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PTL Autobroker

An autobroker is a useful mechanism where a real broker is replaced by a script.

A strategy template includes the following entry functions:

function int OnPlaceOrder() entry

The OnPlaceOrder() function is called each time a request new order place is received.

function int OnOpenPosition() entry

};

The OnOpenPosition() function is called each time a request open position is received.

function int OnRemoveOrder() entry

};

The OnRemoveOrder() function is called each time a request remove order is received.

function int OnClosePosition() entry

};

The OnClosePosition() function is called each time a request close position is received.

function int OnOrderExecute() entry

};

The OnOrderExecute() function is called each time a request order execute is received.

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