Hi,rapple » Wed Aug 20, 2014 10:43 am wrote: If however bid then moves above the Daily Open within the hour the original pending order remains. What I propose is that the EA deletes the current pending order and creates a new pending at the Price Ceiling.
..Experienced this situation in a similar EA.
The solution would actually be ...when price is close to the DO, EA need to create 2 pendings, one at the floor, the other at the ceiling.
then delete the other pending when one is triggered.
However, for dsu EA, this should not be needed, since there is a direction filter.
So the implementation of your request would really be something specific for you only.
Cheers