I am using the unmanaged approach and at times need to close everything and be completely flat.
Given that it is possible to have partial fills on OCO exit orders I want to be as careful as possible exiting.
Since the profit orders are limit orders, I am changing the limit price to a price well below the market (for longs) so it will effectively become a market order but still be part of the OCO set.
Is it safe to use Order.Quantity - Order.Filled as my new quantity to allow for the partial fill situation of the OCO?
I have already cancelled any unfilled portion of the entry order(s) and would rather not cancel the exit orders and place a market order to get flat; there are too many moving parts with that.
Also, if there is another way of handling all this, I am open to suggestions even if they cause me to have a D'oh moment.
Thanks
Scott
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