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Interactive Brokers, OCO, Unmanaged Approach

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    Interactive Brokers, OCO, Unmanaged Approach

    I'm having to use the unmanaged approach with my strategy based on the UmanagedOnOrderUpdate example due to limitations with Interactive Brokers as discussed on this forum. I am using a separate instrument data series to trigger my entries and exits, ie I am not using Stops and Targets on the instrument I am trading. If I get a partial fill on an entry limit order will the remainder get cancelled automatically if my exit order is triggered prior to the entry order getting totally filled if I use oco? Or do I need to program for such an occurrence? IE, can I use oco to cancel a partially filled entry order if my exit trigger is met?

    #2
    Hi pilotfo, thanks for writing in.

    I attached an outlining example of the concept of creating your own position from Filled/PartFilled order updates. If an order is set up in OCO mode and it partially fills the order size will automatically be reduced to match the new position size.

    Best regards,
    -ChrisL
    Attached Files
    Chris L.NinjaTrader Customer Service

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