Entry Script and Exit Script Sequence
graysong781
Posts: 3
At what point is an exit script called upon after the entry script has sent out an order? Right after the order is sent? Once the entry script unloads?
Comments
The exit script is instantiated when the order algorithm is completed.
Example 1:
order for 1,000 shares, order fills 200 shares, 400 shares, 300 shares then 100 shares. The 100 share fill completes the order. Next the system will start the exit script.
Example 2:
order for 1,000 shares, order fills 200 shares, 400 shares, 300 shares then the remaining shares are cancelled. The remaining shares being cancelled completes the order. Next the system will start the exit script.
Make sense?
Yes thank you!