EMSX Blotter for Intraday Trading Risk Management
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Good day, I have 30 stocks that I am looking to run an intraday strategy on. Orders are submitted based on the exposure for that stock currently in the portfolio. For example, an entry trade can only occur if the position for a particular stock is small enough to allow it.
Is there an efficient way to keep track of fills such that it makes it feasible for an intraday strategy?
I have tried / looked at:
- A for-loop that runs through a stored list of emsx orders
This isn't feasible because the "getOrderInfo" command takes ~0.7 seconds to execute - this is too long.
- "emsxOrderBlotter" is a nice realtime display but I have no idea how to actually consume the information displayed with this. It is merely a display, which doesn't help the intraday strategy.
Any assistance on this would be greatly appreciated.
Thanks
Ray
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