我正在使用 R 中的 ibrokers 包，并试图为交易设置多个收盘价。例如，以 106 美元买入 100 股 AAPL，以 107 美元卖出 50 股，以 108 美元卖出 50 股，止损价为 105 美元。
当我发送多个获利了结订单时，似乎忽略了 50 的数量，而是收到了两个每个 100 股的卖单。
这是我正在运行的代码
tws <- twsConnect()
stock <- twsEquity("AAPL")
parentLongId <- reqIds(tws)
parentLongOrder <- twsOrder(parentLongId, action="BUY", totalQuantity = 100,
orderType = "LMT", lmtPrice = 106,
transmit=TRUE)
placeOrder(tws, stock, parentLongOrder)
childLongProfitId <- reqIds(tws)
childLongProfitOrder <- twsOrder(childLongProfitId, action="SELL", totalQuantity = 50,
orderType = "LMT", lmtPrice = 107,
transmit=TRUE, parentId = parentLongId)
placeOrder(tws, stock, childLongProfitOrder)
childLongProfitId2 <- reqIds(tws)
childLongProfitOrder2 <- twsOrder(childLongProfitId2, action="SELL", totalQuantity = 50,
orderType = "LMT", lmtPrice = 108,
transmit=TRUE, parentId = parentLongId)
placeOrder(tws, stock, childLongProfitOrder2)
childLongStopId <- reqIds(tws)
childLongStopOrder <- twsOrder(childLongStopId, action="SELL", totalQuantity = 100,
orderType = "STP", auxPrice = 105,
transmit=TRUE, parentId = parentLongId, account=accountNum)
placeOrder(tws, stock, childLongStopOrder)
twsDisconnect(tws)
您可以看到所有 3 个订单的数量都是 100，而不是买单的数量为 100，每个卖单的数量为 50。
有谁知道如何纠正这个问题？
作为健全性检查，我输入了没有 parentId 的订单并且它有效。这是代码：
tws <- twsConnect() #open connection, R automatically pauses until manually accepted on IB.
stock <- twsEquity("AAPL")
parentLongId <- reqIds(tws)
parentLongOrder <- twsOrder(parentLongId, action="BUY", totalQuantity = 100,
orderType = "LMT", lmtPrice = 106,
transmit=TRUE)
placeOrder(tws, stock, parentLongOrder)
childLongProfitId <- reqIds(tws)
childLongProfitOrder <- twsOrder(childLongProfitId, action="SELL", totalQuantity = 50,
orderType = "LMT", lmtPrice = 107,
transmit=TRUE)
placeOrder(tws, stock, childLongProfitOrder)
childLongProfitId2 <- reqIds(tws)
childLongProfitOrder2 <- twsOrder(childLongProfitId2, action="SELL", totalQuantity = 50,
orderType = "LMT", lmtPrice = 108,
transmit=TRUE)
placeOrder(tws, stock, childLongProfitOrder2)
childLongStopId <- reqIds(tws)
childLongStopOrder <- twsOrder(childLongStopId, action="SELL", totalQuantity = 100,
orderType = "STP", auxPrice = 105,
transmit=TRUE, parentId = parentLongId, account=accountNum)
placeOrder(tws, stock, childLongStopOrder)
twsDisconnect(tws)
虽然这在实践中行不通，因为我希望利润和止损订单一旦被击中就取消其他订单。
谢谢你。