Cancel GTCs When Strategy is Canceled

[ozziyhtomit]

Hello,

Is there a way to pull orders when a running strategy file is removed? I am already using CancelOrder() for certain events, just am unsure how to have a strategy pull orders upon being deleted.

Thank you!

[NinjaTrader_Kate]

Hello ozziyhtomit,

Thank you for your post.

You could certainly tell the strategy to exit any open positions when it reaches State.Terminated when the strategy is disabled. Here's a very simple example:

 protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptStrategyDes criptionSampleMACrossOver;
Name = "ExampleCloseStrategy";
Fast = 10;
Slow = 25;
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
}
else if (State == State.DataLoaded)
{

}
else if(State == State.Terminated)
{
if(Position.MarketPosition == MarketPosition.Long)
ExitLong();
}
}

protected override void OnBarUpdate()
{
if (State == State.Historical)
return;
if (CurrentBar < BarsRequiredToTrade)
return;

if(Close[0] > Open[0])
EnterLong();

}

This would enter a trade on the first up bar in real time. It will only exit the trade when the strategy is disabled and reaches State.Terminated.

Please let us know if we may be of further assistance to you.

[ozziyhtomit]

Actually I'm talking about deleting resting UNFILLED orders. But this looks like a solution for exiting positions AND pulling resting orders as well, yes?

Thanks

[NinjaTrader_Kate]

Hello ozziyhtomit,

Thank you for your reply.

Yes, you should be able to call CancelOrder() in State.Terminated as well to cancel any working orders.

Please let us know if we may be of further assistance to you.