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convert limit order to market after N seconds

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    convert limit order to market after N seconds

    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?

    #2
    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.
    RayNinjaTrader Customer Service

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