TD Ameritrade and OnExecutionUpdate

[frslvr]

I'm developing a strategy for TD Ameritrade account.
Usually I update my stops and targets with those lines within OnExecutionUpdate:

stopOrders[i] = ExitLongStopMarket(IsBacktest ? TickChartIdx : 0, true, execution.Order.Filled, s, "MyStop" + i, "Long" + i);
targetOrders[i] = ExitLongLimit(IsBacktest ? TickChartIdx : 0, true, execution.Order.Filled, l, "MyTarget" + i, "Long" + i);

I suppose I can't use it with TDA. Is it correct?
How would you suggest managing partial fills for TDA?

Thank you!

[NinjaTrader_ChrisL]

Hi frslvr, thanks for writing in.

There's nothing different about using OnExecuationUpdate with a TDA connection. The only caveat with TDA strategies is that market orders need to be in TIF = DAY, otherwise the connection works the same way as the others. Was there some unexpected behavior with the code you are showing here?

Kind regards,
-ChrisL

[frslvr]

Hi Chris,

Thank you for your reply.
I mean if the following is true then I can't add/modify orders as I did.

When submitting orders within an OCO group, the orders must be submitted as a pair and after submission, those orders will no longer be modifiable. To make a change to an OCO grouped order it must be cancelled and resubmitted.

[NinjaTrader_ChrisL]

Hi frslvr, thanks for your reply.

Only the Set methods and unmanaged orders will use an OCO group. The Exit methods can be used normally. The forum post I linked below demonstrates the case where you would need to use Account.Cancel to cancel a stop loss order.

https://ninjatrader.com/support/foru...rade-and-oco-s

Best regards,
-ChrisL