Order

Order placement

Use Limit (LMT) orders:

Entry: ASK Profit target: ASK + 0.03 Stop loss: ASK - 0.03 Contract: QQQ

Order expires after 65 seconds

Order should be fire & forget, all entry & exit orders are placed at the same time.

Store execution data

• http://www.interactivebrokers.com/en/software/api/apiguide/java/execdetails.htm

Keep track of current profit/loss.

Only take 1 position per strategy; ie if orders are already live, discard current position/signal .