Cancel Order Unmanaged

[elliot5]

The following code looks to exit an existing position - which is a limit order that often gets split into parts upon being filled.

{
CancelOrder(myStopOrderFESXSHORT);
ChangeOrder(myTargetOrderFESXSHORT,SizeFESX-voladjustFESX,GetCurrentAsk(19) + (fESXEOSTICKS*TickSize),0);
}


The aim above is to cancel the stoporder and move the target order to ensure it gets filled. The problem is that lets say we are short 14 lots from entry... and that was filled with a 4 lot and 10 lot pair of executions - the position of 14 lots is closed by the 4 lot order changing as above, and the 4 lot stop loss of the pair is cancelled... but it leaves a 10 lot stop loss and profit target pair still active. Ideas how to correct this? many thanks and regards.

[NinjaTrader_ChrisL]

Hi elliot5, thanks for writing in.

It would be better to use OCO pairing for the orders so that the stop can get canceled automatically. I attached an example for you to reference.

Best regards,
-ChrisL

[elliot5]

OCO were in play. Please read my issue again - it is case of a limit order object being filled in more than one execution - and trying to Change all of those associated stoploss and profit target responses to OnExecution. Regards


if (myEntryOrderFESXSHORT == execution.Order
&& FESXElont == false)
{

if (execution.Order.OrderState == OrderState.Filled || execution.Order.OrderState == OrderState.PartFilled || (execution.Order.OrderState == OrderState.Cancelled && execution.Order.Filled > 0))
{
myStopOrderFESXSHORT = SubmitOrderUnmanaged(19, OrderAction.BuyToCover, OrderType.StopMarket,execution.Quantity,0,((Math.M ax(MinStopFESXx, (FESXATR*1.70))) + FESXcdo),GetAtmStrategyUniqueId() +"FESXSHORToco","FESXSHORTstop");
myTargetOrderFESXSHORT = SubmitOrderUnmanaged(19, OrderAction.BuyToCover, OrderType.Limit,execution.Quantity,FESXpdc+1,0,Get AtmStrategyUniqueId() +"FESXSHORToco","FESXSHORTtarget");

if (execution.Order.OrderState != OrderState.PartFilled)
{
myEntryOrderFESXSHORT = null;
}
}
}

[NinjaTrader_ChrisL]

Hi elliot5, thanks for your reply.

Unfortunately, I will not be able to spend time debugging the custom strategy code. If you would like to hire a service to help with the issue, see a list of developers for hire here on the NInjaTrader Ecosystem website:
https://ninjatraderecosystem.com/sea...mming-services

Best regards,
-ChrisL

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[elliot5]

i am not asking for debugging service ... but guidance on a situation that must affect many users of unmanaged strategies. if you dont have the time please refer me to someone who does. Regards

[NinjaTrader_ChrisL]

Hi, thanks for your reply.

In the support department at NinjaTrader we do not create, debug, or modify code for our clients. This is so that we can maintain a high level of service for all of our clients as well as our partners.

What has been given is not enough to describe the issue. I recommend making a new script that only concentrates on the issue at hand and excludes all of these offsets and variables that you have within the parameters.

Best regards,
-ChrisL

[hedgeplay]

Hi Elliot5,

Just an FYI..

On a quick pass through the issue/needs you raised I am not yet seeing where the "PartFilled" logic Jim wrote in the attached sample does not address that need.

If you execute against the sample attached above without modification what need is not being addressed?

HedgePlay