Hi,
we are programming a strategy using the "CalculateOnBarClose = false" setting. In order to avoid expiration of a limit order at the end of a bar, it has to be resubmitted. Should the quantity for the resubmitted order be reduced in case of partial fills, or should the quantity match the previous order exactly (i.e. NT manages partial fills automatically and manages order size)?
Many thanks
Martin
we are programming a strategy using the "CalculateOnBarClose = false" setting. In order to avoid expiration of a limit order at the end of a bar, it has to be resubmitted. Should the quantity for the resubmitted order be reduced in case of partial fills, or should the quantity match the previous order exactly (i.e. NT manages partial fills automatically and manages order size)?
Many thanks
Martin
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