Ice Berg Orders

[fiddy]

How to you do a iceberg order via ninjascript

[NinjaTrader_PatrickH]

Hello fiddy,

Thank you for your post.

I could think of two ways to do this. First idea would be to just wait for the price to be reached and then submit an order to fill for the full quantity or submit a certain quantity of the desired position and wait for it to fill then submit the next order and so on. Second idea would be much like the first except instead of just waiting for the price actually submit an order with a fraction of the full quantity you want, once that fills at the desired price (factoring slippage) then submit the additional quantity through multiple orders or a single order.

I am not aware of any specific examples and I have never created such an example myself. I would break the concept down into parts and get each part working and then implement them into one script (much like most programming projects are handled).