This afternoon we pushed a number of changes to the website. The changes are as previously discussed with one exception: the benchmark fix ended up having a bigger impact than we expected. Everyone's algorithms suddenly look better than they used to because the benchmark looks worse. We of course apologize for the error, and we're sorry about any hassle the changes have caused.
Now the good news. Order types! We now have limit orders, stop orders, and stop limit orders. The explanation on how the orders are used is in two sections of our help doc. General description is here, and more technical details are here. We're not quite done with the super-cool autocomplete and tool tips in the IDE, so you have to type them out the old fashioned way for the next day until we ship the tool tips.
For now, you can probably learn most of what you need to know from the example below. The sample code rotates through the order types, over and over. Clone it, and run a full backtest on it (don't just build it, also run the full test to get the full picture). Look at the Transactions graph - you'll see a huge spike in October 2008. That's because all of the limits and stops triggered when the price crashed - a flood of orders became active.
Now click the Transactions Detail tab. You see that in early going only the market orders get processed at 5 shares each. Page through the transactions to October, and you see the limits and stops getting processed at 10 and 15. It's not until they are all processed that you see the first stop-limit of 20 shares - that's because all of the previous stop-limits had been cancelled by the rotator! I know that sounds a bit confusing, but if you step through the code, I think it will all make sense.
