Exit Stops

[SystemTrading]

I am having an issue with a stop order. Basically on 1 bar I am sending a stop using ExitShortStop(), but I am also sending a limit order entry. On the next bar I get filled on both orders, however the stop order only exits the number of contracts I was holding the previous bar. How can I make it exit the contract it entered on the current bar as well?

[NinjaTrader_JoshP]

SystemTrading,

You need to amend your stop order to include the new position. You really need to be mindful of race conditions here too. Whichever order gets filled first is finished. You couldn't amend the stop if it already filled before you entered on your limit.

[SystemTrading]

I have added order amendments for all stop orders under the OnExecution() method. However it is still not working properly. The limit order is being filled before the stop, but the stop is still exiting all except for the entry that took place on that bar.

[NinjaTrader_JoshP]

SystemTrading,

I don't recommend such a strategy. For sure just because you submit changes doesn't mean your brokerage will accept them before they fill you on the stop.