Hi
I have couples of questions regarding ordering for experts out there to educate me.
I noticed that there is a statement in ordering section of API reference, which states "All open orders are cancelled at the end of the day, both in backtesting and live trading". Does this refer to open buy order only or include sell order?
My strategy will involve placing multiple buy orders at different specific time based on the calculations. Once the orders are filled, limit selling orders will be placed. My questions are First, since my calculations for multiple securities need to be done at the same time, where I do vectorize my calculations that can lead to optimal efficiency, calculation is vectorized first and we define pipeline accordingly or we vectorize the way executing pipeline? Second, similar to the question at the beginning, if the buy order is filled and limit sell order is not filled at the end of the day, is the limit sell order going to be canceled by the system.
I hope my questions are clear enough. Thank you guys.
