I'd be very interested to know if it's possible to set a maximum number of open positions. Then, use that to auto-cancel any pending orders once the maximum number of open positions have been hit.
E.G. I'm talking about say 10 different stocks, placing buy-stop orders for 10 stocks, but once 5 are filled, cancel the other 5.
Or, I don't suppose this is possible in TWS itself? Or Ninja or ... ?
Any help much appreciated !!