I am using the Sim101 account with eSignal efs and want to place StopLimit and Limit orders at specified offsets from the fill price of my entry Market order.
How do I delay placing my StopLimit and Limit orders until after I have retrieved the fill price for my entry order? If I try to place the orders right after I place the entry order,using NTAvgFillPrice(vEntryOrderID), I get a zero returned as the entry order has not yet been filled.
Right now I am placing the stop and limit orders off an estimate of the entry priceand correcting it later when I get the actual entry fill price; i.e. on closing the trade. This method sometimes causes a rejected stoplimit order if I get a bad fill that is equal to or beyond my estimated stop price; i.e. error "can not place stop limit order at or above/below market price".
I really need to wait until I get the entry fill price, then I have a position to protect and a price from which to calculate my stoplimit/limit order placement price.
Thanks in advance.
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