Unfilled limit orders cancelled

[fredb987]

Hello,

I have a strategy that will place a limit order when conditions are met using this:

EnterLongLimit(DefaultQuantity, Close[0] - TickSize * 2, "LongEntry");

As you can imagine, some of these orders do not get filled and end up being cancelled at the end of the current bar.

I would like to include something in my strategy that will immediately submit a market order on the next bar if the limit order doesn't get filled. I'm sure there are several ways to accomplish this, but I'm not sure where to start.

Can anyone provide some sample code or advice? Thank you!

[NinjaTrader_AdamP]

fred,

If you want to have your limit orders continue to exist you could try the following reference sample.

http://www.ninjatrader.com/support/forum/showthread.php?t=19169

[fredb987]

Thank you!

This is exactly what I needed to see. I will play around with it.

[NinjaTrader_AdamP]

fred,

No problem. You may also want to look into the CancelOrder() function. We have a lot of reference samples, including one on that, here : http://www.ninjatrader.com/support/f...splay.php?f=30