My strategy employs limit orders and is designed to be always in the market. Thus, outside of the first trade, each trade is a reversal. I'm using Managed approach, and when I reverse, the log will show a "Close Position" trade and a "myOrder" trade, the Close Position of course being Ninja automatically placing an order to first go flat.
I need to monitor the order state after the reversal order is submitted. The question I have is this: if I check if OrderState.PartFilled ==true, is that checking the "myOrder" part only, or could a part fill on the "Close Position" order cause a part filled state?
If the answer is checking the state is regarding "myOrder", that begs the question: how can I check the state of the Ninja created "close position" order?
If the answer is the state is checking both, then my question is how can I tell the difference between the "close position" state and the "myOrder" state?
Comment