Updating OCO order quantity after partial and complete fill with CreateOrder?

[focus333]

Hello there Ninjas!

I am trying to accomplish the following:

• If the order is completely filled, create an OCO immediately with stop loss and profit targets.
  • I have this accomplished using CreateOrder and then Submit but how to accomplish the next 2 points?
• If the order is PARTIALLY filled, create an OCO immediately with stop loss and profit targets.
  • Then update the quantities of the OCO set once the order is completely filled to match the proper size?

Had a few issues before where the order was only partially filled and therefore just sitting there without any risk management and looking for a solution so that there is always an OCO with accurate sizes no matter what.

Thank you kindly!

[bltdavid]

Well, that's where your programming and logic skills come in.

Right?

My suggestion:
What you need to do is write an outline of what needs to happen
in your code, these simple English statements are what most
programmers call pseudo coding.

For example,

  if Entry order is PARTFILLED or FILLED then
    if Target and Stop orders DO NOT EXIST then
        create Target and Stop orders as OCO pair
    else
        update Target and Stop orders w/new Quantity
    endif
  endif

Btw, it sounds like you are using the <Account>.CreateOrder
method, is that correct?

To update the target and stop orders, use <Account>.Change.

You should realize that order management logic is practically non
existent using those routines, thus you are faced with writing a lot
of order management code your self. You could reduce that burden
considerably by using a Managed or Unmanaged Strategy.

My point is:
You are treading in some very deep waters where advanced C#
programming skills and tons of experience are extremely useful.

Good luck!

[NinjaTrader_ChelseaB]

Hello focus333,

I notice this is in general development and not strategy development on the forums.

I'm thinking this implies you are using the Addon approach.

Below is a link to an example of placing a stop and target using the Addon approach.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/add-on-development/105588-usage-of-charttrader-in-add-on?p=820720#post820720

If you were instead making a NinjaScript Strategy, and intended to post in the Strategy Development section of the forums, below is a link to examples of stops and targets with NinjaScript Strategies.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/97419-priceos-cs-expecting?p=802269#post802269

[focus333]

Thank you both so much for your input, I was able to get it done!