Ozzyparkinson
New member
- Joined
- Feb 13, 2026
- Posts
- 1
- Likes
- 0
Hi all,
I currently have AI developing a custom strategy in the MotiveWave SDK (Java), and I’m looking to transition from virtual backtest stop/target logic to proper live broker-side bracket orders.
At the moment:
Is there an example of a minimal working bracket order implementation?
I currently have AI developing a custom strategy in the MotiveWave SDK (Java), and I’m looking to transition from virtual backtest stop/target logic to proper live broker-side bracket orders.
At the moment:
- Entry orders are submitted using:
oc.buy(qty);
oc.sell(qty);
- Stops and targets are managed virtually using bar High/Low logic.
- This works correctly for back testing, however for live trading i would like to submit a market bracket order (SL/TP). Ensuring they are linked as OCO, having the broker manage the execution.
- createStopOrder()
- createLimitOrder()
- Or a specific bracket/OCO API?
Is there an example of a minimal working bracket order implementation?