I am trying to create a very simple algo for placing e-mini futures trades to my Interactive Brokers a/c. I went through all Futures Tutorials as well as the two sample Futures algos in Quantopian and I understand how to construct it. But -
(1) I do not want to auto-'rebalance' my portfolio every day etc., instead I want to place a stop loss & profit target orders with each order Quantopian algo places. I could not find how to do this, can anyone suggest/recommend how I can do this?
(2) I also want to maintain a standing order in my interactive brokers a/c whenever the price reaches my chosen price, i.e. every time the e-mini price reaches my chosen price (+/- my chosen price) then I want my algo to place the long/short order at my chosen price along with its stop loss & profit target orders. If my position becomes 0, then the algo must immediately again place my long/short order at chosen price along with its stop loss & profit targets. I could not find in tutotials or examples how I can do this. Can you suggest/recommend how I can do this using code here?
Will greatly appreciate your input/suggestions.
