Order Management & oco

[netjms]

I am coding advanced order handling, e.g. OnExecution() for setting stop & profit targets once the orders are filled. From reading and reviewing examples If these orders are submitted as Live Until Cancelled, then I have to use CancelOrders() to cancel the stop or target order if one or the other is reached.

My questions is... can you work oco into this in order to avoid CancelOrders()? Does inputting the EntrySignal string do it?

My stop and profit targets are pretty straight forward but I am getting some slippage on calculating stop and profit prices using SetStopLoss(). Therefore, handling this in OnExecution will expose the avgfillprice to make sure these calculation are correct. It appears in OnBarUpdate() avgfillprice is not available within the same bar as the order is submitted.

Thanks

[NinjaTrader_Bertrand]

netjms, your understanding is correct, OnExecution() and the advanced concepts are then the way to go, you would supply the OCO logic in your own custom coding, those are unfortunately not auto oco'ed like the Set methods - you would realize this by checking if one part of the bracket is reporting filled state and then you CancelOrder() the other still working one.

[netjms]

Can you point me to any examples? I understand how to handle this when OrderState.Filled is true but how do you handle coding oco when you get OrderState.PartFilled?

[NinjaTrader_Bertrand]

Unfortunately I would not have a sample for this case, however you would just monitor for the fills recevied and then update orders as needed to ensure the protection is there until the remaining qty is fully filled.