Replace Stop-Limit with a limit order if order gets skipped

[Orion1504]

Hi,

I have a custom order entry indicator where I can push a button and it creates a stop-limit order based on my logic at a certain price.

Offset ticks for the stop-limit order is 0 so it happens from time to time that the order gets skipped.

Is there a way to program my indicator that it can detect (assuming a long entry) that if current price is higher than the stop-limit order -> replace stop-limit with a limit order at the same price? How would I go about it?

Thanks!

[NinjaTrader_ChelseaB]

Hello Orion1504,

If you are submitting an order using the addon approach in an indicator, this would mean the order is being assigned to a variable before being supplied to <Account>.Submit().

You can check the state of the order held by the variable and the price.

if (myOrderVariable != null && myOrderVariable.OrderState == OrderState.Working && Close[0] > myOrderVariable.StopPrice)
{
CancelOrder(myOrderVariable);
}

In the <Account>.OrderUpdate event handler method:

if (e.Order == myOrderVariable && myOrderVariable.OrderState == OrderState.Cancelled)
{
replacementOrder = mAccount.CreateOrder(Instrument, OrderAction.Sell, OrderType.Limit, OrderEntry.Automated, TimeInForce.Day, 1, 0, 1400, string.Emtpy, "limitOrder", Core.Globals.MaxDate, ull);
myAccount.Submit(new Order[] { replacementOrder } );
}