Thanks. I have it in Ninja help either. Any comments regarding my scenario?
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xTrader1,
The market order won't get cancelled in this scenario. The order will either get filled or rejected.
If you are seeing something get cancelled then it is not a Market order being submitted at that time.
You can add TraceOrders = true; to help identify when orders are being sent and any rejections coming back.
http://www.ninjatrader.com/support/h...raceorders.htmCal H.NinjaTrader Customer ServiceComment
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