AtmStrategyChangeEntryOrder()

[dawdler]

Hi,I am having trouble with canceling entry orders, the code below is submitting an entry order at each close after the first trade.


I am using the AtmStrategyChangeEntryOrder() so that if i miss an entry, the entry order will be submitted on the next bar's closing price. But once a trade is filled i want it to cancel changing my entry order, any suggestions on how i can cancel AtmStrategyChangeEntryOrder() once an order is filled?

if(LongSetUp == true
                &&     orderId.Length == 0 && atmStrategyId.Length == 0)
                {
                    atmStrategyId = GetAtmStrategyUniqueId();
                    orderId = GetAtmStrategyUniqueId();
                    AtmStrategyCreate(OrderAction.Buy, OrderType.Limit, Close[0], 0, TimeInForce.Gtc, orderId, "NQ",atmStrategyId);
                    AtmStrategyChangeEntryOrder(Close[0], 0, orderId);
                    //How to stop this from submitting an order after each close
                    //reset the longsetup once filled or keep chasing it
                        if (orderId.Length > 0)
                        {                
                            string[] status = GetAtmStrategyEntryOrderStatus(orderId);
                            // If the status call can't find the order specified, the return array length will be zero otherwise it will hold elements
                            // Check length to ensure that returned array holds order information
                        if (status.GetLength(0) > 0)
                        {
                            
                            // If the order state is terminal, reset the order id value
                            if (status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
                            {
                            LongSetUp = false;
                            AtmStrategyCancelEntryOrder(orderId);
                            
                            }
                        }
                        //reset it once order is "FILLED" not submitted
                        }
                }

[NinjaTrader_RyanM1]

Hello dawdler,

Once the entry order has been placed, orderId.Length should be a non zero value. You may get better results placing it in the block indicated below, and you will also have to define your condition for

so that if i miss an entry, the entry order will be submitted on the next bar's closing price.

// Check for a pending entry order
if (orderId.Length > 0)
{
AtmStrategyChangeEntryOrder(Close[0], 0, orderId);
string[] status = GetAtmStrategyEntryOrderStatus(orderId);

[dawdler]

Thanks for your help Ryan. I placed AtmStrategyChangeEntryOrder() where u suggested, but i don't seem to be needing an condition for handling a missed entry, the code is automatically adjusting my entry order to next bar's close.Thanks again!

Below is the corrected code for reference

if (orderId.Length > 0)
            {
                string[] status = GetAtmStrategyEntryOrderStatus(orderId);
                AtmStrategyChangeEntryOrder(Close[0], 0, orderId);    
                
                if (status.GetLength(0) > 0)
                {
                  
                    if (status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
                        orderId = string.Empty;
                        ShortSetUp = false;
                        LongSetUp = false;
                }