CancelOrder() problem

[boreland]

When using the CancelOrder() method I'm finding that the order is not canceled immediately, but rather at the start of a new bar. Is it supposed to work like this?

When I create an order through chart trader, and then close the order, it closes immediately. How can I achieve this level of response programatically?

Thanks
Peter

Update: O.K. After many hours I've got this issue sorted, one must use this limit order method -

EnterLongLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName) and not the short version. It would be helpful if a note could be added to the help guide on this issue.

[NinjaTrader_Bertrand]

Hi boreland, correct you would need to use the extended overload in multiseries context to submit to the need bars object, but not sure I fully follow on what you expected from CancelOrder() - it would depend mostly if you run the strategy on each tick or not (CalculateOnBarClose setting).

For the EnterLongLimit, the orders just expires at the end of each bar if not resubmitted or set to liveUntilCancelled.