Multi-time frame orders

[heech]

Hi all,

I believe I read something about this on the forum (or perhaps the help docs?), but I'm having a hard time searching through to locate the thread...

I'm trading the same instrument in two different timeframes... and I'm getting myself in trouble because an order from the second-timeframe can't get through while the first one is working. I know this is well known behavior.

I'm just trying to understand my options for getting around this.

I currently track 'IOrder' object from both timeframes. I try to CancelOrder() the other order before placing the second one... but it looks like the cancellation isn't happening "quick" enough to allow the second order to be accepted... so, what do most people do? Increase EntriesPerDirection by one, and hope not both orders are filled?

Thanks in advance.

[NinjaTrader_Ray]

Your best bet is to cancel the order, monitor the cancellation of this order in OnOrderUpdate() and once "Cancelled", then submit the other order.