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limit order

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    limit order

    I wish to cancel an ATM limit order if it has not been filled after a certain time period. Is the following idea correct?

    string[] status = GetAtmStrategyEntryOrderStatus(order_id);


    if((status[2] == "PendingSubmit" || status[2]== "Accepted" || status[2]== "Working") && Time[0] > finaltradetime)
    {
    AtmStrategyCancelEntryOrder(order_id);
    atm_strategy_id =
    string.Empty;
    order_id =
    string.Empty;
    Print(
    "Reset ATM order_id,atm_strategy_id # PendingSubmit || Accepted");
    }

    I wasnt sure about which order states I need to be checking for in the case of an unfilled limit order.

    #2
    Here are the possible order states. http://www.ninjatrader-support.com/H...html?AppendixA
    Josh P.NinjaTrader Customer Service

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