Exit Block script section is the main script responsible for processing Exit Orders and Adjusting Position Quantities. This script only execute when an instrument has an active position that is either LONG or SHORT.



This scripts section will not normally execute when a instrument date record is not available.  A current record is a record date for the same date on which this script is executing.  This means a test date must have an instrument date in order for this script to execute.  When it does have a missing instrument record any orders that were active for the active test date will not be filled or expired by the brokerage process.  However, when an order is still active after the brokerage process, it will be available to execute an order fill or allowed to expire on the next available instrument date trading session.


Edit Time: 5/10/2017 8:32:06 AM

Topic ID#: 319


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