Change atm strategy entry order if not filled

[daven]

I am running a strategy which implements an ATM limit entry order if conditions are met. Before I added the line which checks for an existing order before entering another order, the strategy blasted a new atm entry order every time my conditions were satisfied for entry, which meant, in some cases at the close of each new bar. The version of this strategy that I was using before going to an atm implementation, would "walk" the entry order up a series of upper bar closes (or down for series lower bar closes). I would like to implement that with this atm strategy but cancel the old atm order, and enter a new one at the new limit price. I am having trouble figuring out how to get the existing atm limit entry price, so I can check it against current price, and update it if conditions warrant.This is the construct I am using right now, but I can't figure out how to get that existing, but unfilled current entry limit order price.

			if (orderId.Length > 0)
			{
			string[] status = GetAtmStrategyEntryOrderStatus(orderId);
				if (status.GetLength(0) > 0)
				{
					if (status[2] == "Working"
						&& GetCurrentAsk() > //NEED THE CURRENT ATM ENTRY ORDER PRICE RIGHT HERE
						//&& OTHER ENTRY CONDITIONS)
						)
					{
    				AtmStrategyChangeEntryOrder(GetCurrentAsk() - OE_Offset * TickSize, 0, "orderId");						
					}
				}
			}

Hope you can give me some guidance about how to get this done.
Thanks
DaveN

[NinjaTrader_Bertrand]

DaveN, the resting but unfilled limit order price of the entry could unfortunately not be accessed this way, so I would suggest storing the limit price to a tracking variable at the time you submit so you would be able to compare to it later on when deciding on updating the order via the ChangeEntryOrder call.

[daven]

Cancel and Resubmit an ATM Order

That's what I tried to do, plus a variable that will tell me what direction the limit entry is for.
Here's what I tried but it doesn't work, the order doesn't cancel and it isn't resubmitted, perhaps a tweak or two is needed?
Thanks
DaveN

			// Update price to new limit entry if price moves more than OE_Offset from current price	
			if (orderId.Length > 0)
			{
			string[] status = GetAtmStrategyEntryOrderStatus(orderId);
				if (status.GetLength(0) > 0)
					{
					if (status[2] == "Working"
						&& m_position == "Long"
						&& GetCurrentAsk() > Variable0 + OE_Offset * TickSize
						&& Close[0] > Open[0])
							{
    						AtmStrategyChangeEntryOrder(GetCurrentAsk() - OE_Offset * TickSize, 0, "orderId");						
							}
					else if(status[2] == "Working"
						&& m_position == "Short"
						&& GetCurrentBid() < Variable0 - OE_Offset * TickSize
						&& Close[0] < Open[0])
							{
    						AtmStrategyChangeEntryOrder(GetCurrentBid() + OE_Offset * TickSize, 0, "orderId");						
							}
					}

			}

Later in the code, when the order is flat, I reset the direction variable m_position to "flat" and reset Variable0 to 0 but I'm not sure if that is correct, can I reset it to "null"? OE_Ofset is the positive integer I use to place the order above or below the current bid or ask, (below for a long, above for a short).

[NinjaTrader_Bertrand]

Hi DaveN, guess I'm not following you - why Cancel the order? The entry is working at price x and then when conditions warrant you would to update the order to price y, right?

I would start debugging by printing the conditions contents for the adjustment to understand why this is not triggered - m_Positon is set when you make the initial entry call?

Setting the price to 0 should be fine, as you would reset it to a valid initial value when another entry sequence is done - if you prefer there's a nullable int type as well in C# -

http://www.dotnetperls.com/nullable-int

[daven]

Cancel and Resubmit an ATM Orde

So I don't have to worry about cancelling and resubmitting, I simply update the new entry price? Okay, that should be simpler, so my only issue now is why isn't it executing. I'll add some print statements as you suggested to see if I can figure out what is going on. Other than the 0 value for variable0 is my construct basically sound?
Thanks
DaveN

[NinjaTrader_Bertrand]

Yes, correct, just use the ChangeOrder to update the orderid on your condition - just like with a regular NS script order.