Fixed-Spacing Batch Limit Orders

Article Strategy library · Author: 小草

Summary

This plugin places a sequence of limit orders at fixed price intervals, for opening or closing futures positions. A user selects buy, sell, buy-to-close, or sell-to-close; sets a starting price and spacing; and specifies the order count and base quantity. Optionally, each successive order increases in size by a fixed amount.

The implementation checks for a ticker, submits orders one at a time with a half-second pause, and adjusts order direction for futures. It describes a manual execution tool rather than a tested trading strategy: no fills, performance results, cancellation logic, or safeguards for stale prices and unfilled orders are discussed. The starting price and spacing therefore need to be chosen by the user, and submitted orders may not execute as intended in changing markets.

Key ideas

The plugin submits a series of limit orders at fixed price intervals from a chosen starting price.
It supports buy, sell, and futures position-closing order types.
Order count, per-order quantity, and incremental size can be configured.
Orders are sent sequentially with a half-second delay between submissions.

Fixed-Spacing Batch Limit Orders for Futures Entries and Exits

Summary

Key ideas

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