CreateOrder with OCO example?

[focus333]

Hello,

I am reading about CreateOrder here:

https://ninjatrader.com/support/helpGuides/nt8/?createorder.htm

In the parameters section is states:

oco	A string representing the OCO ID used to link OCO orders together

May you please provide a simple example of using an OCO ID as stated here to enter an order with StopLoss and ProfitTargets with the CreateOrder method?

Thanks!

[NinjaTrader_PaulH]

Hello focus333,

Thanks for your post.

The best example would be the sample strategy in your platform called Sample ATM strategy. In there you will find this code:

if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])
{
isAtmStrategyCreated = false; // reset atm strategy created check to false
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(OrderAction.Buy, OrderType.Limit, Low[0], 0, TimeInForce.Day, orderId, "AtmStrategyTemplate", atmStrategyId, (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreated = true;
});
}

This will create the entry order and the Stop/Profit are provided by the ATM template (in this example called AtmStrategyTemplate.

[focus333]

Thank you!

"This will create the entry order and the Stop/Profit are provided by the ATM template (in this example called AtmStrategyTemplate."

Can the AtmStrategyTemplate's values be set on the fly? If so, how?

In other words, can I use this approach but have the quantity, stopLoss value and profit value set programmatically right before entering the order or are the values always hard-coded in the template? With my situation, I need these values set differently for every call. Thanks!

[NinjaTrader_PaulH]

Hello focus333,

Thanks for your reply.

No, they are set according to the template.

Of course, you can create as many ATM templates as you wish and call the one your need,