As I'm working through the kinks of transferring an automated strategy from a market replay environment to a live one, I'm wondering out loud if there are any NT forum-related threads devoted to best practices for handling orders in an unmanaged environment.
For example, a couple of things I've learned while coding for unmanaged order handling that weren't explicitly called out in the NT 7 Help Guide were:
- Making sure completed iOrder objects are set to null... especially if you're testing a specific iOrder state to execute another related iOrder.
- Understanding that sending an order in a OnBarUpdate environment will send an order every tick unless micromanaged either by a time variable or nested in a 'FirstTickofBar' section
- Checking for multiple states of an iOrder if your code is dependent on order fills to continue other bits of code.
Those are just my personal ones. Does anyone have any references that I can continue learning/gleaning insight from? For reference, I've already looked at the many NT unmanaged order handling pages in the Help Guide.
Thanks in advance!
Yours,
Robert
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