopPrice=2500; Quantity=150; ExecutedQuantity=0; LeavesQuantity=150; GTC; TrailingDistance=1; TrailingStep=0)
Add order: Order(Id=9; SymbolId=0; Type=LIMIT; Side=BUY; Price=2550; StopPrice=0; Quantity=500; ExecutedQuantity=0; LeavesQuantity=500; GTC)
Execute order: Order(Id=8; SymbolId=0; Type=LIMIT; Side=SELL; Price=2530; StopPrice=0; Quantity=150; ExecutedQuantity=0; LeavesQuantity=150; GTC) with price 2530 and quantity 150
Delete order: Order(Id=8; SymbolId=0; Type=LIMIT; Side=SELL; Price=2530; StopPrice=0; Quantity=150; ExecutedQuantity=150; LeavesQuantity=0; GTC)
Delete level: Level(Type=ASK; Price=2530; TotalVolume=0; HiddenVolume=0; VisibleVolume=0; Orders=0) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=3; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Execute order: Order(Id=9; SymbolId=0; Type=LIMIT; Side=BUY; Price=2550; StopPrice=0; Quantity=500; ExecutedQuantity=0; LeavesQuantity=500; GTC) with price 2530 and quantity 150
Execute order: Order(Id=7; SymbolId=0; Type=LIMIT; Side=SELL; Price=2535; StopPrice=0; Quantity=200; ExecutedQuantity=0; LeavesQuantity=200; GTC) with price 2535 and quantity 200
Delete order: Order(Id=7; SymbolId=0; Type=LIMIT; Side=SELL; Price=2535; StopPrice=0; Quantity=200; ExecutedQuantity=200; LeavesQuantity=0; GTC)
Delete level: Level(Type=ASK; Price=2535; TotalVolume=0; HiddenVolume=0; VisibleVolume=0; Orders=0) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Execute order: Order(Id=9; SymbolId=0; Type=LIMIT; Side=BUY; Price=2550; StopPrice=0; Quantity=500; ExecutedQuantity=150; LeavesQuantity=350; GTC) with price 2535 and quantity 200
Add level: Level(Type=BID; Price=2550; TotalVolume=150; HiddenVolume=0; VisibleVolume=150; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=5; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Update order: Order(Id=9999; SymbolId=0; Type=TRAILING-STOP-LIMIT; Side=SELL; Price=2554; StopPrice=2534; Quantity=150; ExecutedQuantity=0; LeavesQuantity=150; GTC; TrailingDistance=1; TrailingStep=0)
Add order: Order(Id=10; SymbolId=0; Type=LIMIT; Side=SELL; Price=2529; StopPrice=0; Quantity=500; ExecutedQuantity=0; LeavesQuantity=500; GTC)
Execute order: Order(Id=9; SymbolId=0; Type=LIMIT; Side=BUY; Price=2550; StopPrice=0; Quantity=500; ExecutedQuantity=350; LeavesQuantity=150; GTC) with price 2550 and quantity 150
Delete order: Order(Id=9; SymbolId=0; Type=LIMIT; Side=BUY; Price=2550; StopPrice=0; Quantity=500; ExecutedQuantity=500; LeavesQuantity=0; GTC)
Delete level: Level(Type=BID; Price=2550; TotalVolume=0; HiddenVolume=0; VisibleVolume=0; Orders=0) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=2; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Execute order: Order(Id=10; SymbolId=0; Type=LIMIT; Side=SELL; Price=2529; StopPrice=0; Quantity=500; ExecutedQuantity=0; LeavesQuantity=500; GTC) with price 2550 and quantity 150
Add level: Level(Type=ASK; Price=2529; TotalVolume=350; HiddenVolume=0; VisibleVolume=350; Orders=1) - Top of the book!
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=3; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=1) - Top of the book!
Update order: Order(Id=9999; SymbolId=0; Type=LIMIT; Side=SELL; Price=2554; StopPrice=0; Quantity=150; ExecutedQuantity=0; LeavesQuantity=150; GTC)
Add level: Level(Type=ASK; Price=2554; TotalVolume=150; HiddenVolume=0; VisibleVolume=150; Orders=1)
Update order book: OrderBook(Symbol=Symbol(Id=0; Name="test "); Bids=4; Asks=4; BuyStop=0; SellStop=0; TrailingBuyStop=0; TrailingSellStop=0)
chronoxor commentedon Oct 29, 2023
The issue is not reproducing on my side. Could you please check if it still actual on your side?