convert limit order to market after N seconds

[dha3936420]

Q1) Any suggestions on how to implement a strategy that converts a limit order to a market order if it was not filled within N seconds?

Q2) I'm considering using System.Threading to launch a thread that wakes up after N seconds, and if the IOrder.State != Filled, then it sends a Cancel order, and then a market order. Are these order calls multi-threads safe?

[NinjaTrader_Ray]

1) Check out the TriggerCustomEvent() - http://www.ninjatrader-support.com/H...stomEvent.html, I suggest NOT cancelling the limit and issuing a market but instead, modify limit price away from market so that you are filled. Its much quicker.