Order Management

[tbmuc]

For EOD backtesting I would like to place stop orders at the end of each day which are valid for the next day only. How can I do this?

If my understanding is right, EnterLongStop() is cancled at the end of the current bar, in which it is called?

Best Regards

Thomas

[NinjaTrader_Joydeep]

Hello,
Thanks for your post.

Yes you are right to say that orders are cancelled at the end of the current bar, although you can override that condition by using the following overload.

ExitLongStop(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double stopPrice, string signalName, string fromEntrySignal)

You can get more details from here http://www.ninjatrader.com/support/h...itlongstop.htm

But please do note, using this overload the order will be valid till it gets filled. So you have to do a custom check, and cancel any unfilled order.

Please let me know if I can assist you any further.