ChangeOrder rejects

[guillembm]

Hello,

I get broker rejects error messages when using ChangeOrder(). I my opinion the problem is caused because I am not getting the Filled OrderState before sending ChangeOrder().

To avoid it I use OnExecutionUpdate() because this is supposed to be updated more often that OnOrderUpdate() and I set these conditions before using ChangeOrder():

if (MyOrder.OrderState != OrderState.Filled
&& MyOrder.OrderState != OrderState.Cancelled
&& MyOrder.OrderState != OrderState.CancelPending
&& MyOrder.OrderState != OrderState.Unknown
&& MyOrder.OrderState != OrderState.ChangePending
&& MyOrder.OrderState != OrderState.Rejected )

May I apply any other filter to avoid rejections?

[NinjaTrader_PatrickH]

Hello guillembm,

Thank you for your post.

Those checks should cover invalid attempts to cancel.

Please let me know if you have any questions.

[guillembm]

I believe that the state is not updated as often or as fast as needed. Any idea on how to prevent executing the ChangeOrder() method before OnExecutionUpdate?

[NinjaTrader_PatrickH]

Hello guillembm,

Thank you for your response.

Order States should be checked in OnOrderUpdate(): https://ninjatrader.com/support/help...rderupdate.htm

OnExecutionUpdate() will not update more than OnOrderUpdate(). OnExecutionUpdate() will be called after OnOrderUpdate().

Please let me know if you have any questions.