Plugin which check and execute pending orders (buy stop, sell stop, buy limit, sell limit) with check if instrument price on the market gap.
Plugin allows to control pending orders execution on the price gaps. Plugin has different execution modes: market price, price after gap.
Plugin Options:
- Per client groups, symbols, securities with masking possibilities
- Per order volumes and order types
- Per gap levels
Example
For example, the client has set SELL STOP at 1.2780. A spike from 1.2787 to 1.2730 has happened after some time.
The price change has made 57 points. Pending orders in gap are processed at the worst (for the client) price (BUY STOP, SELL STOP - at the gap price, BUY LIMIT, SELL LIMIT - at the client's price).