Advanced Order Management Code Question

[elliot5]

instead of simply selling 500 contracts is there NT functionality using getcurrentbidvolume and getcurrentask to allow:

Join current ask for 500 lots

then sequentially sell into the current bid volume whilst reducing my offer size on the getcurrentask so that i cannot exceed a 500 lot short position if that gets lifted?

For example:

join current ask for 500 lots @2555
sell into bid sizes at 2554 short 100, 150, 100, 150

which reduces my ask volume so:
sell@getcurrentaskorder volume to 400, 250, 150, 0

Regards and thanks for feedback to this brain teaser...

F Everington

[NinjaTrader_Bertrand]

F Everington, this could be coded up for example in an automatic NinjaScript strategy but would not be available as function for manual / discretionary order entry via SuperDOM or ChartTrader.

[elliot5]

Ok thanks. for example this basic code on barupdate

{
EnterShort(GetCurrentAskVolume(), "Short1");
}

NT has GetCurrentAskVolume() as a long, it need to be an int to attach it to EnterShort. Do you have an example of how to make that conversion in Variables?

Regards and thanks

[NinjaTrader_RyanM1]

Hi everington_f,

You can cast it as integer with this:

EnterShort((int)GetCurrentAskVolume(), "Short1");