How to determine partial fills on exit order ...... in bracket orders ?

[mkundi]

How to determine partial fills on exit order ...... in bracket orders ?

Besides, I assume, for partial fills on exit order, the sibling bracket order is not adjusted for the # of contracts ...... correct ?



So lets say, I have bracket orders as follows,

1. MKT order on entry - PARENT order

2. LMT order on profit target <------- IF partial fill is here.

3. STOP MKT on stop loss

So if #2 has partial fills, does #3 gets adjusted automatically ....... yes/no ?

If #2 has partial fills ....... how to ascertain that it did ?

Can one make #2 ...... as STOPLMT (with LMT price 'worse' than STOP price) ...... instead of plain LMT.

[NinjaTrader_Ray]

imported post

1. Yes, associated orders in a bracket are automatically adjusted by size

2. Within a strategy, there is no way to determine which order has a partial fill. You can only tell what the entire strategy size is via the PUF. The Passthrough approach allows you to determineremaining order size since each order has an update file. This is not true for the Order OIF (strategy approach).

3.Having a stop order to sell when long above the market is invalid on all exchanges that I am aware of.

[mkundi]

imported post

I am not using PASSTHRU, will be using NT's strategies.

So the orders are adjusted accordingly in an OCA group ?

I assume, NT's implementation of bracket orders is via OCA group ..... correct ?



Is NT using the 'native' TWS bracket orders ..... I believe there exists native TWS bracket orders for IB.

[NinjaTrader_Ray]

imported post

NT's brackets are tied via broker native OCO should the broker support it otherwise it is locally simulated. In TWS, we use their OCO functionalility.