Because there is no All or None order type with NT8 I wanted to try and create an alternative:
1. Send order in, say 3 contracts
2. 2 get filled, 1 remaining
3. On next bar I want to check if there are remaining orders, and cancel them.
4. Or if prices have moved away sufficiently from the limit, and cancel them
5. Or if time elapsed
I need to:
1. Have a way to remember the order placed
2. Check if the order is completely fulfilled, if so, nothing to do
3. If partially filled and order was issued last bar, cancel the remaining orders
#1 is important as there might be other orders around (e.g. partial fill with limit and/or stop loss targets)
Is this feasible? Where can I read about placing orders, finding positions?
Thanks, Caesar.
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