Multiple Limit orders

[ajhg4]

Hello, I am trying to write a strategy which implements brackets of orders. I am seeing errors in my log when I try to create the following 2 orders:

if(lastFill == 0.0 && okToTrade)
{
lastFill = e.Price;
tierCount = 0;
upOrder = EnterShortLimit(contractsPerEntry, e.Price + (stop_ticks * TickSize), "OpenShort");
dnOrder = EnterLongLimit(contractsPerEntry, e.Price - (stop_ticks * TickSize), "OpenLong");
}

where upOrder and dnOrder are IOrder interfaces.

the logfile says one of the orders is being ignored, which is obvisouly the second order since the first order goes pending. I read in the Help files that this simultaneous limit orders in opposite directions is not possible. Is there a work around for this?

I am using NT 6.5

Regards,

ajhg4

[NinjaTrader_Tim]

Hi ajhg4,

Looks like you are running in to the Internal Order Handling Rules detailed at the bottom of the page here - http://www.ninjatrader-support.com/H...tml?Overview36

If this is done in NinjaTrader 6.5, you can only send one, then monitor the price to cancel and send the other.

In NinjaTrader 7, you can use the unmanaged approach.
More info at - http://www.ninjatrader.com/support/h...d_approach.htm