LiveUntilCancelled

[kiss987]

Lest say i place an EnterLong order (which means LiveUntilCancelled=false).
When the next OnBarUpdate run the order is still procceced on the broker side (not rejected). Will the order be cancelled on next tick?

private bool b = false;

OnBarUpdate
{
if(!b)
{
b = true;
EnterLong();
}
}

[NinjaTrader_Matthew]

The market orders will not be canceled. As soon as the signal is processed and submitted to the broker, the position will be open until you have closed the position by executing an order in the opposite direction.

[kiss987]

So when a position is closed because LiveUntilCancelled=false?
What is the scenario?

[NinjaTrader_Matthew]

LiveUntilCanceled would not close a market position. LiveUntilCancelled=false would only cancel orders that were not filled on the next bar.

A position would only be closed when you executed another order.

[kiss987]

So if a new bar is created and the market order was not filled because it's still proccesed, will the order be canceled if LiveUntilCancelled=false?

[NinjaTrader_Matthew]

It would not be possible to cancel a market order. If the order was not filled and was still "pending", it would not be possible to cancel.

LiveUntilCancled only applies to Stop/Limit orders.