I have a need to place orders which are not subject to the internal order handling rules. Specifically. If I am long 10 contracts and wish to place an order to sell 11, I wish to place an order to sell 11 without regards to my current position. I do not want to sell 10 and then sell an additional 1 nor do I want to sell 10 and then sell an additional 11, I want to sell 11 ... for a net position of -1.
Here is some background, I wish to place many orders of selling X number of contracts at a time at different price levels without regards to how many I am long and without regards to how many orders I have outstanding. Sort of like clicking on the SuperDOM, where I click and how many contracts I want to sell or buy and at which price level.
Here are some questions that may help me understand why things are done the way they are within NT.
#1. Why does NT place two seperate orders when reversing a position?
#2. Is there a method with which I can place an order that does not regard my current market position? (Such as PlaceOrder("BUY", Price, "Limit", NumberOfContracts) )
#3. Is there a way to control the way the internal engine handles incoming orders ... bypass the internal handling rules?
Thanks,
-Lars
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