Placing a stop limit outside of OnBarUpdate?

[brettcomardelle93]

I want to create a stop limit order when the long limit is filled - withing the same bar. Similar to what an ATM strategy does.
If the limit order fills at 12:04:25, I want the stop limit to be placed at that time as well, not at 12:05:00 when the bar closes.

Can this be used on Position update, or execution update, or anything outside of OnBarUpdate? If not, how can I do this without an ATM strategy?

[NinjaTrader_Jesse]

Hello brettcomardelle93,

That is how the standard SetStopLoss or other set methods would work. Stop loss orders are submitted in real-time on incoming executions from entry orders. You can also accomplish that by using the OnExecutionUpdate override to look for the entry fill. We have a sample that does that in the following link: https://ninjatrader.com/support/help...and_onexec.htm

I look forward to being of further assistance.